ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 08-Jul-2009

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	2,525	2,497	-28	-1.1%	2,613
High	2,553	2,577	24	0.9%	2,614
Low	2,500	2,497	-3	-0.1%	2,516
Close	2,509	2,575	66	2.6%	2,534
Range	53	80	27	50.9%	98
ATR	62	64	1	2.0%	0
Volume	253	226	-27	-10.7%	1,990

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,790	2,762	2,619
R3	2,710	2,682	2,597
R2	2,630	2,630	2,590
R1	2,602	2,602	2,582	2,616
PP	2,550	2,550	2,550	2,557
S1	2,522	2,522	2,568	2,536
S2	2,470	2,470	2,560
S3	2,390	2,442	2,553
S4	2,310	2,362	2,531

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	4.9%	48	1.8%	69%	False	False	381
10	2,614	2,466	148	5.7%	62	2.4%	74%	False	False	431
20	2,880	2,466	414	16.1%	55	2.1%	26%	False	False	616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,917
2.618	2,786
1.618	2,706
1.000	2,657
0.618	2,626
HIGH	2,577
0.618	2,546
0.500	2,537
0.382	2,528
LOW	2,497
0.618	2,448
1.000	2,417
1.618	2,368
2.618	2,288
4.250	2,157

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	2,562	2,561
PP	2,550	2,547
S1	2,537	2,533

Download as Excel Spreadsheet

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

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