ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 24.90 25.88 0.98 3.9% 23.30
High 25.90 26.25 0.35 1.4% 25.04
Low 24.74 25.02 0.28 1.1% 23.03
Close 25.82 25.59 -0.23 -0.9% 24.95
Range 1.16 1.23 0.07 6.0% 2.01
ATR 0.83 0.86 0.03 3.4% 0.00
Volume 60,203 40,639 -19,564 -32.5% 136,962
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 29.31 28.68 26.27
R3 28.08 27.45 25.93
R2 26.85 26.85 25.82
R1 26.22 26.22 25.70 25.92
PP 25.62 25.62 25.62 25.47
S1 24.99 24.99 25.48 24.69
S2 24.39 24.39 25.36
S3 23.16 23.76 25.25
S4 21.93 22.53 24.91
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 26.25 23.16 3.09 12.1% 0.88 3.5% 79% True False 35,474
10 26.25 22.70 3.55 13.9% 0.98 3.8% 81% True False 39,014
20 26.25 20.41 5.84 22.8% 0.99 3.9% 89% True False 43,832
40 26.25 17.93 8.32 32.5% 0.69 2.7% 92% True False 33,024
60 26.25 16.61 9.64 37.7% 0.61 2.4% 93% True False 27,597
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 0.21
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 31.48
2.618 29.47
1.618 28.24
1.000 27.48
0.618 27.01
HIGH 26.25
0.618 25.78
0.500 25.64
0.382 25.49
LOW 25.02
0.618 24.26
1.000 23.79
1.618 23.03
2.618 21.80
4.250 19.79
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 25.64 25.43
PP 25.62 25.28
S1 25.61 25.12

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

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