ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 23-Jun-2009

Day Change Summary
	Previous	Current
	22-Jun-2009	23-Jun-2009	Change	Change %	Previous Week
Open	2,544	2,505	-39	-1.5%	2,756
High	2,544	2,522	-22	-0.9%	2,756
Low	2,506	2,500	-6	-0.2%	2,545
Close	2,510	2,514	4	0.2%	2,549
Range	38	22	-16	-42.1%	211
ATR	66	63	-3	-4.8%	0
Volume	1,257	1,246	-11	-0.9%	3,887

Daily Pivots for day following 23-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,578	2,568	2,526
R3	2,556	2,546	2,520
R2	2,534	2,534	2,518
R1	2,524	2,524	2,516	2,529
PP	2,512	2,512	2,512	2,515
S1	2,502	2,502	2,512	2,507
S2	2,490	2,490	2,510
S3	2,468	2,480	2,508
S4	2,446	2,458	2,502

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	2,650	2,500	150	6.0%	43	1.7%	9%	False	True	1,014
10	2,880	2,500	380	15.1%	49	1.9%	4%	False	True	802

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	3
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,616
2.618	2,580
1.618	2,558
1.000	2,544
0.618	2,536
HIGH	2,522
0.618	2,514
0.500	2,511
0.382	2,508
LOW	2,500
0.618	2,486
1.000	2,478
1.618	2,464
2.618	2,442
4.250	2,407

Fisher Pivots for day following 23-Jun-2009
Pivot	1 day	3 day
R1	2,513	2,547
PP	2,512	2,536
S1	2,511	2,525

Download as Excel Spreadsheet

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

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