ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	2,488	2,525	37	1.5%	2,613
High	2,509	2,553	44	1.8%	2,614
Low	2,488	2,500	12	0.5%	2,516
Close	2,513	2,509	-4	-0.2%	2,534
Range	21	53	32	152.4%	98
ATR	63	62	-1	-1.1%	0
Volume	252	253	1	0.4%	1,990

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,680	2,647	2,538
R3	2,627	2,594	2,524
R2	2,574	2,574	2,519
R1	2,541	2,541	2,514	2,531
PP	2,521	2,521	2,521	2,516
S1	2,488	2,488	2,504	2,478
S2	2,468	2,468	2,499
S3	2,415	2,435	2,494
S4	2,362	2,382	2,480

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%	46	1.8%	17%	False	False	354
10	2,614	2,466	148	5.9%	56	2.2%	29%	False	False	533
20	2,880	2,466	414	16.5%	54	2.1%	10%	False	False	625

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,778
2.618	2,692
1.618	2,639
1.000	2,606
0.618	2,586
HIGH	2,553
0.618	2,533
0.500	2,527
0.382	2,520
LOW	2,500
0.618	2,467
1.000	2,447
1.618	2,414
2.618	2,361
4.250	2,275

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	2,527	2,521
PP	2,521	2,517
S1	2,515	2,513

Download as Excel Spreadsheet

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

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