ICE Sugar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Feb-2010 | 
                    19-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        26.30 | 
                        26.47 | 
                        0.17 | 
                        0.6% | 
                        27.30 | 
                     
                    
                        | High | 
                        26.66 | 
                        26.90 | 
                        0.24 | 
                        0.9% | 
                        27.72 | 
                     
                    
                        | Low | 
                        25.48 | 
                        26.20 | 
                        0.72 | 
                        2.8% | 
                        25.48 | 
                     
                    
                        | Close | 
                        26.47 | 
                        26.80 | 
                        0.33 | 
                        1.2% | 
                        26.80 | 
                     
                    
                        | Range | 
                        1.18 | 
                        0.70 | 
                        -0.48 | 
                        -40.7% | 
                        2.24 | 
                     
                    
                        | ATR | 
                        1.11 | 
                        1.08 | 
                        -0.03 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        43,407 | 
                        31,439 | 
                        -11,968 | 
                        -27.6% | 
                        175,081 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                28.73 | 
                28.47 | 
                27.19 | 
                 | 
             
            
                | R3 | 
                28.03 | 
                27.77 | 
                26.99 | 
                 | 
             
            
                | R2 | 
                27.33 | 
                27.33 | 
                26.93 | 
                 | 
             
            
                | R1 | 
                27.07 | 
                27.07 | 
                26.86 | 
                27.20 | 
             
            
                | PP | 
                26.63 | 
                26.63 | 
                26.63 | 
                26.70 | 
             
            
                | S1 | 
                26.37 | 
                26.37 | 
                26.74 | 
                26.50 | 
             
            
                | S2 | 
                25.93 | 
                25.93 | 
                26.67 | 
                 | 
             
            
                | S3 | 
                25.23 | 
                25.67 | 
                26.61 | 
                 | 
             
            
                | S4 | 
                24.53 | 
                24.97 | 
                26.42 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                33.39 | 
                32.33 | 
                28.03 | 
                 | 
             
            
                | R3 | 
                31.15 | 
                30.09 | 
                27.42 | 
                 | 
             
            
                | R2 | 
                28.91 | 
                28.91 | 
                27.21 | 
                 | 
             
            
                | R1 | 
                27.85 | 
                27.85 | 
                27.01 | 
                27.26 | 
             
            
                | PP | 
                26.67 | 
                26.67 | 
                26.67 | 
                26.37 | 
             
            
                | S1 | 
                25.61 | 
                25.61 | 
                26.59 | 
                25.02 | 
             
            
                | S2 | 
                24.43 | 
                24.43 | 
                26.39 | 
                 | 
             
            
                | S3 | 
                22.19 | 
                23.37 | 
                26.18 | 
                 | 
             
            
                | S4 | 
                19.95 | 
                21.13 | 
                25.57 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                9.2% | 
                1.02 | 
                3.8% | 
                53% | 
                False | 
                False | 
                47,793 | 
                 
                
                | 10 | 
                28.05 | 
                25.48 | 
                2.57 | 
                9.6% | 
                1.09 | 
                4.1% | 
                51% | 
                False | 
                False | 
                58,264 | 
                 
                
                | 20 | 
                30.40 | 
                25.48 | 
                4.92 | 
                18.4% | 
                1.10 | 
                4.1% | 
                27% | 
                False | 
                False | 
                57,764 | 
                 
                
                | 40 | 
                30.40 | 
                25.10 | 
                5.30 | 
                19.8% | 
                1.03 | 
                3.8% | 
                32% | 
                False | 
                False | 
                49,712 | 
                 
                
                | 60 | 
                30.40 | 
                21.94 | 
                8.46 | 
                31.6% | 
                0.97 | 
                3.6% | 
                57% | 
                False | 
                False | 
                50,815 | 
                 
                
                | 80 | 
                30.40 | 
                21.78 | 
                8.62 | 
                32.2% | 
                0.91 | 
                3.4% | 
                58% | 
                False | 
                False | 
                49,513 | 
                 
                
                | 100 | 
                30.40 | 
                21.18 | 
                9.22 | 
                34.4% | 
                0.92 | 
                3.4% | 
                61% | 
                False | 
                False | 
                51,007 | 
                 
                
                | 120 | 
                30.40 | 
                21.18 | 
                9.22 | 
                34.4% | 
                0.94 | 
                3.5% | 
                61% | 
                False | 
                False | 
                51,186 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            29.88 | 
         
        
            | 
2.618             | 
            28.73 | 
         
        
            | 
1.618             | 
            28.03 | 
         
        
            | 
1.000             | 
            27.60 | 
         
        
            | 
0.618             | 
            27.33 | 
         
        
            | 
HIGH             | 
            26.90 | 
         
        
            | 
0.618             | 
            26.63 | 
         
        
            | 
0.500             | 
            26.55 | 
         
        
            | 
0.382             | 
            26.47 | 
         
        
            | 
LOW             | 
            26.20 | 
         
        
            | 
0.618             | 
            25.77 | 
         
        
            | 
1.000             | 
            25.50 | 
         
        
            | 
1.618             | 
            25.07 | 
         
        
            | 
2.618             | 
            24.37 | 
         
        
            | 
4.250             | 
            23.23 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                26.72 | 
                                26.69 | 
                             
                            
                                | PP | 
                                26.63 | 
                                26.57 | 
                             
                            
                                | S1 | 
                                26.55 | 
                                26.46 | 
                             
             
         |