ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Sep-2009 | 
                    02-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        25.88 | 
                        25.60 | 
                        -0.28 | 
                        -1.1% | 
                        23.30 | 
                     
                    
                        | High | 
                        26.25 | 
                        25.74 | 
                        -0.51 | 
                        -1.9% | 
                        25.04 | 
                     
                    
                        | Low | 
                        25.02 | 
                        24.73 | 
                        -0.29 | 
                        -1.2% | 
                        23.03 | 
                     
                    
                        | Close | 
                        25.59 | 
                        25.01 | 
                        -0.58 | 
                        -2.3% | 
                        24.95 | 
                     
                    
                        | Range | 
                        1.23 | 
                        1.01 | 
                        -0.22 | 
                        -17.9% | 
                        2.01 | 
                     
                    
                        | ATR | 
                        0.86 | 
                        0.87 | 
                        0.01 | 
                        1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        40,639 | 
                        53,142 | 
                        12,503 | 
                        30.8% | 
                        136,962 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                28.19 | 
                27.61 | 
                25.57 | 
                 | 
             
            
                | R3 | 
                27.18 | 
                26.60 | 
                25.29 | 
                 | 
             
            
                | R2 | 
                26.17 | 
                26.17 | 
                25.20 | 
                 | 
             
            
                | R1 | 
                25.59 | 
                25.59 | 
                25.10 | 
                25.38 | 
             
            
                | PP | 
                25.16 | 
                25.16 | 
                25.16 | 
                25.05 | 
             
            
                | S1 | 
                24.58 | 
                24.58 | 
                24.92 | 
                24.37 | 
             
            
                | S2 | 
                24.15 | 
                24.15 | 
                24.82 | 
                 | 
             
            
                | S3 | 
                23.14 | 
                23.57 | 
                24.73 | 
                 | 
             
            
                | S4 | 
                22.13 | 
                22.56 | 
                24.45 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Aug-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                30.37 | 
                29.67 | 
                26.06 | 
                 | 
             
            
                | R3 | 
                28.36 | 
                27.66 | 
                25.50 | 
                 | 
             
            
                | R2 | 
                26.35 | 
                26.35 | 
                25.32 | 
                 | 
             
            
                | R1 | 
                25.65 | 
                25.65 | 
                25.13 | 
                26.00 | 
             
            
                | PP | 
                24.34 | 
                24.34 | 
                24.34 | 
                24.52 | 
             
            
                | S1 | 
                23.64 | 
                23.64 | 
                24.77 | 
                23.99 | 
             
            
                | S2 | 
                22.33 | 
                22.33 | 
                24.58 | 
                 | 
             
            
                | S3 | 
                20.32 | 
                21.63 | 
                24.40 | 
                 | 
             
            
                | S4 | 
                18.31 | 
                19.62 | 
                23.84 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                26.25 | 
                23.74 | 
                2.51 | 
                10.0% | 
                0.97 | 
                3.9% | 
                51% | 
                False | 
                False | 
                41,227 | 
                 
                
                | 10 | 
                26.25 | 
                22.70 | 
                3.55 | 
                14.2% | 
                0.96 | 
                3.8% | 
                65% | 
                False | 
                False | 
                38,983 | 
                 
                
                | 20 | 
                26.25 | 
                20.57 | 
                5.68 | 
                22.7% | 
                1.02 | 
                4.1% | 
                78% | 
                False | 
                False | 
                44,882 | 
                 
                
                | 40 | 
                26.25 | 
                18.17 | 
                8.08 | 
                32.3% | 
                0.70 | 
                2.8% | 
                85% | 
                False | 
                False | 
                33,356 | 
                 
                
                | 60 | 
                26.25 | 
                16.61 | 
                9.64 | 
                38.5% | 
                0.62 | 
                2.5% | 
                87% | 
                False | 
                False | 
                28,188 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            30.03 | 
         
        
            | 
2.618             | 
            28.38 | 
         
        
            | 
1.618             | 
            27.37 | 
         
        
            | 
1.000             | 
            26.75 | 
         
        
            | 
0.618             | 
            26.36 | 
         
        
            | 
HIGH             | 
            25.74 | 
         
        
            | 
0.618             | 
            25.35 | 
         
        
            | 
0.500             | 
            25.24 | 
         
        
            | 
0.382             | 
            25.12 | 
         
        
            | 
LOW             | 
            24.73 | 
         
        
            | 
0.618             | 
            24.11 | 
         
        
            | 
1.000             | 
            23.72 | 
         
        
            | 
1.618             | 
            23.10 | 
         
        
            | 
2.618             | 
            22.09 | 
         
        
            | 
4.250             | 
            20.44 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                25.24 | 
                                25.49 | 
                             
                            
                                | PP | 
                                25.16 | 
                                25.33 | 
                             
                            
                                | S1 | 
                                25.09 | 
                                25.17 | 
                             
             
         |