ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 23.15 23.54 0.39 1.7% 23.34
High 23.63 23.74 0.11 0.5% 24.61
Low 23.03 23.16 0.13 0.6% 22.70
Close 23.29 23.70 0.41 1.8% 23.29
Range 0.60 0.58 -0.02 -3.3% 1.91
ATR 0.83 0.81 -0.02 -2.1% 0.00
Volume 25,435 24,378 -1,057 -4.2% 217,807
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 25.27 25.07 24.02
R3 24.69 24.49 23.86
R2 24.11 24.11 23.81
R1 23.91 23.91 23.75 24.01
PP 23.53 23.53 23.53 23.59
S1 23.33 23.33 23.65 23.43
S2 22.95 22.95 23.59
S3 22.37 22.75 23.54
S4 21.79 22.17 23.38
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 29.26 28.19 24.34
R3 27.35 26.28 23.82
R2 25.44 25.44 23.64
R1 24.37 24.37 23.47 23.95
PP 23.53 23.53 23.53 23.33
S1 22.46 22.46 23.11 22.04
S2 21.62 21.62 22.94
S3 19.71 20.55 22.76
S4 17.80 18.64 22.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.61 22.70 1.91 8.1% 0.95 4.0% 52% False False 36,739
10 24.78 22.70 2.08 8.8% 0.95 4.0% 48% False False 43,040
20 24.78 19.52 5.26 22.2% 0.90 3.8% 79% False False 41,401
40 24.78 17.93 6.85 28.9% 0.64 2.7% 84% False False 30,963
60 24.78 16.61 8.17 34.5% 0.57 2.4% 87% False False 26,602
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.26
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 26.21
2.618 25.26
1.618 24.68
1.000 24.32
0.618 24.10
HIGH 23.74
0.618 23.52
0.500 23.45
0.382 23.38
LOW 23.16
0.618 22.80
1.000 22.58
1.618 22.22
2.618 21.64
4.250 20.70
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 23.62 23.62
PP 23.53 23.53
S1 23.45 23.45

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

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