ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	2,672	2,702	30	1.1%	2,488
High	2,712	2,712	0	0.0%	2,712
Low	2,672	2,679	7	0.3%	2,488
Close	2,687	2,702	15	0.6%	2,687
Range	40	33	-7	-17.5%	224
ATR	67	64	-2	-3.6%	0
Volume	1,333	1,186	-147	-11.0%	2,713

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,797	2,782	2,720
R3	2,764	2,749	2,711
R2	2,731	2,731	2,708
R1	2,716	2,716	2,705	2,719
PP	2,698	2,698	2,698	2,699
S1	2,683	2,683	2,699	2,686
S2	2,665	2,665	2,696
S3	2,632	2,650	2,693
S4	2,599	2,617	2,684

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,301	3,218	2,810
R3	3,077	2,994	2,749
R2	2,853	2,853	2,728
R1	2,770	2,770	2,708	2,812
PP	2,629	2,629	2,629	2,650
S1	2,546	2,546	2,666	2,588
S2	2,405	2,405	2,646
S3	2,181	2,322	2,625
S4	1,957	2,098	2,564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,712	2,497	215	8.0%	68	2.5%	95%	True	False	729
10	2,712	2,488	224	8.3%	57	2.1%	96%	True	False	588
20	2,756	2,466	290	10.7%	59	2.2%	81%	False	False	693

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,852
2.618	2,798
1.618	2,765
1.000	2,745
0.618	2,732
HIGH	2,712
0.618	2,699
0.500	2,696
0.382	2,692
LOW	2,679
0.618	2,659
1.000	2,646
1.618	2,626
2.618	2,593
4.250	2,539

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	2,700	2,680
PP	2,698	2,659
S1	2,696	2,637

Download as Excel Spreadsheet

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

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