ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Feb-2010 | 
                    17-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        27.30 | 
                        27.40 | 
                        0.10 | 
                        0.4% | 
                        26.50 | 
                     
                    
                        | High | 
                        27.72 | 
                        27.43 | 
                        -0.29 | 
                        -1.0% | 
                        27.95 | 
                     
                    
                        | Low | 
                        27.12 | 
                        26.02 | 
                        -1.10 | 
                        -4.1% | 
                        26.31 | 
                     
                    
                        | Close | 
                        27.36 | 
                        26.12 | 
                        -1.24 | 
                        -4.5% | 
                        26.95 | 
                     
                    
                        | Range | 
                        0.60 | 
                        1.41 | 
                        0.81 | 
                        135.0% | 
                        1.64 | 
                     
                    
                        | ATR | 
                        1.08 | 
                        1.10 | 
                        0.02 | 
                        2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        48,103 | 
                        52,132 | 
                        4,029 | 
                        8.4% | 
                        335,347 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                30.75 | 
                29.85 | 
                26.90 | 
                 | 
             
            
                | R3 | 
                29.34 | 
                28.44 | 
                26.51 | 
                 | 
             
            
                | R2 | 
                27.93 | 
                27.93 | 
                26.38 | 
                 | 
             
            
                | R1 | 
                27.03 | 
                27.03 | 
                26.25 | 
                26.78 | 
             
            
                | PP | 
                26.52 | 
                26.52 | 
                26.52 | 
                26.40 | 
             
            
                | S1 | 
                25.62 | 
                25.62 | 
                25.99 | 
                25.37 | 
             
            
                | S2 | 
                25.11 | 
                25.11 | 
                25.86 | 
                 | 
             
            
                | S3 | 
                23.70 | 
                24.21 | 
                25.73 | 
                 | 
             
            
                | S4 | 
                22.29 | 
                22.80 | 
                25.34 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                26.02 | 
                1.93 | 
                7.4% | 
                1.03 | 
                4.0% | 
                5% | 
                False | 
                True | 
                54,479 | 
                 
                
                | 10 | 
                29.65 | 
                25.70 | 
                3.95 | 
                15.1% | 
                1.12 | 
                4.3% | 
                11% | 
                False | 
                False | 
                61,590 | 
                 
                
                | 20 | 
                30.40 | 
                25.70 | 
                4.70 | 
                18.0% | 
                1.10 | 
                4.2% | 
                9% | 
                False | 
                False | 
                59,468 | 
                 
                
                | 40 | 
                30.40 | 
                25.10 | 
                5.30 | 
                20.3% | 
                1.04 | 
                4.0% | 
                19% | 
                False | 
                False | 
                51,206 | 
                 
                
                | 60 | 
                30.40 | 
                21.94 | 
                8.46 | 
                32.4% | 
                0.95 | 
                3.6% | 
                49% | 
                False | 
                False | 
                50,888 | 
                 
                
                | 80 | 
                30.40 | 
                21.78 | 
                8.62 | 
                33.0% | 
                0.91 | 
                3.5% | 
                50% | 
                False | 
                False | 
                49,696 | 
                 
                
                | 100 | 
                30.40 | 
                21.18 | 
                9.22 | 
                35.3% | 
                0.92 | 
                3.5% | 
                54% | 
                False | 
                False | 
                51,213 | 
                 
                
                | 120 | 
                30.40 | 
                21.18 | 
                9.22 | 
                35.3% | 
                0.94 | 
                3.6% | 
                54% | 
                False | 
                False | 
                51,233 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            33.42 | 
         
        
            | 
2.618             | 
            31.12 | 
         
        
            | 
1.618             | 
            29.71 | 
         
        
            | 
1.000             | 
            28.84 | 
         
        
            | 
0.618             | 
            28.30 | 
         
        
            | 
HIGH             | 
            27.43 | 
         
        
            | 
0.618             | 
            26.89 | 
         
        
            | 
0.500             | 
            26.73 | 
         
        
            | 
0.382             | 
            26.56 | 
         
        
            | 
LOW             | 
            26.02 | 
         
        
            | 
0.618             | 
            25.15 | 
         
        
            | 
1.000             | 
            24.61 | 
         
        
            | 
1.618             | 
            23.74 | 
         
        
            | 
2.618             | 
            22.33 | 
         
        
            | 
4.250             | 
            20.03 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                26.73 | 
                                26.99 | 
                             
                            
                                | PP | 
                                26.52 | 
                                26.70 | 
                             
                            
                                | S1 | 
                                26.32 | 
                                26.41 | 
                             
             
         |