ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jan-2010 | 
                    08-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        28.24 | 
                        27.93 | 
                        -0.31 | 
                        -1.1% | 
                        27.00 | 
                     
                    
                        | High | 
                        28.95 | 
                        28.35 | 
                        -0.60 | 
                        -2.1% | 
                        28.95 | 
                     
                    
                        | Low | 
                        27.91 | 
                        27.31 | 
                        -0.60 | 
                        -2.1% | 
                        27.00 | 
                     
                    
                        | Close | 
                        28.00 | 
                        27.53 | 
                        -0.47 | 
                        -1.7% | 
                        27.53 | 
                     
                    
                        | Range | 
                        1.04 | 
                        1.04 | 
                        0.00 | 
                        0.0% | 
                        1.95 | 
                     
                    
                        | ATR | 
                        0.96 | 
                        0.97 | 
                        0.01 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        48,751 | 
                        50,819 | 
                        2,068 | 
                        4.2% | 
                        211,749 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                30.85 | 
                30.23 | 
                28.10 | 
                 | 
             
            
                | R3 | 
                29.81 | 
                29.19 | 
                27.82 | 
                 | 
             
            
                | R2 | 
                28.77 | 
                28.77 | 
                27.72 | 
                 | 
             
            
                | R1 | 
                28.15 | 
                28.15 | 
                27.63 | 
                27.94 | 
             
            
                | PP | 
                27.73 | 
                27.73 | 
                27.73 | 
                27.63 | 
             
            
                | S1 | 
                27.11 | 
                27.11 | 
                27.43 | 
                26.90 | 
             
            
                | S2 | 
                26.69 | 
                26.69 | 
                27.34 | 
                 | 
             
            
                | S3 | 
                25.65 | 
                26.07 | 
                27.24 | 
                 | 
             
            
                | S4 | 
                24.61 | 
                25.03 | 
                26.96 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                33.68 | 
                32.55 | 
                28.60 | 
                 | 
             
            
                | R3 | 
                31.73 | 
                30.60 | 
                28.07 | 
                 | 
             
            
                | R2 | 
                29.78 | 
                29.78 | 
                27.89 | 
                 | 
             
            
                | R1 | 
                28.65 | 
                28.65 | 
                27.71 | 
                29.22 | 
             
            
                | PP | 
                27.83 | 
                27.83 | 
                27.83 | 
                28.11 | 
             
            
                | S1 | 
                26.70 | 
                26.70 | 
                27.35 | 
                27.27 | 
             
            
                | S2 | 
                25.88 | 
                25.88 | 
                27.17 | 
                 | 
             
            
                | S3 | 
                23.93 | 
                24.75 | 
                26.99 | 
                 | 
             
            
                | S4 | 
                21.98 | 
                22.80 | 
                26.46 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                28.95 | 
                27.00 | 
                1.95 | 
                7.1% | 
                1.14 | 
                4.2% | 
                27% | 
                False | 
                False | 
                42,349 | 
                 
                
                | 10 | 
                28.95 | 
                26.11 | 
                2.84 | 
                10.3% | 
                0.93 | 
                3.4% | 
                50% | 
                False | 
                False | 
                35,001 | 
                 
                
                | 20 | 
                28.95 | 
                22.09 | 
                6.86 | 
                24.9% | 
                1.05 | 
                3.8% | 
                79% | 
                False | 
                False | 
                49,003 | 
                 
                
                | 40 | 
                28.95 | 
                21.78 | 
                7.17 | 
                26.0% | 
                0.84 | 
                3.0% | 
                80% | 
                False | 
                False | 
                46,471 | 
                 
                
                | 60 | 
                28.95 | 
                21.24 | 
                7.71 | 
                28.0% | 
                0.85 | 
                3.1% | 
                82% | 
                False | 
                False | 
                47,142 | 
                 
                
                | 80 | 
                28.95 | 
                21.18 | 
                7.77 | 
                28.2% | 
                0.88 | 
                3.2% | 
                82% | 
                False | 
                False | 
                50,537 | 
                 
                
                | 100 | 
                28.95 | 
                21.18 | 
                7.77 | 
                28.2% | 
                0.92 | 
                3.3% | 
                82% | 
                False | 
                False | 
                49,736 | 
                 
                
                | 120 | 
                28.95 | 
                18.52 | 
                10.43 | 
                37.9% | 
                0.86 | 
                3.1% | 
                86% | 
                False | 
                False | 
                46,350 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            32.77 | 
         
        
            | 
2.618             | 
            31.07 | 
         
        
            | 
1.618             | 
            30.03 | 
         
        
            | 
1.000             | 
            29.39 | 
         
        
            | 
0.618             | 
            28.99 | 
         
        
            | 
HIGH             | 
            28.35 | 
         
        
            | 
0.618             | 
            27.95 | 
         
        
            | 
0.500             | 
            27.83 | 
         
        
            | 
0.382             | 
            27.71 | 
         
        
            | 
LOW             | 
            27.31 | 
         
        
            | 
0.618             | 
            26.67 | 
         
        
            | 
1.000             | 
            26.27 | 
         
        
            | 
1.618             | 
            25.63 | 
         
        
            | 
2.618             | 
            24.59 | 
         
        
            | 
4.250             | 
            22.89 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                27.83 | 
                                28.13 | 
                             
                            
                                | PP | 
                                27.73 | 
                                27.93 | 
                             
                            
                                | S1 | 
                                27.63 | 
                                27.73 | 
                             
             
         |