ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	26.78	27.58	0.80	3.0%	26.50
High	27.67	27.95	0.28	1.0%	27.95
Low	26.55	26.72	0.17	0.6%	26.31
Close	27.53	26.95	-0.58	-2.1%	26.95
Range	1.12	1.23	0.11	9.8%	1.64
ATR	1.09	1.10	0.01	0.9%	0.00
Volume	55,206	63,888	8,682	15.7%	335,347

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	30.90	30.15	27.63
R3	29.67	28.92	27.29
R2	28.44	28.44	27.18
R1	27.69	27.69	27.06	27.45
PP	27.21	27.21	27.21	27.09
S1	26.46	26.46	26.84	26.22
S2	25.98	25.98	26.72
S3	24.75	25.23	26.61
S4	23.52	24.00	26.27

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	31.99	31.11	27.85
R3	30.35	29.47	27.40
R2	28.71	28.71	27.25
R1	27.83	27.83	27.10	28.27
PP	27.07	27.07	27.07	27.29
S1	26.19	26.19	26.80	26.63
S2	25.43	25.43	26.65
S3	23.79	24.55	26.50
S4	22.15	22.91	26.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27.95	26.31	1.64	6.1%	0.94	3.5%	39%	True	False	67,069
10	30.40	25.70	4.70	17.4%	1.13	4.2%	27%	False	False	64,844
20	30.40	25.70	4.70	17.4%	1.09	4.0%	27%	False	False	57,829
40	30.40	24.57	5.83	21.6%	1.05	3.9%	41%	False	False	53,249
60	30.40	21.94	8.46	31.4%	0.93	3.5%	59%	False	False	50,150
80	30.40	21.78	8.62	32.0%	0.90	3.4%	60%	False	False	49,764
100	30.40	21.18	9.22	34.2%	0.91	3.4%	63%	False	False	51,442
120	30.40	21.18	9.22	34.2%	0.95	3.5%	63%	False	False	51,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	33.18
2.618	31.17
1.618	29.94
1.000	29.18
0.618	28.71
HIGH	27.95
0.618	27.48
0.500	27.34
0.382	27.19
LOW	26.72
0.618	25.96
1.000	25.49
1.618	24.73
2.618	23.50
4.250	21.49

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	27.34	27.18
PP	27.21	27.10
S1	27.08	27.03

Download as Excel Spreadsheet

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

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