ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 27.93 27.53 -0.40 -1.4% 27.00
High 28.35 27.73 -0.62 -2.2% 28.95
Low 27.31 26.70 -0.61 -2.2% 27.00
Close 27.53 26.75 -0.78 -2.8% 27.53
Range 1.04 1.03 -0.01 -1.0% 1.95
ATR 0.97 0.97 0.00 0.5% 0.00
Volume 50,819 46,316 -4,503 -8.9% 211,749
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 30.15 29.48 27.32
R3 29.12 28.45 27.03
R2 28.09 28.09 26.94
R1 27.42 27.42 26.84 27.24
PP 27.06 27.06 27.06 26.97
S1 26.39 26.39 26.66 26.21
S2 26.03 26.03 26.56
S3 25.00 25.36 26.47
S4 23.97 24.33 26.18
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 33.68 32.55 28.60
R3 31.73 30.60 28.07
R2 29.78 29.78 27.89
R1 28.65 28.65 27.71 29.22
PP 27.83 27.83 27.83 28.11
S1 26.70 26.70 27.35 27.27
S2 25.88 25.88 27.17
S3 23.93 24.75 26.99
S4 21.98 22.80 26.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.95 26.70 2.25 8.4% 1.18 4.4% 2% False True 47,759
10 28.95 26.50 2.45 9.2% 0.97 3.6% 10% False False 34,362
20 28.95 22.13 6.82 25.5% 1.07 4.0% 68% False False 49,601
40 28.95 21.78 7.17 26.8% 0.85 3.2% 69% False False 46,560
60 28.95 21.62 7.33 27.4% 0.86 3.2% 70% False False 46,443
80 28.95 21.18 7.77 29.0% 0.87 3.3% 72% False False 50,113
100 28.95 21.18 7.77 29.0% 0.91 3.4% 72% False False 49,649
120 28.95 18.52 10.43 39.0% 0.86 3.2% 79% False False 46,563
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 32.11
2.618 30.43
1.618 29.40
1.000 28.76
0.618 28.37
HIGH 27.73
0.618 27.34
0.500 27.22
0.382 27.09
LOW 26.70
0.618 26.06
1.000 25.67
1.618 25.03
2.618 24.00
4.250 22.32
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 27.22 27.83
PP 27.06 27.47
S1 26.91 27.11

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

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