ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Sep-2009 | 
                    09-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        24.76 | 
                        22.31 | 
                        -2.45 | 
                        -9.9% | 
                        24.90 | 
                     
                    
                        | High | 
                        25.07 | 
                        22.90 | 
                        -2.17 | 
                        -8.7% | 
                        26.25 | 
                     
                    
                        | Low | 
                        22.30 | 
                        22.15 | 
                        -0.15 | 
                        -0.7% | 
                        22.30 | 
                     
                    
                        | Close | 
                        23.03 | 
                        22.53 | 
                        -0.50 | 
                        -2.2% | 
                        23.03 | 
                     
                    
                        | Range | 
                        2.77 | 
                        0.75 | 
                        -2.02 | 
                        -72.9% | 
                        3.95 | 
                     
                    
                        | ATR | 
                        1.01 | 
                        1.00 | 
                        -0.01 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        45,997 | 
                        94,785 | 
                        48,788 | 
                        106.1% | 
                        240,224 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                24.78 | 
                24.40 | 
                22.94 | 
                 | 
             
            
                | R3 | 
                24.03 | 
                23.65 | 
                22.74 | 
                 | 
             
            
                | R2 | 
                23.28 | 
                23.28 | 
                22.67 | 
                 | 
             
            
                | R1 | 
                22.90 | 
                22.90 | 
                22.60 | 
                23.09 | 
             
            
                | PP | 
                22.53 | 
                22.53 | 
                22.53 | 
                22.62 | 
             
            
                | S1 | 
                22.15 | 
                22.15 | 
                22.46 | 
                22.34 | 
             
            
                | S2 | 
                21.78 | 
                21.78 | 
                22.39 | 
                 | 
             
            
                | S3 | 
                21.03 | 
                21.40 | 
                22.32 | 
                 | 
             
            
                | S4 | 
                20.28 | 
                20.65 | 
                22.12 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                22.15 | 
                4.10 | 
                18.2% | 
                1.34 | 
                5.9% | 
                9% | 
                False | 
                True | 
                54,961 | 
                 
                
                | 10 | 
                26.25 | 
                22.15 | 
                4.10 | 
                18.2% | 
                1.05 | 
                4.7% | 
                9% | 
                False | 
                True | 
                43,697 | 
                 
                
                | 20 | 
                26.25 | 
                22.15 | 
                4.10 | 
                18.2% | 
                1.08 | 
                4.8% | 
                9% | 
                False | 
                True | 
                46,616 | 
                 
                
                | 40 | 
                26.25 | 
                18.52 | 
                7.73 | 
                34.3% | 
                0.78 | 
                3.5% | 
                52% | 
                False | 
                False | 
                36,331 | 
                 
                
                | 60 | 
                26.25 | 
                16.61 | 
                9.64 | 
                42.8% | 
                0.68 | 
                3.0% | 
                61% | 
                False | 
                False | 
                30,529 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            26.09 | 
         
        
            | 
2.618             | 
            24.86 | 
         
        
            | 
1.618             | 
            24.11 | 
         
        
            | 
1.000             | 
            23.65 | 
         
        
            | 
0.618             | 
            23.36 | 
         
        
            | 
HIGH             | 
            22.90 | 
         
        
            | 
0.618             | 
            22.61 | 
         
        
            | 
0.500             | 
            22.53 | 
         
        
            | 
0.382             | 
            22.44 | 
         
        
            | 
LOW             | 
            22.15 | 
         
        
            | 
0.618             | 
            21.69 | 
         
        
            | 
1.000             | 
            21.40 | 
         
        
            | 
1.618             | 
            20.94 | 
         
        
            | 
2.618             | 
            20.19 | 
         
        
            | 
4.250             | 
            18.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                22.53 | 
                                23.66 | 
                             
                            
                                | PP | 
                                22.53 | 
                                23.28 | 
                             
                            
                                | S1 | 
                                22.53 | 
                                22.91 | 
                             
             
         |