ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 26.51 27.05 0.54 2.0% 26.04
High 27.10 27.49 0.39 1.4% 27.10
Low 26.50 26.70 0.20 0.8% 25.10
Close 27.08 26.77 -0.31 -1.1% 27.08
Range 0.60 0.79 0.19 31.7% 2.00
ATR 0.91 0.90 -0.01 -0.9% 0.00
Volume 26,177 17,805 -8,372 -32.0% 168,072
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 29.36 28.85 27.20
R3 28.57 28.06 26.99
R2 27.78 27.78 26.91
R1 27.27 27.27 26.84 27.13
PP 26.99 26.99 26.99 26.92
S1 26.48 26.48 26.70 26.34
S2 26.20 26.20 26.63
S3 25.41 25.69 26.55
S4 24.62 24.90 26.34
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 32.43 31.75 28.18
R3 30.43 29.75 27.63
R2 28.43 28.43 27.45
R1 27.75 27.75 27.26 28.09
PP 26.43 26.43 26.43 26.60
S1 25.75 25.75 26.90 26.09
S2 24.43 24.43 26.71
S3 22.43 23.75 26.53
S4 20.43 21.75 25.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.49 25.10 2.39 8.9% 0.90 3.3% 70% True False 37,175
10 27.49 24.00 3.49 13.0% 1.08 4.0% 79% True False 57,339
20 27.49 22.09 5.40 20.2% 0.89 3.3% 87% True False 51,804
40 27.49 21.78 5.71 21.3% 0.80 3.0% 87% True False 48,855
60 27.49 21.18 6.31 23.6% 0.85 3.2% 89% True False 49,386
80 27.49 21.18 6.31 23.6% 0.90 3.4% 89% True False 52,220
100 27.49 20.19 7.30 27.3% 0.91 3.4% 90% True False 50,503
120 27.49 17.93 9.56 35.7% 0.83 3.1% 92% True False 45,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 30.85
2.618 29.56
1.618 28.77
1.000 28.28
0.618 27.98
HIGH 27.49
0.618 27.19
0.500 27.10
0.382 27.00
LOW 26.70
0.618 26.21
1.000 25.91
1.618 25.42
2.618 24.63
4.250 23.34
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 27.10 26.80
PP 26.99 26.79
S1 26.88 26.78

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

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