ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 26.54 26.51 -0.03 -0.1% 24.07
High 26.71 27.10 0.39 1.5% 26.94
Low 26.11 26.50 0.39 1.5% 24.00
Close 26.50 27.08 0.58 2.2% 26.34
Range 0.60 0.60 0.00 0.0% 2.94
ATR 0.93 0.91 -0.02 -2.5% 0.00
Volume 52,700 26,177 -26,523 -50.3% 387,522
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 28.69 28.49 27.41
R3 28.09 27.89 27.25
R2 27.49 27.49 27.19
R1 27.29 27.29 27.14 27.39
PP 26.89 26.89 26.89 26.95
S1 26.69 26.69 27.03 26.79
S2 26.29 26.29 26.97
S3 25.69 26.09 26.92
S4 25.09 25.49 26.75
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 34.58 33.40 27.96
R3 31.64 30.46 27.15
R2 28.70 28.70 26.88
R1 27.52 27.52 26.61 28.11
PP 25.76 25.76 25.76 26.06
S1 24.58 24.58 26.07 25.17
S2 22.82 22.82 25.80
S3 19.88 21.64 25.53
S4 16.94 18.70 24.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.10 25.10 2.00 7.4% 0.97 3.6% 99% True False 47,442
10 27.10 23.12 3.98 14.7% 1.10 4.1% 99% True False 64,193
20 27.10 21.94 5.16 19.1% 0.88 3.3% 100% True False 52,891
40 27.10 21.78 5.32 19.6% 0.81 3.0% 100% True False 49,286
60 27.10 21.18 5.92 21.9% 0.86 3.2% 100% True False 50,354
80 27.10 21.18 5.92 21.9% 0.91 3.3% 100% True False 52,750
100 27.10 19.80 7.30 27.0% 0.91 3.4% 100% True False 50,554
120 27.10 17.93 9.17 33.9% 0.82 3.0% 100% True False 45,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Fibonacci Retracements and Extensions
4.250 29.65
2.618 28.67
1.618 28.07
1.000 27.70
0.618 27.47
HIGH 27.10
0.618 26.87
0.500 26.80
0.382 26.73
LOW 26.50
0.618 26.13
1.000 25.90
1.618 25.53
2.618 24.93
4.250 23.95
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 26.99 26.75
PP 26.89 26.43
S1 26.80 26.10

These figures are updated between 7pm and 10pm EST after a trading day.

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