ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	2,702	2,744	42	1.6%	2,488
High	2,712	2,766	54	2.0%	2,712
Low	2,679	2,738	59	2.2%	2,488
Close	2,702	2,765	63	2.3%	2,687
Range	33	28	-5	-15.2%	224
ATR	64	64	0	0.0%	0
Volume	1,186	339	-847	-71.4%	2,713

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,840	2,831	2,780
R3	2,812	2,803	2,773
R2	2,784	2,784	2,770
R1	2,775	2,775	2,768	2,780
PP	2,756	2,756	2,756	2,759
S1	2,747	2,747	2,762	2,752
S2	2,728	2,728	2,760
S3	2,700	2,719	2,757
S4	2,672	2,691	2,750

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	2,766	2,497	269	9.7%	63	2.3%	100%	True	False	746
10	2,766	2,488	278	10.1%	55	2.0%	100%	True	False	550
20	2,766	2,466	300	10.8%	55	2.0%	100%	True	False	667

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,885
2.618	2,839
1.618	2,811
1.000	2,794
0.618	2,783
HIGH	2,766
0.618	2,755
0.500	2,752
0.382	2,749
LOW	2,738
0.618	2,721
1.000	2,710
1.618	2,693
2.618	2,665
4.250	2,619

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	2,761	2,750
PP	2,756	2,734
S1	2,752	2,719

Download as Excel Spreadsheet

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

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