ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	2,512	2,580	68	2.7%	2,544
High	2,594	2,595	1	0.0%	2,595
Low	2,466	2,525	59	2.4%	2,466
Close	2,590	2,590	0	0.0%	2,590
Range	128	70	-58	-45.3%	129
ATR	68	68	0	0.2%	0
Volume	419	721	302	72.1%	4,101

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,780	2,755	2,629
R3	2,710	2,685	2,609
R2	2,640	2,640	2,603
R1	2,615	2,615	2,596	2,628
PP	2,570	2,570	2,570	2,576
S1	2,545	2,545	2,584	2,558
S2	2,500	2,500	2,577
S3	2,430	2,475	2,571
S4	2,360	2,405	2,552

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,937	2,893	2,661
R3	2,808	2,764	2,625
R2	2,679	2,679	2,614
R1	2,635	2,635	2,602	2,657
PP	2,550	2,550	2,550	2,562
S1	2,506	2,506	2,578	2,528
S2	2,421	2,421	2,566
S3	2,292	2,377	2,555
S4	2,163	2,248	2,519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,595	2,466	129	5.0%	62	2.4%	96%	True	False	820
10	2,756	2,466	290	11.2%	61	2.3%	43%	False	False	798

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,893
2.618	2,778
1.618	2,708
1.000	2,665
0.618	2,638
HIGH	2,595
0.618	2,568
0.500	2,560
0.382	2,552
LOW	2,525
0.618	2,482
1.000	2,455
1.618	2,412
2.618	2,342
4.250	2,228

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	2,580	2,570
PP	2,570	2,550
S1	2,560	2,531

Download as Excel Spreadsheet

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

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