ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	2,778	2,825	47	1.7%	2,702
High	2,819	2,917	98	3.5%	2,819
Low	2,760	2,825	65	2.4%	2,679
Close	2,798	2,900	102	3.6%	2,798
Range	59	92	33	55.9%	140
ATR	65	68	4	6.0%	0
Volume	416	674	258	62.0%	4,521

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,157	3,120	2,951
R3	3,065	3,028	2,925
R2	2,973	2,973	2,917
R1	2,936	2,936	2,908	2,955
PP	2,881	2,881	2,881	2,890
S1	2,844	2,844	2,892	2,863
S2	2,789	2,789	2,883
S3	2,697	2,752	2,875
S4	2,605	2,660	2,849

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	2,917	2,700	217	7.5%	50	1.7%	92%	True	False	801
10	2,917	2,497	420	14.5%	59	2.0%	96%	True	False	765
20	2,917	2,466	451	15.6%	57	2.0%	96%	True	False	699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	3,308
2.618	3,158
1.618	3,066
1.000	3,009
0.618	2,974
HIGH	2,917
0.618	2,882
0.500	2,871
0.382	2,860
LOW	2,825
0.618	2,768
1.000	2,733
1.618	2,676
2.618	2,584
4.250	2,434

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	2,890	2,870
PP	2,881	2,839
S1	2,871	2,809

Download as Excel Spreadsheet

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

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