ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jul-2009 | 
                    24-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19.24 | 
                        19.30 | 
                        0.06 | 
                        0.3% | 
                        18.64 | 
                     
                    
                        | High | 
                        19.48 | 
                        19.50 | 
                        0.02 | 
                        0.1% | 
                        19.50 | 
                     
                    
                        | Low | 
                        19.23 | 
                        19.25 | 
                        0.02 | 
                        0.1% | 
                        18.64 | 
                     
                    
                        | Close | 
                        19.34 | 
                        19.48 | 
                        0.14 | 
                        0.7% | 
                        19.48 | 
                     
                    
                        | Range | 
                        0.25 | 
                        0.25 | 
                        0.00 | 
                        0.0% | 
                        0.86 | 
                     
                    
                        | ATR | 
                        0.41 | 
                        0.40 | 
                        -0.01 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        15,378 | 
                        36,451 | 
                        21,073 | 
                        137.0% | 
                        85,609 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20.16 | 
                20.07 | 
                19.62 | 
                 | 
             
            
                | R3 | 
                19.91 | 
                19.82 | 
                19.55 | 
                 | 
             
            
                | R2 | 
                19.66 | 
                19.66 | 
                19.53 | 
                 | 
             
            
                | R1 | 
                19.57 | 
                19.57 | 
                19.50 | 
                19.62 | 
             
            
                | PP | 
                19.41 | 
                19.41 | 
                19.41 | 
                19.43 | 
             
            
                | S1 | 
                19.32 | 
                19.32 | 
                19.46 | 
                19.37 | 
             
            
                | S2 | 
                19.16 | 
                19.16 | 
                19.43 | 
                 | 
             
            
                | S3 | 
                18.91 | 
                19.07 | 
                19.41 | 
                 | 
             
            
                | S4 | 
                18.66 | 
                18.82 | 
                19.34 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21.79 | 
                21.49 | 
                19.95 | 
                 | 
             
            
                | R3 | 
                20.93 | 
                20.63 | 
                19.72 | 
                 | 
             
            
                | R2 | 
                20.07 | 
                20.07 | 
                19.64 | 
                 | 
             
            
                | R1 | 
                19.77 | 
                19.77 | 
                19.56 | 
                19.92 | 
             
            
                | PP | 
                19.21 | 
                19.21 | 
                19.21 | 
                19.28 | 
             
            
                | S1 | 
                18.91 | 
                18.91 | 
                19.40 | 
                19.06 | 
             
            
                | S2 | 
                18.35 | 
                18.35 | 
                19.32 | 
                 | 
             
            
                | S3 | 
                17.49 | 
                18.05 | 
                19.24 | 
                 | 
             
            
                | S4 | 
                16.63 | 
                17.19 | 
                19.01 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20.56 | 
         
        
            | 
2.618             | 
            20.15 | 
         
        
            | 
1.618             | 
            19.90 | 
         
        
            | 
1.000             | 
            19.75 | 
         
        
            | 
0.618             | 
            19.65 | 
         
        
            | 
HIGH             | 
            19.50 | 
         
        
            | 
0.618             | 
            19.40 | 
         
        
            | 
0.500             | 
            19.38 | 
         
        
            | 
0.382             | 
            19.35 | 
         
        
            | 
LOW             | 
            19.25 | 
         
        
            | 
0.618             | 
            19.10 | 
         
        
            | 
1.000             | 
            19.00 | 
         
        
            | 
1.618             | 
            18.85 | 
         
        
            | 
2.618             | 
            18.60 | 
         
        
            | 
4.250             | 
            18.19 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19.45 | 
                                19.39 | 
                             
                            
                                | PP | 
                                19.41 | 
                                19.30 | 
                             
                            
                                | S1 | 
                                19.38 | 
                                19.21 | 
                             
             
         |