ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 27.30 27.40 0.10 0.4% 26.50
High 27.72 27.43 -0.29 -1.0% 27.95
Low 27.12 26.02 -1.10 -4.1% 26.31
Close 27.36 26.12 -1.24 -4.5% 26.95
Range 0.60 1.41 0.81 135.0% 1.64
ATR 1.08 1.10 0.02 2.2% 0.00
Volume 48,103 52,132 4,029 8.4% 335,347
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 30.75 29.85 26.90
R3 29.34 28.44 26.51
R2 27.93 27.93 26.38
R1 27.03 27.03 26.25 26.78
PP 26.52 26.52 26.52 26.40
S1 25.62 25.62 25.99 25.37
S2 25.11 25.11 25.86
S3 23.70 24.21 25.73
S4 22.29 22.80 25.34
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 26.02 1.93 7.4% 1.03 4.0% 5% False True 54,479
10 29.65 25.70 3.95 15.1% 1.12 4.3% 11% False False 61,590
20 30.40 25.70 4.70 18.0% 1.10 4.2% 9% False False 59,468
40 30.40 25.10 5.30 20.3% 1.04 4.0% 19% False False 51,206
60 30.40 21.94 8.46 32.4% 0.95 3.6% 49% False False 50,888
80 30.40 21.78 8.62 33.0% 0.91 3.5% 50% False False 49,696
100 30.40 21.18 9.22 35.3% 0.92 3.5% 54% False False 51,213
120 30.40 21.18 9.22 35.3% 0.94 3.6% 54% False False 51,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 33.42
2.618 31.12
1.618 29.71
1.000 28.84
0.618 28.30
HIGH 27.43
0.618 26.89
0.500 26.73
0.382 26.56
LOW 26.02
0.618 25.15
1.000 24.61
1.618 23.74
2.618 22.33
4.250 20.03
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 26.73 26.99
PP 26.52 26.70
S1 26.32 26.41

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

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