ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	2,505	2,525	20	0.8%	2,756
High	2,522	2,577	55	2.2%	2,756
Low	2,500	2,525	25	1.0%	2,545
Close	2,514	2,536	22	0.9%	2,549
Range	22	52	30	136.4%	211
ATR	63	63	0	0.0%	0
Volume	1,246	458	-788	-63.2%	3,887

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,702	2,671	2,565
R3	2,650	2,619	2,550
R2	2,598	2,598	2,546
R1	2,567	2,567	2,541	2,583
PP	2,546	2,546	2,546	2,554
S1	2,515	2,515	2,531	2,531
S2	2,494	2,494	2,526
S3	2,442	2,463	2,522
S4	2,390	2,411	2,507

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	2,593	2,500	93	3.7%	37	1.4%	39%	False	False	1,006
10	2,880	2,500	380	15.0%	54	2.1%	9%	False	False	782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,798
2.618	2,713
1.618	2,661
1.000	2,629
0.618	2,609
HIGH	2,577
0.618	2,557
0.500	2,551
0.382	2,545
LOW	2,525
0.618	2,493
1.000	2,473
1.618	2,441
2.618	2,389
4.250	2,304

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	2,551	2,539
PP	2,546	2,538
S1	2,541	2,537

Download as Excel Spreadsheet

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

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