ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 24.10 24.18 0.08 0.3% 21.28
High 24.68 24.39 -0.29 -1.2% 24.34
Low 24.00 23.28 -0.72 -3.0% 21.24
Close 24.17 23.59 -0.58 -2.4% 23.91
Range 0.68 1.11 0.43 63.2% 3.10
ATR 1.00 1.01 0.01 0.8% 0.00
Volume 51,367 42,550 -8,817 -17.2% 275,920
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 27.08 26.45 24.20
R3 25.97 25.34 23.90
R2 24.86 24.86 23.79
R1 24.23 24.23 23.69 23.99
PP 23.75 23.75 23.75 23.64
S1 23.12 23.12 23.49 22.88
S2 22.64 22.64 23.39
S3 21.53 22.01 23.28
S4 20.42 20.90 22.98
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 24.68 22.53 2.15 9.1% 0.92 3.9% 49% False False 48,676
10 24.68 21.18 3.50 14.8% 1.06 4.5% 69% False False 56,793
20 25.43 21.18 4.25 18.0% 1.00 4.2% 57% False False 57,317
40 26.25 21.18 5.07 21.5% 0.99 4.2% 48% False False 54,235
60 26.25 19.25 7.00 29.7% 0.94 4.0% 62% False False 49,666
80 26.25 17.93 8.32 35.3% 0.81 3.4% 68% False False 42,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 29.11
2.618 27.30
1.618 26.19
1.000 25.50
0.618 25.08
HIGH 24.39
0.618 23.97
0.500 23.84
0.382 23.70
LOW 23.28
0.618 22.59
1.000 22.17
1.618 21.48
2.618 20.37
4.250 18.56
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 23.84 23.98
PP 23.75 23.85
S1 23.67 23.72

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

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