ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	2,703	2,650	-53	-2.0%	2,705
High	2,703	2,650	-53	-2.0%	2,880
Low	2,668	2,564	-104	-3.9%	2,705
Close	2,671	2,564	-107	-4.0%	2,818
Range	35	86	51	145.7%	175
ATR
Volume	460	494	34	7.4%	2,475

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,851	2,793	2,611
R3	2,765	2,707	2,588
R2	2,679	2,679	2,580
R1	2,621	2,621	2,572	2,607
PP	2,593	2,593	2,593	2,586
S1	2,535	2,535	2,556	2,521
S2	2,507	2,507	2,548
S3	2,421	2,449	2,540
S4	2,335	2,363	2,517

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,326	3,247	2,914
R3	3,151	3,072	2,866
R2	2,976	2,976	2,850
R1	2,897	2,897	2,834	2,937
PP	2,801	2,801	2,801	2,821
S1	2,722	2,722	2,802	2,762
S2	2,626	2,626	2,786
S3	2,451	2,547	2,770
S4	2,276	2,372	2,722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,880	2,564	316	12.3%	71	2.8%	0%	False	True	557
10	2,880	2,564	316	12.3%	58	2.3%	0%	False	True	505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,016
2.618	2,875
1.618	2,789
1.000	2,736
0.618	2,703
HIGH	2,650
0.618	2,617
0.500	2,607
0.382	2,597
LOW	2,564
0.618	2,511
1.000	2,478
1.618	2,425
2.618	2,339
4.250	2,199

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	2,607	2,660
PP	2,593	2,628
S1	2,578	2,596

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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