ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jan-2010 | 
                    06-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        27.50 | 
                        27.63 | 
                        0.13 | 
                        0.5% | 
                        27.05 | 
                     
                    
                        | High | 
                        28.90 | 
                        28.55 | 
                        -0.35 | 
                        -1.2% | 
                        27.49 | 
                     
                    
                        | Low | 
                        27.34 | 
                        27.30 | 
                        -0.04 | 
                        -0.1% | 
                        26.55 | 
                     
                    
                        | Close | 
                        27.64 | 
                        28.41 | 
                        0.77 | 
                        2.8% | 
                        26.95 | 
                     
                    
                        | Range | 
                        1.56 | 
                        1.25 | 
                        -0.31 | 
                        -19.9% | 
                        0.94 | 
                     
                    
                        | ATR | 
                        0.93 | 
                        0.95 | 
                        0.02 | 
                        2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        34,840 | 
                        58,071 | 
                        23,231 | 
                        66.7% | 
                        59,387 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                31.84 | 
                31.37 | 
                29.10 | 
                 | 
             
            
                | R3 | 
                30.59 | 
                30.12 | 
                28.75 | 
                 | 
             
            
                | R2 | 
                29.34 | 
                29.34 | 
                28.64 | 
                 | 
             
            
                | R1 | 
                28.87 | 
                28.87 | 
                28.52 | 
                29.11 | 
             
            
                | PP | 
                28.09 | 
                28.09 | 
                28.09 | 
                28.20 | 
             
            
                | S1 | 
                27.62 | 
                27.62 | 
                28.30 | 
                27.86 | 
             
            
                | S2 | 
                26.84 | 
                26.84 | 
                28.18 | 
                 | 
             
            
                | S3 | 
                25.59 | 
                26.37 | 
                28.07 | 
                 | 
             
            
                | S4 | 
                24.34 | 
                25.12 | 
                27.72 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                28.90 | 
                26.55 | 
                2.35 | 
                8.3% | 
                1.05 | 
                3.7% | 
                79% | 
                False | 
                False | 
                30,752 | 
                 
                
                | 10 | 
                28.90 | 
                25.10 | 
                3.80 | 
                13.4% | 
                0.97 | 
                3.4% | 
                87% | 
                False | 
                False | 
                33,963 | 
                 
                
                | 20 | 
                28.90 | 
                22.09 | 
                6.81 | 
                24.0% | 
                0.98 | 
                3.4% | 
                93% | 
                False | 
                False | 
                47,489 | 
                 
                
                | 40 | 
                28.90 | 
                21.78 | 
                7.12 | 
                25.1% | 
                0.84 | 
                3.0% | 
                93% | 
                False | 
                False | 
                46,442 | 
                 
                
                | 60 | 
                28.90 | 
                21.18 | 
                7.72 | 
                27.2% | 
                0.86 | 
                3.0% | 
                94% | 
                False | 
                False | 
                48,011 | 
                 
                
                | 80 | 
                28.90 | 
                21.18 | 
                7.72 | 
                27.2% | 
                0.88 | 
                3.1% | 
                94% | 
                False | 
                False | 
                50,707 | 
                 
                
                | 100 | 
                28.90 | 
                21.18 | 
                7.72 | 
                27.2% | 
                0.92 | 
                3.2% | 
                94% | 
                False | 
                False | 
                49,889 | 
                 
                
                | 120 | 
                28.90 | 
                18.52 | 
                10.38 | 
                36.5% | 
                0.85 | 
                3.0% | 
                95% | 
                False | 
                False | 
                45,915 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            33.86 | 
         
        
            | 
2.618             | 
            31.82 | 
         
        
            | 
1.618             | 
            30.57 | 
         
        
            | 
1.000             | 
            29.80 | 
         
        
            | 
0.618             | 
            29.32 | 
         
        
            | 
HIGH             | 
            28.55 | 
         
        
            | 
0.618             | 
            28.07 | 
         
        
            | 
0.500             | 
            27.93 | 
         
        
            | 
0.382             | 
            27.78 | 
         
        
            | 
LOW             | 
            27.30 | 
         
        
            | 
0.618             | 
            26.53 | 
         
        
            | 
1.000             | 
            26.05 | 
         
        
            | 
1.618             | 
            25.28 | 
         
        
            | 
2.618             | 
            24.03 | 
         
        
            | 
4.250             | 
            21.99 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                28.25 | 
                                28.26 | 
                             
                            
                                | PP | 
                                28.09 | 
                                28.10 | 
                             
                            
                                | S1 | 
                                27.93 | 
                                27.95 | 
                             
             
         |