ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	2,570	2,577	7	0.3%	2,756
High	2,593	2,593	0	0.0%	2,756
Low	2,570	2,545	-25	-1.0%	2,545
Close	2,585	2,549	-36	-1.4%	2,549
Range	23	48	25	108.7%	211
ATR
Volume	816	1,257	441	54.0%	3,887

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,706	2,676	2,575
R3	2,658	2,628	2,562
R2	2,610	2,610	2,558
R1	2,580	2,580	2,553	2,571
PP	2,562	2,562	2,562	2,558
S1	2,532	2,532	2,545	2,523
S2	2,514	2,514	2,540
S3	2,466	2,484	2,536
S4	2,418	2,436	2,523

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,250	3,110	2,665
R3	3,039	2,899	2,607
R2	2,828	2,828	2,588
R1	2,688	2,688	2,568	2,653
PP	2,617	2,617	2,617	2,599
S1	2,477	2,477	2,530	2,442
S2	2,406	2,406	2,510
S3	2,195	2,266	2,491
S4	1,984	2,055	2,433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,756	2,545	211	8.3%	60	2.3%	2%	False	True	777
10	2,880	2,545	335	13.1%	52	2.0%	1%	False	True	636

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	2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,797
2.618	2,719
1.618	2,671
1.000	2,641
0.618	2,623
HIGH	2,593
0.618	2,575
0.500	2,569
0.382	2,563
LOW	2,545
0.618	2,515
1.000	2,497
1.618	2,467
2.618	2,419
4.250	2,341

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	2,569	2,598
PP	2,562	2,581
S1	2,556	2,565

Download as Excel Spreadsheet

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

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