ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 24.95 25.30 0.35 1.4% 23.20
High 25.43 25.37 -0.06 -0.2% 23.89
Low 24.41 24.43 0.02 0.1% 22.52
Close 25.39 24.64 -0.75 -3.0% 23.17
Range 1.02 0.94 -0.08 -7.8% 1.37
ATR 0.96 0.96 0.00 0.0% 0.00
Volume 75,886 70,068 -5,818 -7.7% 295,125
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 27.63 27.08 25.16
R3 26.69 26.14 24.90
R2 25.75 25.75 24.81
R1 25.20 25.20 24.73 25.01
PP 24.81 24.81 24.81 24.72
S1 24.26 24.26 24.55 24.07
S2 23.87 23.87 24.47
S3 22.93 23.32 24.38
S4 21.99 22.38 24.12
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 27.30 26.61 23.92
R3 25.93 25.24 23.55
R2 24.56 24.56 23.42
R1 23.87 23.87 23.30 23.53
PP 23.19 23.19 23.19 23.03
S1 22.50 22.50 23.04 22.16
S2 21.82 21.82 22.92
S3 20.45 21.13 22.79
S4 19.08 19.76 22.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.43 22.79 2.64 10.7% 0.89 3.6% 70% False False 62,812
10 25.43 22.52 2.91 11.8% 0.84 3.4% 73% False False 62,353
20 25.74 22.15 3.59 14.6% 1.03 4.2% 69% False False 62,192
40 26.25 20.41 5.84 23.7% 1.01 4.1% 72% False False 53,012
60 26.25 17.93 8.32 33.8% 0.80 3.3% 81% False False 42,747
80 26.25 16.61 9.64 39.1% 0.71 2.9% 83% False False 36,246
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.37
2.618 27.83
1.618 26.89
1.000 26.31
0.618 25.95
HIGH 25.37
0.618 25.01
0.500 24.90
0.382 24.79
LOW 24.43
0.618 23.85
1.000 23.49
1.618 22.91
2.618 21.97
4.250 20.44
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 24.90 24.86
PP 24.81 24.78
S1 24.73 24.71

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

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