ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 22.72 23.85 1.13 5.0% 21.28
High 23.92 24.34 0.42 1.8% 24.34
Low 22.59 23.63 1.04 4.6% 21.24
Close 23.85 23.91 0.06 0.3% 23.91
Range 1.33 0.71 -0.62 -46.6% 3.10
ATR 1.04 1.02 -0.02 -2.3% 0.00
Volume 35,771 54,321 18,550 51.9% 275,920
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 26.09 25.71 24.30
R3 25.38 25.00 24.11
R2 24.67 24.67 24.04
R1 24.29 24.29 23.98 24.48
PP 23.96 23.96 23.96 24.06
S1 23.58 23.58 23.84 23.77
S2 23.25 23.25 23.78
S3 22.54 22.87 23.71
S4 21.83 22.16 23.52
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 32.46 31.29 25.62
R3 29.36 28.19 24.76
R2 26.26 26.26 24.48
R1 25.09 25.09 24.19 25.68
PP 23.16 23.16 23.16 23.46
S1 21.99 21.99 23.63 22.58
S2 20.06 20.06 23.34
S3 16.96 18.89 23.06
S4 13.86 15.79 22.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.34 21.24 3.10 13.0% 0.94 3.9% 86% True False 55,184
10 24.62 21.18 3.44 14.4% 1.04 4.4% 79% False False 55,228
20 25.43 21.18 4.25 17.8% 0.96 4.0% 64% False False 57,136
40 26.25 21.18 5.07 21.2% 1.02 4.2% 54% False False 54,359
60 26.25 19.23 7.02 29.4% 0.92 3.8% 67% False False 48,964
80 26.25 17.80 8.45 35.3% 0.80 3.4% 72% False False 41,962
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 27.36
2.618 26.20
1.618 25.49
1.000 25.05
0.618 24.78
HIGH 24.34
0.618 24.07
0.500 23.99
0.382 23.90
LOW 23.63
0.618 23.19
1.000 22.92
1.618 22.48
2.618 21.77
4.250 20.61
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 23.99 23.75
PP 23.96 23.59
S1 23.94 23.44

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

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