ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 26.77 26.96 0.19 0.7% 26.04
High 27.40 27.30 -0.10 -0.4% 27.10
Low 26.55 26.56 0.01 0.0% 25.10
Close 26.96 26.95 -0.01 0.0% 27.08
Range 0.85 0.74 -0.11 -12.9% 2.00
ATR 0.89 0.88 -0.01 -1.2% 0.00
Volume 18,012 23,570 5,558 30.9% 168,072
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 29.16 28.79 27.36
R3 28.42 28.05 27.15
R2 27.68 27.68 27.09
R1 27.31 27.31 27.02 27.13
PP 26.94 26.94 26.94 26.84
S1 26.57 26.57 26.88 26.39
S2 26.20 26.20 26.81
S3 25.46 25.83 26.75
S4 24.72 25.09 26.54
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 26.11 1.38 5.1% 0.72 2.7% 61% False False 27,652
10 27.49 24.88 2.61 9.7% 0.98 3.7% 79% False False 44,578
20 27.49 22.09 5.40 20.0% 0.91 3.4% 90% False False 49,485
40 27.49 21.78 5.71 21.2% 0.81 3.0% 91% False False 47,232
60 27.49 21.18 6.31 23.4% 0.85 3.1% 91% False False 48,219
80 27.49 21.18 6.31 23.4% 0.89 3.3% 91% False False 51,567
100 27.49 20.57 6.92 25.7% 0.92 3.4% 92% False False 50,230
120 27.49 18.17 9.32 34.6% 0.83 3.1% 94% False False 45,497
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 30.45
2.618 29.24
1.618 28.50
1.000 28.04
0.618 27.76
HIGH 27.30
0.618 27.02
0.500 26.93
0.382 26.84
LOW 26.56
0.618 26.10
1.000 25.82
1.618 25.36
2.618 24.62
4.250 23.42
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 26.94 27.02
PP 26.94 27.00
S1 26.93 26.97

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

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