ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Sep-2009 | 
                    18-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        24.00 | 
                        23.79 | 
                        -0.21 | 
                        -0.9% | 
                        22.85 | 
                     
                    
                        | High | 
                        24.38 | 
                        23.84 | 
                        -0.54 | 
                        -2.2% | 
                        24.38 | 
                     
                    
                        | Low | 
                        23.62 | 
                        23.20 | 
                        -0.42 | 
                        -1.8% | 
                        22.45 | 
                     
                    
                        | Close | 
                        23.93 | 
                        23.24 | 
                        -0.69 | 
                        -2.9% | 
                        23.24 | 
                     
                    
                        | Range | 
                        0.76 | 
                        0.64 | 
                        -0.12 | 
                        -15.8% | 
                        1.93 | 
                     
                    
                        | ATR | 
                        1.03 | 
                        1.01 | 
                        -0.02 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        65,384 | 
                        74,640 | 
                        9,256 | 
                        14.2% | 
                        347,678 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                25.35 | 
                24.93 | 
                23.59 | 
                 | 
             
            
                | R3 | 
                24.71 | 
                24.29 | 
                23.42 | 
                 | 
             
            
                | R2 | 
                24.07 | 
                24.07 | 
                23.36 | 
                 | 
             
            
                | R1 | 
                23.65 | 
                23.65 | 
                23.30 | 
                23.54 | 
             
            
                | PP | 
                23.43 | 
                23.43 | 
                23.43 | 
                23.37 | 
             
            
                | S1 | 
                23.01 | 
                23.01 | 
                23.18 | 
                22.90 | 
             
            
                | S2 | 
                22.79 | 
                22.79 | 
                23.12 | 
                 | 
             
            
                | S3 | 
                22.15 | 
                22.37 | 
                23.06 | 
                 | 
             
            
                | S4 | 
                21.51 | 
                21.73 | 
                22.89 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                29.15 | 
                28.12 | 
                24.30 | 
                 | 
             
            
                | R3 | 
                27.22 | 
                26.19 | 
                23.77 | 
                 | 
             
            
                | R2 | 
                25.29 | 
                25.29 | 
                23.59 | 
                 | 
             
            
                | R1 | 
                24.26 | 
                24.26 | 
                23.42 | 
                24.78 | 
             
            
                | PP | 
                23.36 | 
                23.36 | 
                23.36 | 
                23.61 | 
             
            
                | S1 | 
                22.33 | 
                22.33 | 
                23.06 | 
                22.85 | 
             
            
                | S2 | 
                21.43 | 
                21.43 | 
                22.89 | 
                 | 
             
            
                | S3 | 
                19.50 | 
                20.40 | 
                22.71 | 
                 | 
             
            
                | S4 | 
                17.57 | 
                18.47 | 
                22.18 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                24.38 | 
                22.45 | 
                1.93 | 
                8.3% | 
                0.95 | 
                4.1% | 
                41% | 
                False | 
                False | 
                69,535 | 
                 
                
                | 10 | 
                25.16 | 
                22.15 | 
                3.01 | 
                13.0% | 
                1.17 | 
                5.1% | 
                36% | 
                False | 
                False | 
                64,182 | 
                 
                
                | 20 | 
                26.25 | 
                22.15 | 
                4.10 | 
                17.6% | 
                1.07 | 
                4.6% | 
                27% | 
                False | 
                False | 
                51,582 | 
                 
                
                | 40 | 
                26.25 | 
                19.23 | 
                7.02 | 
                30.2% | 
                0.90 | 
                3.9% | 
                57% | 
                False | 
                False | 
                44,878 | 
                 
                
                | 60 | 
                26.25 | 
                17.80 | 
                8.45 | 
                36.4% | 
                0.75 | 
                3.2% | 
                64% | 
                False | 
                False | 
                36,904 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            26.56 | 
         
        
            | 
2.618             | 
            25.52 | 
         
        
            | 
1.618             | 
            24.88 | 
         
        
            | 
1.000             | 
            24.48 | 
         
        
            | 
0.618             | 
            24.24 | 
         
        
            | 
HIGH             | 
            23.84 | 
         
        
            | 
0.618             | 
            23.60 | 
         
        
            | 
0.500             | 
            23.52 | 
         
        
            | 
0.382             | 
            23.44 | 
         
        
            | 
LOW             | 
            23.20 | 
         
        
            | 
0.618             | 
            22.80 | 
         
        
            | 
1.000             | 
            22.56 | 
         
        
            | 
1.618             | 
            22.16 | 
         
        
            | 
2.618             | 
            21.52 | 
         
        
            | 
4.250             | 
            20.48 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                23.52 | 
                                23.79 | 
                             
                            
                                | PP | 
                                23.43 | 
                                23.61 | 
                             
                            
                                | S1 | 
                                23.33 | 
                                23.42 | 
                             
             
         |