ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	2,563	2,570	7	0.3%	2,544
High	2,612	2,614	2	0.1%	2,595
Low	2,538	2,551	13	0.5%	2,466
Close	2,554	2,544	-10	-0.4%	2,590
Range	74	63	-11	-14.9%	129
ATR	67	67	0	-0.5%	0
Volume	93	931	838	901.1%	4,101

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,759	2,714	2,579
R3	2,696	2,651	2,561
R2	2,633	2,633	2,556
R1	2,588	2,588	2,550	2,579
PP	2,570	2,570	2,570	2,565
S1	2,525	2,525	2,538	2,516
S2	2,507	2,507	2,532
S3	2,444	2,462	2,527
S4	2,381	2,399	2,509

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	2,614	2,466	148	5.8%	78	3.1%	53%	True	False	577
10	2,614	2,466	148	5.8%	57	2.2%	53%	True	False	791
20	2,880	2,466	414	16.3%	58	2.3%	19%	False	False	648

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,882
2.618	2,779
1.618	2,716
1.000	2,677
0.618	2,653
HIGH	2,614
0.618	2,590
0.500	2,583
0.382	2,575
LOW	2,551
0.618	2,512
1.000	2,488
1.618	2,449
2.618	2,386
4.250	2,283

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	2,583	2,576
PP	2,570	2,565
S1	2,557	2,555

Download as Excel Spreadsheet

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

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