ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 23.37 23.49 0.12 0.5% 22.85
High 23.74 23.89 0.15 0.6% 24.38
Low 23.27 22.52 -0.75 -3.2% 22.45
Close 23.61 23.08 -0.53 -2.2% 23.24
Range 0.47 1.37 0.90 191.5% 1.93
ATR 0.95 0.98 0.03 3.1% 0.00
Volume 41,800 53,591 11,791 28.2% 347,678
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 27.27 26.55 23.83
R3 25.90 25.18 23.46
R2 24.53 24.53 23.33
R1 23.81 23.81 23.21 23.49
PP 23.16 23.16 23.16 23.00
S1 22.44 22.44 22.95 22.12
S2 21.79 21.79 22.83
S3 20.42 21.07 22.70
S4 19.05 19.70 22.33
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 29.15 28.12 24.30
R3 27.22 26.19 23.77
R2 25.29 25.29 23.59
R1 24.26 24.26 23.42 24.78
PP 23.36 23.36 23.36 23.61
S1 22.33 22.33 23.06 22.85
S2 21.43 21.43 22.89
S3 19.50 20.40 22.71
S4 17.57 18.47 22.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.38 22.52 1.86 8.1% 0.78 3.4% 30% False True 56,782
10 24.38 22.45 1.93 8.4% 0.98 4.2% 33% False False 60,468
20 26.25 22.15 4.10 17.8% 1.01 4.4% 23% False False 52,082
40 26.25 19.25 7.00 30.3% 0.95 4.1% 55% False False 46,774
60 26.25 17.93 8.32 36.0% 0.76 3.3% 62% False False 37,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 29.71
2.618 27.48
1.618 26.11
1.000 25.26
0.618 24.74
HIGH 23.89
0.618 23.37
0.500 23.21
0.382 23.04
LOW 22.52
0.618 21.67
1.000 21.15
1.618 20.30
2.618 18.93
4.250 16.70
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 23.21 23.21
PP 23.16 23.16
S1 23.12 23.12

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

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