ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Feb-2010 | 
                    18-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        27.40 | 
                        26.30 | 
                        -1.10 | 
                        -4.0% | 
                        26.50 | 
                     
                    
                        | High | 
                        27.43 | 
                        26.66 | 
                        -0.77 | 
                        -2.8% | 
                        27.95 | 
                     
                    
                        | Low | 
                        26.02 | 
                        25.48 | 
                        -0.54 | 
                        -2.1% | 
                        26.31 | 
                     
                    
                        | Close | 
                        26.12 | 
                        26.47 | 
                        0.35 | 
                        1.3% | 
                        26.95 | 
                     
                    
                        | Range | 
                        1.41 | 
                        1.18 | 
                        -0.23 | 
                        -16.3% | 
                        1.64 | 
                     
                    
                        | ATR | 
                        1.10 | 
                        1.11 | 
                        0.01 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        52,132 | 
                        43,407 | 
                        -8,725 | 
                        -16.7% | 
                        335,347 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                29.74 | 
                29.29 | 
                27.12 | 
                 | 
             
            
                | R3 | 
                28.56 | 
                28.11 | 
                26.79 | 
                 | 
             
            
                | R2 | 
                27.38 | 
                27.38 | 
                26.69 | 
                 | 
             
            
                | R1 | 
                26.93 | 
                26.93 | 
                26.58 | 
                27.16 | 
             
            
                | PP | 
                26.20 | 
                26.20 | 
                26.20 | 
                26.32 | 
             
            
                | S1 | 
                25.75 | 
                25.75 | 
                26.36 | 
                25.98 | 
             
            
                | S2 | 
                25.02 | 
                25.02 | 
                26.25 | 
                 | 
             
            
                | S3 | 
                23.84 | 
                24.57 | 
                26.15 | 
                 | 
             
            
                | S4 | 
                22.66 | 
                23.39 | 
                25.82 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                25.48 | 
                2.47 | 
                9.3% | 
                1.11 | 
                4.2% | 
                40% | 
                False | 
                True | 
                52,547 | 
                 
                
                | 10 | 
                28.54 | 
                25.48 | 
                3.06 | 
                11.6% | 
                1.12 | 
                4.2% | 
                32% | 
                False | 
                True | 
                61,167 | 
                 
                
                | 20 | 
                30.40 | 
                25.48 | 
                4.92 | 
                18.6% | 
                1.12 | 
                4.2% | 
                20% | 
                False | 
                True | 
                58,931 | 
                 
                
                | 40 | 
                30.40 | 
                25.10 | 
                5.30 | 
                20.0% | 
                1.04 | 
                3.9% | 
                26% | 
                False | 
                False | 
                50,655 | 
                 
                
                | 60 | 
                30.40 | 
                21.94 | 
                8.46 | 
                32.0% | 
                0.97 | 
                3.6% | 
                54% | 
                False | 
                False | 
                50,885 | 
                 
                
                | 80 | 
                30.40 | 
                21.78 | 
                8.62 | 
                32.6% | 
                0.91 | 
                3.4% | 
                54% | 
                False | 
                False | 
                49,706 | 
                 
                
                | 100 | 
                30.40 | 
                21.18 | 
                9.22 | 
                34.8% | 
                0.93 | 
                3.5% | 
                57% | 
                False | 
                False | 
                51,229 | 
                 
                
                | 120 | 
                30.40 | 
                21.18 | 
                9.22 | 
                34.8% | 
                0.94 | 
                3.5% | 
                57% | 
                False | 
                False | 
                51,216 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            31.68 | 
         
        
            | 
2.618             | 
            29.75 | 
         
        
            | 
1.618             | 
            28.57 | 
         
        
            | 
1.000             | 
            27.84 | 
         
        
            | 
0.618             | 
            27.39 | 
         
        
            | 
HIGH             | 
            26.66 | 
         
        
            | 
0.618             | 
            26.21 | 
         
        
            | 
0.500             | 
            26.07 | 
         
        
            | 
0.382             | 
            25.93 | 
         
        
            | 
LOW             | 
            25.48 | 
         
        
            | 
0.618             | 
            24.75 | 
         
        
            | 
1.000             | 
            24.30 | 
         
        
            | 
1.618             | 
            23.57 | 
         
        
            | 
2.618             | 
            22.39 | 
         
        
            | 
4.250             | 
            20.47 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                26.34 | 
                                26.60 | 
                             
                            
                                | PP | 
                                26.20 | 
                                26.56 | 
                             
                            
                                | S1 | 
                                26.07 | 
                                26.51 | 
                             
             
         |