ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 25.64 26.54 0.90 3.5% 24.07
High 26.65 26.71 0.06 0.2% 26.94
Low 25.10 26.11 1.01 4.0% 24.00
Close 26.50 26.50 0.00 0.0% 26.34
Range 1.55 0.60 -0.95 -61.3% 2.94
ATR 0.95 0.93 -0.03 -2.7% 0.00
Volume 37,776 52,700 14,924 39.5% 387,522
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 28.24 27.97 26.83
R3 27.64 27.37 26.67
R2 27.04 27.04 26.61
R1 26.77 26.77 26.56 26.61
PP 26.44 26.44 26.44 26.36
S1 26.17 26.17 26.45 26.01
S2 25.84 25.84 26.39
S3 25.24 25.57 26.34
S4 24.64 24.97 26.17
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 25.10 1.84 6.9% 1.12 4.2% 76% False False 55,296
10 26.94 22.13 4.81 18.2% 1.16 4.4% 91% False False 64,839
20 26.94 21.94 5.00 18.9% 0.88 3.3% 91% False False 53,703
40 26.94 21.78 5.16 19.5% 0.81 3.1% 91% False False 49,721
60 26.94 21.18 5.76 21.7% 0.86 3.3% 92% False False 50,927
80 26.94 21.18 5.76 21.7% 0.91 3.4% 92% False False 52,763
100 26.94 19.63 7.31 27.6% 0.91 3.4% 94% False False 50,625
120 26.94 17.93 9.01 34.0% 0.82 3.1% 95% False False 45,436
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 0.28
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 29.26
2.618 28.28
1.618 27.68
1.000 27.31
0.618 27.08
HIGH 26.71
0.618 26.48
0.500 26.41
0.382 26.34
LOW 26.11
0.618 25.74
1.000 25.51
1.618 25.14
2.618 24.54
4.250 23.56
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 26.47 26.30
PP 26.44 26.10
S1 26.41 25.91

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

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