ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	2,531	2,488	-43	-1.7%	2,613
High	2,537	2,509	-28	-1.1%	2,614
Low	2,516	2,488	-28	-1.1%	2,516
Close	2,534	2,513	-21	-0.8%	2,534
Range	21	21	0	0.0%	98
ATR	64	63	-1	-2.0%	0
Volume	245	252	7	2.9%	1,990

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,566	2,561	2,525
R3	2,545	2,540	2,519
R2	2,524	2,524	2,517
R1	2,519	2,519	2,515	2,522
PP	2,503	2,503	2,503	2,505
S1	2,498	2,498	2,511	2,501
S2	2,482	2,482	2,509
S3	2,461	2,477	2,507
S4	2,440	2,456	2,501

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,849	2,789	2,588
R3	2,751	2,691	2,561
R2	2,653	2,653	2,552
R1	2,593	2,593	2,543	2,574
PP	2,555	2,555	2,555	2,545
S1	2,495	2,495	2,525	2,476
S2	2,457	2,457	2,516
S3	2,359	2,397	2,507
S4	2,261	2,299	2,480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,614	2,488	126	5.0%	47	1.9%	20%	False	True	448
10	2,614	2,466	148	5.9%	54	2.2%	32%	False	False	634
20	2,880	2,466	414	16.5%	53	2.1%	11%	False	False	635

Crabel Price Patterns
NR	False
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	12

Fibonacci Retracements and Extensions
4.250	2,598
2.618	2,564
1.618	2,543
1.000	2,530
0.618	2,522
HIGH	2,509
0.618	2,501
0.500	2,499
0.382	2,496
LOW	2,488
0.618	2,475
1.000	2,467
1.618	2,454
2.618	2,433
4.250	2,399

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	2,508	2,551
PP	2,503	2,538
S1	2,499	2,526

Download as Excel Spreadsheet

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

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