ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2009 | 
                    23-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19.05 | 
                        19.24 | 
                        0.19 | 
                        1.0% | 
                        18.64 | 
                     
                    
                        | High | 
                        19.24 | 
                        19.48 | 
                        0.24 | 
                        1.2% | 
                        19.15 | 
                     
                    
                        | Low | 
                        18.92 | 
                        19.23 | 
                        0.31 | 
                        1.6% | 
                        18.43 | 
                     
                    
                        | Close | 
                        19.25 | 
                        19.34 | 
                        0.09 | 
                        0.5% | 
                        18.56 | 
                     
                    
                        | Range | 
                        0.32 | 
                        0.25 | 
                        -0.07 | 
                        -21.9% | 
                        0.72 | 
                     
                    
                        | ATR | 
                        0.43 | 
                        0.41 | 
                        -0.01 | 
                        -3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        12,640 | 
                        15,378 | 
                        2,738 | 
                        21.7% | 
                        102,010 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20.10 | 
                19.97 | 
                19.48 | 
                 | 
             
            
                | R3 | 
                19.85 | 
                19.72 | 
                19.41 | 
                 | 
             
            
                | R2 | 
                19.60 | 
                19.60 | 
                19.39 | 
                 | 
             
            
                | R1 | 
                19.47 | 
                19.47 | 
                19.36 | 
                19.54 | 
             
            
                | PP | 
                19.35 | 
                19.35 | 
                19.35 | 
                19.38 | 
             
            
                | S1 | 
                19.22 | 
                19.22 | 
                19.32 | 
                19.29 | 
             
            
                | S2 | 
                19.10 | 
                19.10 | 
                19.29 | 
                 | 
             
            
                | S3 | 
                18.85 | 
                18.97 | 
                19.27 | 
                 | 
             
            
                | S4 | 
                18.60 | 
                18.72 | 
                19.20 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            20.54 | 
         
        
            | 
2.618             | 
            20.13 | 
         
        
            | 
1.618             | 
            19.88 | 
         
        
            | 
1.000             | 
            19.73 | 
         
        
            | 
0.618             | 
            19.63 | 
         
        
            | 
HIGH             | 
            19.48 | 
         
        
            | 
0.618             | 
            19.38 | 
         
        
            | 
0.500             | 
            19.36 | 
         
        
            | 
0.382             | 
            19.33 | 
         
        
            | 
LOW             | 
            19.23 | 
         
        
            | 
0.618             | 
            19.08 | 
         
        
            | 
1.000             | 
            18.98 | 
         
        
            | 
1.618             | 
            18.83 | 
         
        
            | 
2.618             | 
            18.58 | 
         
        
            | 
4.250             | 
            18.17 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19.36 | 
                                19.29 | 
                             
                            
                                | PP | 
                                19.35 | 
                                19.24 | 
                             
                            
                                | S1 | 
                                19.35 | 
                                19.19 | 
                             
             
         |