ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 23.99 24.90 0.91 3.8% 23.30
High 25.04 25.90 0.86 3.4% 25.04
Low 23.99 24.74 0.75 3.1% 23.03
Close 24.95 25.82 0.87 3.5% 24.95
Range 1.05 1.16 0.11 10.5% 2.01
ATR 0.81 0.83 0.03 3.1% 0.00
Volume 27,239 60,203 32,964 121.0% 136,962
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 28.97 28.55 26.46
R3 27.81 27.39 26.14
R2 26.65 26.65 26.03
R1 26.23 26.23 25.93 26.44
PP 25.49 25.49 25.49 25.59
S1 25.07 25.07 25.71 25.28
S2 24.33 24.33 25.61
S3 23.17 23.91 25.50
S4 22.01 22.75 25.18
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 25.90 23.03 2.87 11.1% 0.76 2.9% 97% True False 32,433
10 25.90 22.70 3.20 12.4% 0.93 3.6% 98% True False 38,007
20 25.90 20.19 5.71 22.1% 0.95 3.7% 99% True False 43,636
40 25.90 17.93 7.97 30.9% 0.68 2.6% 99% True False 32,336
60 25.90 16.61 9.29 36.0% 0.59 2.3% 99% True False 27,198
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 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 30.83
2.618 28.94
1.618 27.78
1.000 27.06
0.618 26.62
HIGH 25.90
0.618 25.46
0.500 25.32
0.382 25.18
LOW 24.74
0.618 24.02
1.000 23.58
1.618 22.86
2.618 21.70
4.250 19.81
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 25.65 25.49
PP 25.49 25.15
S1 25.32 24.82

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

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