ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	2,580	2,613	33	1.3%	2,544
High	2,595	2,613	18	0.7%	2,595
Low	2,525	2,559	34	1.3%	2,466
Close	2,590	2,589	-1	0.0%	2,590
Range	70	54	-16	-22.9%	129
ATR	68	67	-1	-1.5%	0
Volume	721	721	0	0.0%	4,101

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,749	2,723	2,619
R3	2,695	2,669	2,604
R2	2,641	2,641	2,599
R1	2,615	2,615	2,594	2,601
PP	2,587	2,587	2,587	2,580
S1	2,561	2,561	2,584	2,547
S2	2,533	2,533	2,579
S3	2,479	2,507	2,574
S4	2,425	2,453	2,559

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	2,613	2,466	147	5.7%	65	2.5%	84%	True	False	713
10	2,703	2,466	237	9.2%	56	2.1%	52%	False	False	784

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	True
Stretch	8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,843
2.618	2,754
1.618	2,700
1.000	2,667
0.618	2,646
HIGH	2,613
0.618	2,592
0.500	2,586
0.382	2,580
LOW	2,559
0.618	2,526
1.000	2,505
1.618	2,472
2.618	2,418
4.250	2,330

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	2,588	2,573
PP	2,587	2,556
S1	2,586	2,540

Download as Excel Spreadsheet

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

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