ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 23.88 24.10 0.22 0.9% 23.15
High 24.35 24.62 0.27 1.1% 25.43
Low 23.79 23.51 -0.28 -1.2% 23.15
Close 24.19 24.00 -0.19 -0.8% 23.78
Range 0.56 1.11 0.55 98.2% 2.28
ATR 0.94 0.95 0.01 1.3% 0.00
Volume 50,220 28,055 -22,165 -44.1% 295,314
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 27.37 26.80 24.61
R3 26.26 25.69 24.31
R2 25.15 25.15 24.20
R1 24.58 24.58 24.10 24.31
PP 24.04 24.04 24.04 23.91
S1 23.47 23.47 23.90 23.20
S2 22.93 22.93 23.80
S3 21.82 22.36 23.69
S4 20.71 21.25 23.39
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 30.96 29.65 25.03
R3 28.68 27.37 24.41
R2 26.40 26.40 24.20
R1 25.09 25.09 23.99 25.75
PP 24.12 24.12 24.12 24.45
S1 22.81 22.81 23.57 23.47
S2 21.84 21.84 23.36
S3 19.56 20.53 23.15
S4 17.28 18.25 22.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.43 23.51 1.92 8.0% 0.94 3.9% 26% False True 53,154
10 25.43 22.52 2.91 12.1% 0.94 3.9% 51% False False 57,841
20 25.43 22.15 3.28 13.7% 0.93 3.9% 56% False False 61,214
40 26.25 21.92 4.33 18.0% 1.03 4.3% 48% False False 53,226
60 26.25 18.43 7.82 32.6% 0.82 3.4% 71% False False 43,327
80 26.25 16.61 9.64 40.2% 0.74 3.1% 77% False False 37,194
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 0.20
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 29.34
2.618 27.53
1.618 26.42
1.000 25.73
0.618 25.31
HIGH 24.62
0.618 24.20
0.500 24.07
0.382 23.93
LOW 23.51
0.618 22.82
1.000 22.40
1.618 21.71
2.618 20.60
4.250 18.79
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 24.07 24.13
PP 24.04 24.09
S1 24.02 24.04

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

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