ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jul-2009 | 
                    21-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        18.64 | 
                        19.04 | 
                        0.40 | 
                        2.1% | 
                        18.64 | 
                     
                    
                        | High | 
                        19.09 | 
                        19.21 | 
                        0.12 | 
                        0.6% | 
                        19.15 | 
                     
                    
                        | Low | 
                        18.64 | 
                        18.90 | 
                        0.26 | 
                        1.4% | 
                        18.43 | 
                     
                    
                        | Close | 
                        19.04 | 
                        19.08 | 
                        0.04 | 
                        0.2% | 
                        18.56 | 
                     
                    
                        | Range | 
                        0.45 | 
                        0.31 | 
                        -0.14 | 
                        -31.1% | 
                        0.72 | 
                     
                    
                        | ATR | 
                        0.44 | 
                        0.43 | 
                        -0.01 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        8,500 | 
                        12,640 | 
                        4,140 | 
                        48.7% | 
                        102,010 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                19.99 | 
                19.85 | 
                19.25 | 
                 | 
             
            
                | R3 | 
                19.68 | 
                19.54 | 
                19.17 | 
                 | 
             
            
                | R2 | 
                19.37 | 
                19.37 | 
                19.14 | 
                 | 
             
            
                | R1 | 
                19.23 | 
                19.23 | 
                19.11 | 
                19.30 | 
             
            
                | PP | 
                19.06 | 
                19.06 | 
                19.06 | 
                19.10 | 
             
            
                | S1 | 
                18.92 | 
                18.92 | 
                19.05 | 
                18.99 | 
             
            
                | S2 | 
                18.75 | 
                18.75 | 
                19.02 | 
                 | 
             
            
                | S3 | 
                18.44 | 
                18.61 | 
                18.99 | 
                 | 
             
            
                | S4 | 
                18.13 | 
                18.30 | 
                18.91 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20.87 | 
                20.44 | 
                18.96 | 
                 | 
             
            
                | R3 | 
                20.15 | 
                19.72 | 
                18.76 | 
                 | 
             
            
                | R2 | 
                19.43 | 
                19.43 | 
                18.69 | 
                 | 
             
            
                | R1 | 
                19.00 | 
                19.00 | 
                18.63 | 
                18.86 | 
             
            
                | PP | 
                18.71 | 
                18.71 | 
                18.71 | 
                18.64 | 
             
            
                | S1 | 
                18.28 | 
                18.28 | 
                18.49 | 
                18.14 | 
             
            
                | S2 | 
                17.99 | 
                17.99 | 
                18.43 | 
                 | 
             
            
                | S3 | 
                17.27 | 
                17.56 | 
                18.36 | 
                 | 
             
            
                | S4 | 
                16.55 | 
                16.84 | 
                18.16 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20.53 | 
         
        
            | 
2.618             | 
            20.02 | 
         
        
            | 
1.618             | 
            19.71 | 
         
        
            | 
1.000             | 
            19.52 | 
         
        
            | 
0.618             | 
            19.40 | 
         
        
            | 
HIGH             | 
            19.21 | 
         
        
            | 
0.618             | 
            19.09 | 
         
        
            | 
0.500             | 
            19.06 | 
         
        
            | 
0.382             | 
            19.02 | 
         
        
            | 
LOW             | 
            18.90 | 
         
        
            | 
0.618             | 
            18.71 | 
         
        
            | 
1.000             | 
            18.59 | 
         
        
            | 
1.618             | 
            18.40 | 
         
        
            | 
2.618             | 
            18.09 | 
         
        
            | 
4.250             | 
            17.58 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19.07 | 
                                19.01 | 
                             
                            
                                | PP | 
                                19.06 | 
                                18.94 | 
                             
                            
                                | S1 | 
                                19.06 | 
                                18.87 | 
                             
             
         |