ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 23.74 23.99 0.25 1.1% 23.30
High 24.14 25.04 0.90 3.7% 25.04
Low 23.74 23.99 0.25 1.1% 23.03
Close 23.91 24.95 1.04 4.3% 24.95
Range 0.40 1.05 0.65 162.5% 2.01
ATR 0.78 0.81 0.02 3.2% 0.00
Volume 24,914 27,239 2,325 9.3% 136,962
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 27.81 27.43 25.53
R3 26.76 26.38 25.24
R2 25.71 25.71 25.14
R1 25.33 25.33 25.05 25.52
PP 24.66 24.66 24.66 24.76
S1 24.28 24.28 24.85 24.47
S2 23.61 23.61 24.76
S3 22.56 23.23 24.66
S4 21.51 22.18 24.37
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 30.37 29.67 26.06
R3 28.36 27.66 25.50
R2 26.35 26.35 25.32
R1 25.65 25.65 25.13 26.00
PP 24.34 24.34 24.34 24.52
S1 23.64 23.64 24.77 23.99
S2 22.33 22.33 24.58
S3 20.32 21.63 24.40
S4 18.31 19.62 23.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.04 23.03 2.01 8.1% 0.68 2.7% 96% True False 27,392
10 25.04 22.70 2.34 9.4% 0.90 3.6% 96% True False 35,476
20 25.04 19.80 5.24 21.0% 0.93 3.7% 98% True False 41,770
40 25.04 17.93 7.11 28.5% 0.66 2.6% 99% True False 31,101
60 25.04 16.61 8.43 33.8% 0.58 2.3% 99% True False 26,473
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 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 29.50
2.618 27.79
1.618 26.74
1.000 26.09
0.618 25.69
HIGH 25.04
0.618 24.64
0.500 24.52
0.382 24.39
LOW 23.99
0.618 23.34
1.000 22.94
1.618 22.29
2.618 21.24
4.250 19.53
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 24.81 24.67
PP 24.66 24.38
S1 24.52 24.10

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

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