ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Sep-2009 | 
                    04-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        25.09 | 
                        24.76 | 
                        -0.33 | 
                        -1.3% | 
                        24.90 | 
                     
                    
                        | High | 
                        25.16 | 
                        25.07 | 
                        -0.09 | 
                        -0.4% | 
                        26.25 | 
                     
                    
                        | Low | 
                        24.23 | 
                        22.30 | 
                        -1.93 | 
                        -8.0% | 
                        22.30 | 
                     
                    
                        | Close | 
                        24.58 | 
                        23.03 | 
                        -1.55 | 
                        -6.3% | 
                        23.03 | 
                     
                    
                        | Range | 
                        0.93 | 
                        2.77 | 
                        1.84 | 
                        197.8% | 
                        3.95 | 
                     
                    
                        | ATR | 
                        0.88 | 
                        1.01 | 
                        0.14 | 
                        15.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        40,243 | 
                        45,997 | 
                        5,754 | 
                        14.3% | 
                        240,224 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                31.78 | 
                30.17 | 
                24.55 | 
                 | 
             
            
                | R3 | 
                29.01 | 
                27.40 | 
                23.79 | 
                 | 
             
            
                | R2 | 
                26.24 | 
                26.24 | 
                23.54 | 
                 | 
             
            
                | R1 | 
                24.63 | 
                24.63 | 
                23.28 | 
                24.05 | 
             
            
                | PP | 
                23.47 | 
                23.47 | 
                23.47 | 
                23.18 | 
             
            
                | S1 | 
                21.86 | 
                21.86 | 
                22.78 | 
                21.28 | 
             
            
                | S2 | 
                20.70 | 
                20.70 | 
                22.52 | 
                 | 
             
            
                | S3 | 
                17.93 | 
                19.09 | 
                22.27 | 
                 | 
             
            
                | S4 | 
                15.16 | 
                16.32 | 
                21.51 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                35.71 | 
                33.32 | 
                25.20 | 
                 | 
             
            
                | R3 | 
                31.76 | 
                29.37 | 
                24.12 | 
                 | 
             
            
                | R2 | 
                27.81 | 
                27.81 | 
                23.75 | 
                 | 
             
            
                | R1 | 
                25.42 | 
                25.42 | 
                23.39 | 
                24.64 | 
             
            
                | PP | 
                23.86 | 
                23.86 | 
                23.86 | 
                23.47 | 
             
            
                | S1 | 
                21.47 | 
                21.47 | 
                22.67 | 
                20.69 | 
             
            
                | S2 | 
                19.91 | 
                19.91 | 
                22.31 | 
                 | 
             
            
                | S3 | 
                15.96 | 
                17.52 | 
                21.94 | 
                 | 
             
            
                | S4 | 
                12.01 | 
                13.57 | 
                20.86 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                26.25 | 
                22.30 | 
                3.95 | 
                17.2% | 
                1.42 | 
                6.2% | 
                18% | 
                False | 
                True | 
                48,044 | 
                 
                
                | 10 | 
                26.25 | 
                22.30 | 
                3.95 | 
                17.2% | 
                1.05 | 
                4.6% | 
                18% | 
                False | 
                True | 
                37,718 | 
                 
                
                | 20 | 
                26.25 | 
                21.92 | 
                4.33 | 
                18.8% | 
                1.13 | 
                4.9% | 
                26% | 
                False | 
                False | 
                45,238 | 
                 
                
                | 40 | 
                26.25 | 
                18.43 | 
                7.82 | 
                34.0% | 
                0.77 | 
                3.4% | 
                59% | 
                False | 
                False | 
                34,384 | 
                 
                
                | 60 | 
                26.25 | 
                16.61 | 
                9.64 | 
                41.9% | 
                0.67 | 
                2.9% | 
                67% | 
                False | 
                False | 
                29,187 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            36.84 | 
         
        
            | 
2.618             | 
            32.32 | 
         
        
            | 
1.618             | 
            29.55 | 
         
        
            | 
1.000             | 
            27.84 | 
         
        
            | 
0.618             | 
            26.78 | 
         
        
            | 
HIGH             | 
            25.07 | 
         
        
            | 
0.618             | 
            24.01 | 
         
        
            | 
0.500             | 
            23.69 | 
         
        
            | 
0.382             | 
            23.36 | 
         
        
            | 
LOW             | 
            22.30 | 
         
        
            | 
0.618             | 
            20.59 | 
         
        
            | 
1.000             | 
            19.53 | 
         
        
            | 
1.618             | 
            17.82 | 
         
        
            | 
2.618             | 
            15.05 | 
         
        
            | 
4.250             | 
            10.53 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                23.69 | 
                                24.02 | 
                             
                            
                                | PP | 
                                23.47 | 
                                23.69 | 
                             
                            
                                | S1 | 
                                23.25 | 
                                23.36 | 
                             
             
         |