ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2010 | 
                    26-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        28.74 | 
                        29.67 | 
                        0.93 | 
                        3.2% | 
                        27.90 | 
                     
                    
                        | High | 
                        30.10 | 
                        30.03 | 
                        -0.07 | 
                        -0.2% | 
                        29.82 | 
                     
                    
                        | Low | 
                        28.44 | 
                        29.19 | 
                        0.75 | 
                        2.6% | 
                        27.87 | 
                     
                    
                        | Close | 
                        29.80 | 
                        29.30 | 
                        -0.50 | 
                        -1.7% | 
                        28.78 | 
                     
                    
                        | Range | 
                        1.66 | 
                        0.84 | 
                        -0.82 | 
                        -49.4% | 
                        1.95 | 
                     
                    
                        | ATR | 
                        1.01 | 
                        1.00 | 
                        -0.01 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        47,079 | 
                        54,361 | 
                        7,282 | 
                        15.5% | 
                        209,955 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                32.03 | 
                31.50 | 
                29.76 | 
                 | 
             
            
                | R3 | 
                31.19 | 
                30.66 | 
                29.53 | 
                 | 
             
            
                | R2 | 
                30.35 | 
                30.35 | 
                29.45 | 
                 | 
             
            
                | R1 | 
                29.82 | 
                29.82 | 
                29.38 | 
                29.67 | 
             
            
                | PP | 
                29.51 | 
                29.51 | 
                29.51 | 
                29.43 | 
             
            
                | S1 | 
                28.98 | 
                28.98 | 
                29.22 | 
                28.83 | 
             
            
                | S2 | 
                28.67 | 
                28.67 | 
                29.15 | 
                 | 
             
            
                | S3 | 
                27.83 | 
                28.14 | 
                29.07 | 
                 | 
             
            
                | S4 | 
                26.99 | 
                27.30 | 
                28.84 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                34.67 | 
                33.68 | 
                29.85 | 
                 | 
             
            
                | R3 | 
                32.72 | 
                31.73 | 
                29.32 | 
                 | 
             
            
                | R2 | 
                30.77 | 
                30.77 | 
                29.14 | 
                 | 
             
            
                | R1 | 
                29.78 | 
                29.78 | 
                28.96 | 
                30.28 | 
             
            
                | PP | 
                28.82 | 
                28.82 | 
                28.82 | 
                29.07 | 
             
            
                | S1 | 
                27.83 | 
                27.83 | 
                28.60 | 
                28.33 | 
             
            
                | S2 | 
                26.87 | 
                26.87 | 
                28.42 | 
                 | 
             
            
                | S3 | 
                24.92 | 
                25.88 | 
                28.24 | 
                 | 
             
            
                | S4 | 
                22.97 | 
                23.93 | 
                27.71 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                30.10 | 
                28.44 | 
                1.66 | 
                5.7% | 
                1.07 | 
                3.6% | 
                52% | 
                False | 
                False | 
                56,651 | 
                 
                
                | 10 | 
                30.10 | 
                26.87 | 
                3.23 | 
                11.0% | 
                0.97 | 
                3.3% | 
                75% | 
                False | 
                False | 
                52,204 | 
                 
                
                | 20 | 
                30.10 | 
                26.50 | 
                3.60 | 
                12.3% | 
                0.97 | 
                3.3% | 
                78% | 
                False | 
                False | 
                43,283 | 
                 
                
                | 40 | 
                30.10 | 
                21.94 | 
                8.16 | 
                27.8% | 
                0.93 | 
                3.2% | 
                90% | 
                False | 
                False | 
                48,493 | 
                 
                
                | 60 | 
                30.10 | 
                21.78 | 
                8.32 | 
                28.4% | 
                0.86 | 
                2.9% | 
                90% | 
                False | 
                False | 
                47,575 | 
                 
                
                | 80 | 
                30.10 | 
                21.18 | 
                8.92 | 
                30.4% | 
                0.89 | 
                3.0% | 
                91% | 
                False | 
                False | 
                49,016 | 
                 
                
                | 100 | 
                30.10 | 
                21.18 | 
                8.92 | 
                30.4% | 
                0.92 | 
                3.2% | 
                91% | 
                False | 
                False | 
                50,867 | 
                 
                
                | 120 | 
                30.10 | 
                19.63 | 
                10.47 | 
                35.7% | 
                0.92 | 
                3.1% | 
                92% | 
                False | 
                False | 
                49,401 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            33.60 | 
         
        
            | 
2.618             | 
            32.23 | 
         
        
            | 
1.618             | 
            31.39 | 
         
        
            | 
1.000             | 
            30.87 | 
         
        
            | 
0.618             | 
            30.55 | 
         
        
            | 
HIGH             | 
            30.03 | 
         
        
            | 
0.618             | 
            29.71 | 
         
        
            | 
0.500             | 
            29.61 | 
         
        
            | 
0.382             | 
            29.51 | 
         
        
            | 
LOW             | 
            29.19 | 
         
        
            | 
0.618             | 
            28.67 | 
         
        
            | 
1.000             | 
            28.35 | 
         
        
            | 
1.618             | 
            27.83 | 
         
        
            | 
2.618             | 
            26.99 | 
         
        
            | 
4.250             | 
            25.62 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                29.61 | 
                                29.29 | 
                             
                            
                                | PP | 
                                29.51 | 
                                29.28 | 
                             
                            
                                | S1 | 
                                29.40 | 
                                29.27 | 
                             
             
         |