ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jul-2009 | 
                    16-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19.00 | 
                        18.98 | 
                        -0.02 | 
                        -0.1% | 
                        18.44 | 
                     
                    
                        | High | 
                        19.15 | 
                        19.02 | 
                        -0.13 | 
                        -0.7% | 
                        18.72 | 
                     
                    
                        | Low | 
                        18.76 | 
                        18.57 | 
                        -0.19 | 
                        -1.0% | 
                        17.93 | 
                     
                    
                        | Close | 
                        19.05 | 
                        18.65 | 
                        -0.40 | 
                        -2.1% | 
                        18.55 | 
                     
                    
                        | Range | 
                        0.39 | 
                        0.45 | 
                        0.06 | 
                        15.4% | 
                        0.79 | 
                     
                    
                        | ATR | 
                        0.45 | 
                        0.45 | 
                        0.00 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        24,742 | 
                        20,752 | 
                        -3,990 | 
                        -16.1% | 
                        108,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20.10 | 
                19.82 | 
                18.90 | 
                 | 
             
            
                | R3 | 
                19.65 | 
                19.37 | 
                18.77 | 
                 | 
             
            
                | R2 | 
                19.20 | 
                19.20 | 
                18.73 | 
                 | 
             
            
                | R1 | 
                18.92 | 
                18.92 | 
                18.69 | 
                18.84 | 
             
            
                | PP | 
                18.75 | 
                18.75 | 
                18.75 | 
                18.70 | 
             
            
                | S1 | 
                18.47 | 
                18.47 | 
                18.61 | 
                18.39 | 
             
            
                | S2 | 
                18.30 | 
                18.30 | 
                18.57 | 
                 | 
             
            
                | S3 | 
                17.85 | 
                18.02 | 
                18.53 | 
                 | 
             
            
                | S4 | 
                17.40 | 
                17.57 | 
                18.40 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            20.93 | 
         
        
            | 
2.618             | 
            20.20 | 
         
        
            | 
1.618             | 
            19.75 | 
         
        
            | 
1.000             | 
            19.47 | 
         
        
            | 
0.618             | 
            19.30 | 
         
        
            | 
HIGH             | 
            19.02 | 
         
        
            | 
0.618             | 
            18.85 | 
         
        
            | 
0.500             | 
            18.80 | 
         
        
            | 
0.382             | 
            18.74 | 
         
        
            | 
LOW             | 
            18.57 | 
         
        
            | 
0.618             | 
            18.29 | 
         
        
            | 
1.000             | 
            18.12 | 
         
        
            | 
1.618             | 
            17.84 | 
         
        
            | 
2.618             | 
            17.39 | 
         
        
            | 
4.250             | 
            16.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                18.80 | 
                                18.86 | 
                             
                            
                                | PP | 
                                18.75 | 
                                18.79 | 
                             
                            
                                | S1 | 
                                18.70 | 
                                18.72 | 
                             
             
         |