ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 23.39 24.07 0.68 2.9% 22.68
High 24.10 25.40 1.30 5.4% 24.10
Low 23.12 24.00 0.88 3.8% 22.09
Close 24.00 25.28 1.28 5.3% 24.00
Range 0.98 1.40 0.42 42.9% 2.01
ATR 0.74 0.79 0.05 6.3% 0.00
Volume 86,336 70,970 -15,366 -17.8% 222,621
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 29.09 28.59 26.05
R3 27.69 27.19 25.67
R2 26.29 26.29 25.54
R1 25.79 25.79 25.41 26.04
PP 24.89 24.89 24.89 25.02
S1 24.39 24.39 25.15 24.64
S2 23.49 23.49 25.02
S3 22.09 22.99 24.90
S4 20.69 21.59 24.51
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 29.43 28.72 25.11
R3 27.42 26.71 24.55
R2 25.41 25.41 24.37
R1 24.70 24.70 24.18 25.06
PP 23.40 23.40 23.40 23.57
S1 22.69 22.69 23.82 23.05
S2 21.39 21.39 23.63
S3 19.38 20.68 23.45
S4 17.37 18.67 22.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.40 22.09 3.31 13.1% 0.91 3.6% 96% True False 48,912
10 25.40 22.09 3.31 13.1% 0.77 3.0% 96% True False 48,186
20 25.40 21.94 3.46 13.7% 0.70 2.7% 97% True False 43,952
40 25.40 21.78 3.62 14.3% 0.75 3.0% 97% True False 46,279
60 25.43 21.18 4.25 16.8% 0.82 3.3% 96% False False 50,236
80 26.25 21.18 5.07 20.1% 0.89 3.5% 81% False False 50,308
100 26.25 18.92 7.33 29.0% 0.85 3.4% 87% False False 47,473
120 26.25 17.10 9.15 36.2% 0.79 3.1% 89% False False 43,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 31.35
2.618 29.07
1.618 27.67
1.000 26.80
0.618 26.27
HIGH 25.40
0.618 24.87
0.500 24.70
0.382 24.53
LOW 24.00
0.618 23.13
1.000 22.60
1.618 21.73
2.618 20.33
4.250 18.05
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 25.09 24.78
PP 24.89 24.27
S1 24.70 23.77

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

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