ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	2,650	2,570	-80	-3.0%	2,705
High	2,650	2,593	-57	-2.2%	2,880
Low	2,564	2,570	6	0.2%	2,705
Close	2,564	2,585	21	0.8%	2,818
Range	86	23	-63	-73.3%	175
ATR
Volume	494	816	322	65.2%	2,475

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,652	2,641	2,598
R3	2,629	2,618	2,591
R2	2,606	2,606	2,589
R1	2,595	2,595	2,587	2,601
PP	2,583	2,583	2,583	2,585
S1	2,572	2,572	2,583	2,578
S2	2,560	2,560	2,581
S3	2,537	2,549	2,579
S4	2,514	2,526	2,572

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	2,855	2,564	291	11.3%	60	2.3%	7%	False	False	698
10	2,880	2,564	316	12.2%	53	2.0%	7%	False	False	554

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

Fibonacci Retracements and Extensions
4.250	2,691
2.618	2,653
1.618	2,630
1.000	2,616
0.618	2,607
HIGH	2,593
0.618	2,584
0.500	2,582
0.382	2,579
LOW	2,570
0.618	2,556
1.000	2,547
1.618	2,533
2.618	2,510
4.250	2,472

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	2,584	2,634
PP	2,583	2,617
S1	2,582	2,601

Download as Excel Spreadsheet

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

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