ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2009 | 
                    04-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        26.96 | 
                        27.00 | 
                        0.04 | 
                        0.1% | 
                        27.05 | 
                     
                    
                        | High | 
                        27.30 | 
                        27.83 | 
                        0.53 | 
                        1.9% | 
                        27.49 | 
                     
                    
                        | Low | 
                        26.56 | 
                        27.00 | 
                        0.44 | 
                        1.7% | 
                        26.55 | 
                     
                    
                        | Close | 
                        26.95 | 
                        27.62 | 
                        0.67 | 
                        2.5% | 
                        26.95 | 
                     
                    
                        | Range | 
                        0.74 | 
                        0.83 | 
                        0.09 | 
                        12.2% | 
                        0.94 | 
                     
                    
                        | ATR | 
                        0.88 | 
                        0.88 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        23,570 | 
                        19,268 | 
                        -4,302 | 
                        -18.3% | 
                        59,387 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                29.97 | 
                29.63 | 
                28.08 | 
                 | 
             
            
                | R3 | 
                29.14 | 
                28.80 | 
                27.85 | 
                 | 
             
            
                | R2 | 
                28.31 | 
                28.31 | 
                27.77 | 
                 | 
             
            
                | R1 | 
                27.97 | 
                27.97 | 
                27.70 | 
                28.14 | 
             
            
                | PP | 
                27.48 | 
                27.48 | 
                27.48 | 
                27.57 | 
             
            
                | S1 | 
                27.14 | 
                27.14 | 
                27.54 | 
                27.31 | 
             
            
                | S2 | 
                26.65 | 
                26.65 | 
                27.47 | 
                 | 
             
            
                | S3 | 
                25.82 | 
                26.31 | 
                27.39 | 
                 | 
             
            
                | S4 | 
                24.99 | 
                25.48 | 
                27.16 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                29.82 | 
                29.32 | 
                27.47 | 
                 | 
             
            
                | R3 | 
                28.88 | 
                28.38 | 
                27.21 | 
                 | 
             
            
                | R2 | 
                27.94 | 
                27.94 | 
                27.12 | 
                 | 
             
            
                | R1 | 
                27.44 | 
                27.44 | 
                27.04 | 
                27.22 | 
             
            
                | PP | 
                27.00 | 
                27.00 | 
                27.00 | 
                26.89 | 
             
            
                | S1 | 
                26.50 | 
                26.50 | 
                26.86 | 
                26.28 | 
             
            
                | S2 | 
                26.06 | 
                26.06 | 
                26.78 | 
                 | 
             
            
                | S3 | 
                25.12 | 
                25.56 | 
                26.69 | 
                 | 
             
            
                | S4 | 
                24.18 | 
                24.62 | 
                26.43 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                27.83 | 
                26.50 | 
                1.33 | 
                4.8% | 
                0.76 | 
                2.8% | 
                84% | 
                True | 
                False | 
                20,966 | 
                 
                
                | 10 | 
                27.83 | 
                25.10 | 
                2.73 | 
                9.9% | 
                0.94 | 
                3.4% | 
                92% | 
                True | 
                False | 
                38,131 | 
                 
                
                | 20 | 
                27.83 | 
                22.09 | 
                5.74 | 
                20.8% | 
                0.93 | 
                3.4% | 
                96% | 
                True | 
                False | 
                48,283 | 
                 
                
                | 40 | 
                27.83 | 
                21.78 | 
                6.05 | 
                21.9% | 
                0.81 | 
                2.9% | 
                97% | 
                True | 
                False | 
                46,616 | 
                 
                
                | 60 | 
                27.83 | 
                21.18 | 
                6.65 | 
                24.1% | 
                0.85 | 
                3.1% | 
                97% | 
                True | 
                False | 
                47,703 | 
                 
                
                | 80 | 
                27.83 | 
                21.18 | 
                6.65 | 
                24.1% | 
                0.89 | 
                3.2% | 
                97% | 
                True | 
                False | 
                51,305 | 
                 
                
                | 100 | 
                27.83 | 
                21.17 | 
                6.66 | 
                24.1% | 
                0.92 | 
                3.3% | 
                97% | 
                True | 
                False | 
                50,142 | 
                 
                
                | 120 | 
                27.83 | 
                18.17 | 
                9.66 | 
                35.0% | 
                0.83 | 
                3.0% | 
                98% | 
                True | 
                False | 
                45,422 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            31.36 | 
         
        
            | 
2.618             | 
            30.00 | 
         
        
            | 
1.618             | 
            29.17 | 
         
        
            | 
1.000             | 
            28.66 | 
         
        
            | 
0.618             | 
            28.34 | 
         
        
            | 
HIGH             | 
            27.83 | 
         
        
            | 
0.618             | 
            27.51 | 
         
        
            | 
0.500             | 
            27.42 | 
         
        
            | 
0.382             | 
            27.32 | 
         
        
            | 
LOW             | 
            27.00 | 
         
        
            | 
0.618             | 
            26.49 | 
         
        
            | 
1.000             | 
            26.17 | 
         
        
            | 
1.618             | 
            25.66 | 
         
        
            | 
2.618             | 
            24.83 | 
         
        
            | 
4.250             | 
            23.47 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                27.55 | 
                                27.48 | 
                             
                            
                                | PP | 
                                27.48 | 
                                27.33 | 
                             
                            
                                | S1 | 
                                27.42 | 
                                27.19 | 
                             
             
         |