ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	2,744	2,750	6	0.2%	2,488
High	2,766	2,784	18	0.7%	2,712
Low	2,738	2,750	12	0.4%	2,488
Close	2,765	2,761	-4	-0.1%	2,687
Range	28	34	6	21.4%	224
ATR	64	62	-2	-3.4%	0
Volume	339	1,462	1,123	331.3%	2,713

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,867	2,848	2,780
R3	2,833	2,814	2,770
R2	2,799	2,799	2,767
R1	2,780	2,780	2,764	2,790
PP	2,765	2,765	2,765	2,770
S1	2,746	2,746	2,758	2,756
S2	2,731	2,731	2,755
S3	2,697	2,712	2,752
S4	2,663	2,678	2,742

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	2,784	2,562	222	8.0%	54	1.9%	90%	True	False	993
10	2,784	2,488	296	10.7%	51	1.8%	92%	True	False	687
20	2,784	2,466	318	11.5%	55	2.0%	93%	True	False	717

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,929
2.618	2,873
1.618	2,839
1.000	2,818
0.618	2,805
HIGH	2,784
0.618	2,771
0.500	2,767
0.382	2,763
LOW	2,750
0.618	2,729
1.000	2,716
1.618	2,695
2.618	2,661
4.250	2,606

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	2,767	2,751
PP	2,765	2,741
S1	2,763	2,732

Download as Excel Spreadsheet

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

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