ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Sep-2009 | 
                    16-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        23.59 | 
                        23.37 | 
                        -0.22 | 
                        -0.9% | 
                        22.31 | 
                     
                    
                        | High | 
                        23.85 | 
                        24.31 | 
                        0.46 | 
                        1.9% | 
                        23.98 | 
                     
                    
                        | Low | 
                        22.90 | 
                        23.28 | 
                        0.38 | 
                        1.7% | 
                        22.15 | 
                     
                    
                        | Close | 
                        23.32 | 
                        24.00 | 
                        0.68 | 
                        2.9% | 
                        22.86 | 
                     
                    
                        | Range | 
                        0.95 | 
                        1.03 | 
                        0.08 | 
                        8.4% | 
                        1.83 | 
                     
                    
                        | ATR | 
                        1.06 | 
                        1.05 | 
                        0.00 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        70,645 | 
                        56,790 | 
                        -13,855 | 
                        -19.6% | 
                        207,905 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                26.95 | 
                26.51 | 
                24.57 | 
                 | 
             
            
                | R3 | 
                25.92 | 
                25.48 | 
                24.28 | 
                 | 
             
            
                | R2 | 
                24.89 | 
                24.89 | 
                24.19 | 
                 | 
             
            
                | R1 | 
                24.45 | 
                24.45 | 
                24.09 | 
                24.67 | 
             
            
                | PP | 
                23.86 | 
                23.86 | 
                23.86 | 
                23.98 | 
             
            
                | S1 | 
                23.42 | 
                23.42 | 
                23.91 | 
                23.64 | 
             
            
                | S2 | 
                22.83 | 
                22.83 | 
                23.81 | 
                 | 
             
            
                | S3 | 
                21.80 | 
                22.39 | 
                23.72 | 
                 | 
             
            
                | S4 | 
                20.77 | 
                21.36 | 
                23.43 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                28.49 | 
                27.50 | 
                23.87 | 
                 | 
             
            
                | R3 | 
                26.66 | 
                25.67 | 
                23.36 | 
                 | 
             
            
                | R2 | 
                24.83 | 
                24.83 | 
                23.20 | 
                 | 
             
            
                | R1 | 
                23.84 | 
                23.84 | 
                23.03 | 
                24.34 | 
             
            
                | PP | 
                23.00 | 
                23.00 | 
                23.00 | 
                23.24 | 
             
            
                | S1 | 
                22.01 | 
                22.01 | 
                22.69 | 
                22.51 | 
             
            
                | S2 | 
                21.17 | 
                21.17 | 
                22.52 | 
                 | 
             
            
                | S3 | 
                19.34 | 
                20.18 | 
                22.36 | 
                 | 
             
            
                | S4 | 
                17.51 | 
                18.35 | 
                21.85 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                24.31 | 
                22.45 | 
                1.86 | 
                7.8% | 
                1.18 | 
                4.9% | 
                83% | 
                True | 
                False | 
                64,154 | 
                 
                
                | 10 | 
                26.25 | 
                22.15 | 
                4.10 | 
                17.1% | 
                1.26 | 
                5.2% | 
                45% | 
                False | 
                False | 
                59,558 | 
                 
                
                | 20 | 
                26.25 | 
                22.15 | 
                4.10 | 
                17.1% | 
                1.10 | 
                4.6% | 
                45% | 
                False | 
                False | 
                48,782 | 
                 
                
                | 40 | 
                26.25 | 
                18.90 | 
                7.35 | 
                30.6% | 
                0.88 | 
                3.7% | 
                69% | 
                False | 
                False | 
                42,010 | 
                 
                
                | 60 | 
                26.25 | 
                16.78 | 
                9.47 | 
                39.5% | 
                0.75 | 
                3.1% | 
                76% | 
                False | 
                False | 
                34,807 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            28.69 | 
         
        
            | 
2.618             | 
            27.01 | 
         
        
            | 
1.618             | 
            25.98 | 
         
        
            | 
1.000             | 
            25.34 | 
         
        
            | 
0.618             | 
            24.95 | 
         
        
            | 
HIGH             | 
            24.31 | 
         
        
            | 
0.618             | 
            23.92 | 
         
        
            | 
0.500             | 
            23.80 | 
         
        
            | 
0.382             | 
            23.67 | 
         
        
            | 
LOW             | 
            23.28 | 
         
        
            | 
0.618             | 
            22.64 | 
         
        
            | 
1.000             | 
            22.25 | 
         
        
            | 
1.618             | 
            21.61 | 
         
        
            | 
2.618             | 
            20.58 | 
         
        
            | 
4.250             | 
            18.90 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                23.93 | 
                                23.79 | 
                             
                            
                                | PP | 
                                23.86 | 
                                23.59 | 
                             
                            
                                | S1 | 
                                23.80 | 
                                23.38 | 
                             
             
         |