ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jul-2009 | 
                    15-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        18.83 | 
                        19.00 | 
                        0.17 | 
                        0.9% | 
                        18.44 | 
                     
                    
                        | High | 
                        19.13 | 
                        19.15 | 
                        0.02 | 
                        0.1% | 
                        18.72 | 
                     
                    
                        | Low | 
                        18.83 | 
                        18.76 | 
                        -0.07 | 
                        -0.4% | 
                        17.93 | 
                     
                    
                        | Close | 
                        19.03 | 
                        19.05 | 
                        0.02 | 
                        0.1% | 
                        18.55 | 
                     
                    
                        | Range | 
                        0.30 | 
                        0.39 | 
                        0.09 | 
                        30.0% | 
                        0.79 | 
                     
                    
                        | ATR | 
                        0.45 | 
                        0.45 | 
                        0.00 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        22,627 | 
                        24,742 | 
                        2,115 | 
                        9.3% | 
                        108,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20.16 | 
                19.99 | 
                19.26 | 
                 | 
             
            
                | R3 | 
                19.77 | 
                19.60 | 
                19.16 | 
                 | 
             
            
                | R2 | 
                19.38 | 
                19.38 | 
                19.12 | 
                 | 
             
            
                | R1 | 
                19.21 | 
                19.21 | 
                19.09 | 
                19.30 | 
             
            
                | PP | 
                18.99 | 
                18.99 | 
                18.99 | 
                19.03 | 
             
            
                | S1 | 
                18.82 | 
                18.82 | 
                19.01 | 
                18.91 | 
             
            
                | S2 | 
                18.60 | 
                18.60 | 
                18.98 | 
                 | 
             
            
                | S3 | 
                18.21 | 
                18.43 | 
                18.94 | 
                 | 
             
            
                | S4 | 
                17.82 | 
                18.04 | 
                18.84 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20.77 | 
                20.45 | 
                18.98 | 
                 | 
             
            
                | R3 | 
                19.98 | 
                19.66 | 
                18.77 | 
                 | 
             
            
                | R2 | 
                19.19 | 
                19.19 | 
                18.69 | 
                 | 
             
            
                | R1 | 
                18.87 | 
                18.87 | 
                18.62 | 
                19.03 | 
             
            
                | PP | 
                18.40 | 
                18.40 | 
                18.40 | 
                18.48 | 
             
            
                | S1 | 
                18.08 | 
                18.08 | 
                18.48 | 
                18.24 | 
             
            
                | S2 | 
                17.61 | 
                17.61 | 
                18.41 | 
                 | 
             
            
                | S3 | 
                16.82 | 
                17.29 | 
                18.33 | 
                 | 
             
            
                | S4 | 
                16.03 | 
                16.50 | 
                18.12 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20.81 | 
         
        
            | 
2.618             | 
            20.17 | 
         
        
            | 
1.618             | 
            19.78 | 
         
        
            | 
1.000             | 
            19.54 | 
         
        
            | 
0.618             | 
            19.39 | 
         
        
            | 
HIGH             | 
            19.15 | 
         
        
            | 
0.618             | 
            19.00 | 
         
        
            | 
0.500             | 
            18.96 | 
         
        
            | 
0.382             | 
            18.91 | 
         
        
            | 
LOW             | 
            18.76 | 
         
        
            | 
0.618             | 
            18.52 | 
         
        
            | 
1.000             | 
            18.37 | 
         
        
            | 
1.618             | 
            18.13 | 
         
        
            | 
2.618             | 
            17.74 | 
         
        
            | 
4.250             | 
            17.10 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19.02 | 
                                18.96 | 
                             
                            
                                | PP | 
                                18.99 | 
                                18.88 | 
                             
                            
                                | S1 | 
                                18.96 | 
                                18.79 | 
                             
             
         |