ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 26.78 27.58 0.80 3.0% 26.50
High 27.67 27.95 0.28 1.0% 27.95
Low 26.55 26.72 0.17 0.6% 26.31
Close 27.53 26.95 -0.58 -2.1% 26.95
Range 1.12 1.23 0.11 9.8% 1.64
ATR 1.09 1.10 0.01 0.9% 0.00
Volume 55,206 63,888 8,682 15.7% 335,347
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 30.90 30.15 27.63
R3 29.67 28.92 27.29
R2 28.44 28.44 27.18
R1 27.69 27.69 27.06 27.45
PP 27.21 27.21 27.21 27.09
S1 26.46 26.46 26.84 26.22
S2 25.98 25.98 26.72
S3 24.75 25.23 26.61
S4 23.52 24.00 26.27
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 31.99 31.11 27.85
R3 30.35 29.47 27.40
R2 28.71 28.71 27.25
R1 27.83 27.83 27.10 28.27
PP 27.07 27.07 27.07 27.29
S1 26.19 26.19 26.80 26.63
S2 25.43 25.43 26.65
S3 23.79 24.55 26.50
S4 22.15 22.91 26.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.95 26.31 1.64 6.1% 0.94 3.5% 39% True False 67,069
10 30.40 25.70 4.70 17.4% 1.13 4.2% 27% False False 64,844
20 30.40 25.70 4.70 17.4% 1.09 4.0% 27% False False 57,829
40 30.40 24.57 5.83 21.6% 1.05 3.9% 41% False False 53,249
60 30.40 21.94 8.46 31.4% 0.93 3.5% 59% False False 50,150
80 30.40 21.78 8.62 32.0% 0.90 3.4% 60% False False 49,764
100 30.40 21.18 9.22 34.2% 0.91 3.4% 63% False False 51,442
120 30.40 21.18 9.22 34.2% 0.95 3.5% 63% False False 51,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 33.18
2.618 31.17
1.618 29.94
1.000 29.18
0.618 28.71
HIGH 27.95
0.618 27.48
0.500 27.34
0.382 27.19
LOW 26.72
0.618 25.96
1.000 25.49
1.618 24.73
2.618 23.50
4.250 21.49
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 27.34 27.18
PP 27.21 27.10
S1 27.08 27.03

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

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