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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 25 trading days

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

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These figures are updated between 7pm and 10pm EST after a trading day.

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