ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 26.73 26.04 -0.69 -2.6% 24.07
High 26.94 26.40 -0.54 -2.0% 26.94
Low 25.78 25.46 -0.32 -1.2% 24.00
Close 26.34 25.62 -0.72 -2.7% 26.34
Range 1.16 0.94 -0.22 -19.0% 2.94
ATR 0.91 0.91 0.00 0.3% 0.00
Volume 69,142 51,419 -17,723 -25.6% 387,522
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 28.65 28.07 26.14
R3 27.71 27.13 25.88
R2 26.77 26.77 25.79
R1 26.19 26.19 25.71 26.01
PP 25.83 25.83 25.83 25.74
S1 25.25 25.25 25.53 25.07
S2 24.89 24.89 25.45
S3 23.95 24.31 25.36
S4 23.01 23.37 25.10
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 34.58 33.40 27.96
R3 31.64 30.46 27.15
R2 28.70 28.70 26.88
R1 27.52 27.52 26.61 28.11
PP 25.76 25.76 25.76 26.06
S1 24.58 24.58 26.07 25.17
S2 22.82 22.82 25.80
S3 19.88 21.64 25.53
S4 16.94 18.70 24.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.94 24.57 2.37 9.3% 1.17 4.6% 44% False False 73,594
10 26.94 22.09 4.85 18.9% 1.04 4.1% 73% False False 61,253
20 26.94 21.94 5.00 19.5% 0.86 3.3% 74% False False 53,261
40 26.94 21.78 5.16 20.1% 0.80 3.1% 74% False False 49,731
60 26.94 21.18 5.76 22.5% 0.85 3.3% 77% False False 51,211
80 26.94 21.18 5.76 22.5% 0.90 3.5% 77% False False 52,248
100 26.94 19.31 7.63 29.8% 0.89 3.5% 83% False False 50,122
120 26.94 17.93 9.01 35.2% 0.81 3.2% 85% False False 45,071
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 30.40
2.618 28.86
1.618 27.92
1.000 27.34
0.618 26.98
HIGH 26.40
0.618 26.04
0.500 25.93
0.382 25.82
LOW 25.46
0.618 24.88
1.000 24.52
1.618 23.94
2.618 23.00
4.250 21.47
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 25.93 26.20
PP 25.83 26.01
S1 25.72 25.81

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

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