ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Feb-2010 | 
                    12-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        26.78 | 
                        27.58 | 
                        0.80 | 
                        3.0% | 
                        26.50 | 
                     
                    
                        | High | 
                        27.67 | 
                        27.95 | 
                        0.28 | 
                        1.0% | 
                        27.95 | 
                     
                    
                        | Low | 
                        26.55 | 
                        26.72 | 
                        0.17 | 
                        0.6% | 
                        26.31 | 
                     
                    
                        | Close | 
                        27.53 | 
                        26.95 | 
                        -0.58 | 
                        -2.1% | 
                        26.95 | 
                     
                    
                        | Range | 
                        1.12 | 
                        1.23 | 
                        0.11 | 
                        9.8% | 
                        1.64 | 
                     
                    
                        | ATR | 
                        1.09 | 
                        1.10 | 
                        0.01 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        55,206 | 
                        63,888 | 
                        8,682 | 
                        15.7% | 
                        335,347 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                30.90 | 
                30.15 | 
                27.63 | 
                 | 
             
            
                | R3 | 
                29.67 | 
                28.92 | 
                27.29 | 
                 | 
             
            
                | R2 | 
                28.44 | 
                28.44 | 
                27.18 | 
                 | 
             
            
                | R1 | 
                27.69 | 
                27.69 | 
                27.06 | 
                27.45 | 
             
            
                | PP | 
                27.21 | 
                27.21 | 
                27.21 | 
                27.09 | 
             
            
                | S1 | 
                26.46 | 
                26.46 | 
                26.84 | 
                26.22 | 
             
            
                | S2 | 
                25.98 | 
                25.98 | 
                26.72 | 
                 | 
             
            
                | S3 | 
                24.75 | 
                25.23 | 
                26.61 | 
                 | 
             
            
                | S4 | 
                23.52 | 
                24.00 | 
                26.27 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                31.99 | 
                31.11 | 
                27.85 | 
                 | 
             
            
                | R3 | 
                30.35 | 
                29.47 | 
                27.40 | 
                 | 
             
            
                | R2 | 
                28.71 | 
                28.71 | 
                27.25 | 
                 | 
             
            
                | R1 | 
                27.83 | 
                27.83 | 
                27.10 | 
                28.27 | 
             
            
                | PP | 
                27.07 | 
                27.07 | 
                27.07 | 
                27.29 | 
             
            
                | S1 | 
                26.19 | 
                26.19 | 
                26.80 | 
                26.63 | 
             
            
                | S2 | 
                25.43 | 
                25.43 | 
                26.65 | 
                 | 
             
            
                | S3 | 
                23.79 | 
                24.55 | 
                26.50 | 
                 | 
             
            
                | S4 | 
                22.15 | 
                22.91 | 
                26.05 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                27.95 | 
                26.31 | 
                1.64 | 
                6.1% | 
                0.94 | 
                3.5% | 
                39% | 
                True | 
                False | 
                67,069 | 
                 
                
                | 10 | 
                30.40 | 
                25.70 | 
                4.70 | 
                17.4% | 
                1.13 | 
                4.2% | 
                27% | 
                False | 
                False | 
                64,844 | 
                 
                
                | 20 | 
                30.40 | 
                25.70 | 
                4.70 | 
                17.4% | 
                1.09 | 
                4.0% | 
                27% | 
                False | 
                False | 
                57,829 | 
                 
                
                | 40 | 
                30.40 | 
                24.57 | 
                5.83 | 
                21.6% | 
                1.05 | 
                3.9% | 
                41% | 
                False | 
                False | 
                53,249 | 
                 
                
                | 60 | 
                30.40 | 
                21.94 | 
                8.46 | 
                31.4% | 
                0.93 | 
                3.5% | 
                59% | 
                False | 
                False | 
                50,150 | 
                 
                
                | 80 | 
                30.40 | 
                21.78 | 
                8.62 | 
                32.0% | 
                0.90 | 
                3.4% | 
                60% | 
                False | 
                False | 
                49,764 | 
                 
                
                | 100 | 
                30.40 | 
                21.18 | 
                9.22 | 
                34.2% | 
                0.91 | 
                3.4% | 
                63% | 
                False | 
                False | 
                51,442 | 
                 
                
                | 120 | 
                30.40 | 
                21.18 | 
                9.22 | 
                34.2% | 
                0.95 | 
                3.5% | 
                63% | 
                False | 
                False | 
                51,288 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            33.18 | 
         
        
            | 
2.618             | 
            31.17 | 
         
        
            | 
1.618             | 
            29.94 | 
         
        
            | 
1.000             | 
            29.18 | 
         
        
            | 
0.618             | 
            28.71 | 
         
        
            | 
HIGH             | 
            27.95 | 
         
        
            | 
0.618             | 
            27.48 | 
         
        
            | 
0.500             | 
            27.34 | 
         
        
            | 
0.382             | 
            27.19 | 
         
        
            | 
LOW             | 
            26.72 | 
         
        
            | 
0.618             | 
            25.96 | 
         
        
            | 
1.000             | 
            25.49 | 
         
        
            | 
1.618             | 
            24.73 | 
         
        
            | 
2.618             | 
            23.50 | 
         
        
            | 
4.250             | 
            21.49 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                27.34 | 
                                27.18 | 
                             
                            
                                | PP | 
                                27.21 | 
                                27.10 | 
                             
                            
                                | S1 | 
                                27.08 | 
                                27.03 | 
                             
             
         |