ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	2,737	2,778	41	1.5%	2,702
High	2,737	2,819	82	3.0%	2,819
Low	2,700	2,760	60	2.2%	2,679
Close	2,721	2,798	77	2.8%	2,798
Range	37	59	22	59.5%	140
ATR	62	65	3	4.2%	0
Volume	1,118	416	-702	-62.8%	4,521

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,969	2,943	2,830
R3	2,910	2,884	2,814
R2	2,851	2,851	2,809
R1	2,825	2,825	2,803	2,838
PP	2,792	2,792	2,792	2,799
S1	2,766	2,766	2,793	2,779
S2	2,733	2,733	2,787
S3	2,674	2,707	2,782
S4	2,615	2,648	2,766

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,185	3,132	2,875
R3	3,045	2,992	2,837
R2	2,905	2,905	2,824
R1	2,852	2,852	2,811	2,879
PP	2,765	2,765	2,765	2,779
S1	2,712	2,712	2,785	2,739
S2	2,625	2,625	2,772
S3	2,485	2,572	2,760
S4	2,345	2,432	2,721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,819	2,679	140	5.0%	38	1.4%	85%	True	False	904
10	2,819	2,488	331	11.8%	52	1.9%	94%	True	False	723
20	2,819	2,466	353	12.6%	54	1.9%	94%	True	False	729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,070
2.618	2,973
1.618	2,914
1.000	2,878
0.618	2,855
HIGH	2,819
0.618	2,796
0.500	2,790
0.382	2,783
LOW	2,760
0.618	2,724
1.000	2,701
1.618	2,665
2.618	2,606
4.250	2,509

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	2,795	2,785
PP	2,792	2,772
S1	2,790	2,760

Download as Excel Spreadsheet

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

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