ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	2,613	2,563	-50	-1.9%	2,544
High	2,613	2,612	-1	0.0%	2,595
Low	2,559	2,538	-21	-0.8%	2,466
Close	2,589	2,554	-35	-1.4%	2,590
Range	54	74	20	37.0%	129
ATR	67	67	1	0.8%	0
Volume	721	93	-628	-87.1%	4,101

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,790	2,746	2,595
R3	2,716	2,672	2,574
R2	2,642	2,642	2,568
R1	2,598	2,598	2,561	2,583
PP	2,568	2,568	2,568	2,561
S1	2,524	2,524	2,547	2,509
S2	2,494	2,494	2,540
S3	2,420	2,450	2,534
S4	2,346	2,376	2,513

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	5.8%	76	3.0%	60%	False	False	482
10	2,650	2,466	184	7.2%	60	2.3%	48%	False	False	748

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	11
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,927
2.618	2,806
1.618	2,732
1.000	2,686
0.618	2,658
HIGH	2,612
0.618	2,584
0.500	2,575
0.382	2,566
LOW	2,538
0.618	2,492
1.000	2,464
1.618	2,418
2.618	2,344
4.250	2,224

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	2,575	2,569
PP	2,568	2,564
S1	2,561	2,559

Download as Excel Spreadsheet

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

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