ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jan-2010 | 
                    15-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        27.95 | 
                        27.78 | 
                        -0.17 | 
                        -0.6% | 
                        27.53 | 
                     
                    
                        | High | 
                        28.34 | 
                        27.83 | 
                        -0.51 | 
                        -1.8% | 
                        28.34 | 
                     
                    
                        | Low | 
                        27.70 | 
                        27.32 | 
                        -0.38 | 
                        -1.4% | 
                        26.70 | 
                     
                    
                        | Close | 
                        27.76 | 
                        27.62 | 
                        -0.14 | 
                        -0.5% | 
                        27.62 | 
                     
                    
                        | Range | 
                        0.64 | 
                        0.51 | 
                        -0.13 | 
                        -20.3% | 
                        1.64 | 
                     
                    
                        | ATR | 
                        0.96 | 
                        0.93 | 
                        -0.03 | 
                        -3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        50,842 | 
                        39,331 | 
                        -11,511 | 
                        -22.6% | 
                        256,966 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                29.12 | 
                28.88 | 
                27.90 | 
                 | 
             
            
                | R3 | 
                28.61 | 
                28.37 | 
                27.76 | 
                 | 
             
            
                | R2 | 
                28.10 | 
                28.10 | 
                27.71 | 
                 | 
             
            
                | R1 | 
                27.86 | 
                27.86 | 
                27.67 | 
                27.73 | 
             
            
                | PP | 
                27.59 | 
                27.59 | 
                27.59 | 
                27.52 | 
             
            
                | S1 | 
                27.35 | 
                27.35 | 
                27.57 | 
                27.22 | 
             
            
                | S2 | 
                27.08 | 
                27.08 | 
                27.53 | 
                 | 
             
            
                | S3 | 
                26.57 | 
                26.84 | 
                27.48 | 
                 | 
             
            
                | S4 | 
                26.06 | 
                26.33 | 
                27.34 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                32.47 | 
                31.69 | 
                28.52 | 
                 | 
             
            
                | R3 | 
                30.83 | 
                30.05 | 
                28.07 | 
                 | 
             
            
                | R2 | 
                29.19 | 
                29.19 | 
                27.92 | 
                 | 
             
            
                | R1 | 
                28.41 | 
                28.41 | 
                27.77 | 
                28.80 | 
             
            
                | PP | 
                27.55 | 
                27.55 | 
                27.55 | 
                27.75 | 
             
            
                | S1 | 
                26.77 | 
                26.77 | 
                27.47 | 
                27.16 | 
             
            
                | S2 | 
                25.91 | 
                25.91 | 
                27.32 | 
                 | 
             
            
                | S3 | 
                24.27 | 
                25.13 | 
                27.17 | 
                 | 
             
            
                | S4 | 
                22.63 | 
                23.49 | 
                26.72 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                28.34 | 
                26.70 | 
                1.64 | 
                5.9% | 
                0.83 | 
                3.0% | 
                56% | 
                False | 
                False | 
                51,393 | 
                 
                
                | 10 | 
                28.95 | 
                26.70 | 
                2.25 | 
                8.1% | 
                0.99 | 
                3.6% | 
                41% | 
                False | 
                False | 
                46,871 | 
                 
                
                | 20 | 
                28.95 | 
                24.88 | 
                4.07 | 
                14.7% | 
                0.99 | 
                3.6% | 
                67% | 
                False | 
                False | 
                45,725 | 
                 
                
                | 40 | 
                28.95 | 
                21.94 | 
                7.01 | 
                25.4% | 
                0.86 | 
                3.1% | 
                81% | 
                False | 
                False | 
                46,428 | 
                 
                
                | 60 | 
                28.95 | 
                21.78 | 
                7.17 | 
                26.0% | 
                0.84 | 
                3.0% | 
                81% | 
                False | 
                False | 
                46,826 | 
                 
                
                | 80 | 
                28.95 | 
                21.18 | 
                7.77 | 
                28.1% | 
                0.87 | 
                3.1% | 
                83% | 
                False | 
                False | 
                49,403 | 
                 
                
                | 100 | 
                28.95 | 
                21.18 | 
                7.77 | 
                28.1% | 
                0.91 | 
                3.3% | 
                83% | 
                False | 
                False | 
                49,839 | 
                 
                
                | 120 | 
                28.95 | 
                19.23 | 
                9.72 | 
                35.2% | 
                0.88 | 
                3.2% | 
                86% | 
                False | 
                False | 
                47,895 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            30.00 | 
         
        
            | 
2.618             | 
            29.17 | 
         
        
            | 
1.618             | 
            28.66 | 
         
        
            | 
1.000             | 
            28.34 | 
         
        
            | 
0.618             | 
            28.15 | 
         
        
            | 
HIGH             | 
            27.83 | 
         
        
            | 
0.618             | 
            27.64 | 
         
        
            | 
0.500             | 
            27.58 | 
         
        
            | 
0.382             | 
            27.51 | 
         
        
            | 
LOW             | 
            27.32 | 
         
        
            | 
0.618             | 
            27.00 | 
         
        
            | 
1.000             | 
            26.81 | 
         
        
            | 
1.618             | 
            26.49 | 
         
        
            | 
2.618             | 
            25.98 | 
         
        
            | 
4.250             | 
            25.15 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                27.61 | 
                                27.83 | 
                             
                            
                                | PP | 
                                27.59 | 
                                27.76 | 
                             
                            
                                | S1 | 
                                27.58 | 
                                27.69 | 
                             
             
         |