ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Feb-2010 | 
                    02-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        29.90 | 
                        29.30 | 
                        -0.60 | 
                        -2.0% | 
                        28.74 | 
                     
                    
                        | High | 
                        30.40 | 
                        29.82 | 
                        -0.58 | 
                        -1.9% | 
                        30.33 | 
                     
                    
                        | Low | 
                        29.20 | 
                        28.88 | 
                        -0.32 | 
                        -1.1% | 
                        28.16 | 
                     
                    
                        | Close | 
                        29.28 | 
                        29.40 | 
                        0.12 | 
                        0.4% | 
                        29.90 | 
                     
                    
                        | Range | 
                        1.20 | 
                        0.94 | 
                        -0.26 | 
                        -21.7% | 
                        2.17 | 
                     
                    
                        | ATR | 
                        1.05 | 
                        1.04 | 
                        -0.01 | 
                        -0.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        80,551 | 
                        52,228 | 
                        -28,323 | 
                        -35.2% | 
                        258,864 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                32.19 | 
                31.73 | 
                29.92 | 
                 | 
             
            
                | R3 | 
                31.25 | 
                30.79 | 
                29.66 | 
                 | 
             
            
                | R2 | 
                30.31 | 
                30.31 | 
                29.57 | 
                 | 
             
            
                | R1 | 
                29.85 | 
                29.85 | 
                29.49 | 
                30.08 | 
             
            
                | PP | 
                29.37 | 
                29.37 | 
                29.37 | 
                29.48 | 
             
            
                | S1 | 
                28.91 | 
                28.91 | 
                29.31 | 
                29.14 | 
             
            
                | S2 | 
                28.43 | 
                28.43 | 
                29.23 | 
                 | 
             
            
                | S3 | 
                27.49 | 
                27.97 | 
                29.14 | 
                 | 
             
            
                | S4 | 
                26.55 | 
                27.03 | 
                28.88 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                35.97 | 
                35.11 | 
                31.09 | 
                 | 
             
            
                | R3 | 
                33.80 | 
                32.94 | 
                30.50 | 
                 | 
             
            
                | R2 | 
                31.63 | 
                31.63 | 
                30.30 | 
                 | 
             
            
                | R1 | 
                30.77 | 
                30.77 | 
                30.10 | 
                31.20 | 
             
            
                | PP | 
                29.46 | 
                29.46 | 
                29.46 | 
                29.68 | 
             
            
                | S1 | 
                28.60 | 
                28.60 | 
                29.70 | 
                29.03 | 
             
            
                | S2 | 
                27.29 | 
                27.29 | 
                29.50 | 
                 | 
             
            
                | S3 | 
                25.12 | 
                26.43 | 
                29.30 | 
                 | 
             
            
                | S4 | 
                22.95 | 
                24.26 | 
                28.71 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                30.40 | 
                28.16 | 
                2.24 | 
                7.6% | 
                1.11 | 
                3.8% | 
                55% | 
                False | 
                False | 
                58,040 | 
                 
                
                | 10 | 
                30.40 | 
                28.16 | 
                2.24 | 
                7.6% | 
                1.09 | 
                3.7% | 
                55% | 
                False | 
                False | 
                57,346 | 
                 
                
                | 20 | 
                30.40 | 
                26.70 | 
                3.70 | 
                12.6% | 
                1.06 | 
                3.6% | 
                73% | 
                False | 
                False | 
                52,552 | 
                 
                
                | 40 | 
                30.40 | 
                22.09 | 
                8.31 | 
                28.3% | 
                0.99 | 
                3.4% | 
                88% | 
                False | 
                False | 
                50,417 | 
                 
                
                | 60 | 
                30.40 | 
                21.78 | 
                8.62 | 
                29.3% | 
                0.89 | 
                3.0% | 
                88% | 
                False | 
                False | 
                48,594 | 
                 
                
                | 80 | 
                30.40 | 
                21.18 | 
                9.22 | 
                31.4% | 
                0.90 | 
                3.1% | 
                89% | 
                False | 
                False | 
                48,915 | 
                 
                
                | 100 | 
                30.40 | 
                21.18 | 
                9.22 | 
                31.4% | 
                0.92 | 
                3.1% | 
                89% | 
                False | 
                False | 
                51,554 | 
                 
                
                | 120 | 
                30.40 | 
                21.17 | 
                9.23 | 
                31.4% | 
                0.94 | 
                3.2% | 
                89% | 
                False | 
                False | 
                50,543 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            33.82 | 
         
        
            | 
2.618             | 
            32.28 | 
         
        
            | 
1.618             | 
            31.34 | 
         
        
            | 
1.000             | 
            30.76 | 
         
        
            | 
0.618             | 
            30.40 | 
         
        
            | 
HIGH             | 
            29.82 | 
         
        
            | 
0.618             | 
            29.46 | 
         
        
            | 
0.500             | 
            29.35 | 
         
        
            | 
0.382             | 
            29.24 | 
         
        
            | 
LOW             | 
            28.88 | 
         
        
            | 
0.618             | 
            28.30 | 
         
        
            | 
1.000             | 
            27.94 | 
         
        
            | 
1.618             | 
            27.36 | 
         
        
            | 
2.618             | 
            26.42 | 
         
        
            | 
4.250             | 
            24.89 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                29.38 | 
                                29.64 | 
                             
                            
                                | PP | 
                                29.37 | 
                                29.56 | 
                             
                            
                                | S1 | 
                                29.35 | 
                                29.48 | 
                             
             
         |