ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	2,881	2,886	5	0.2%	2,702
High	2,911	2,890	-21	-0.7%	2,819
Low	2,873	2,773	-100	-3.5%	2,679
Close	2,903	2,788	-115	-4.0%	2,798
Range	38	117	79	207.9%	140
ATR	66	71	5	6.9%	0
Volume	559	597	38	6.8%	4,521

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,168	3,095	2,852
R3	3,051	2,978	2,820
R2	2,934	2,934	2,809
R1	2,861	2,861	2,799	2,839
PP	2,817	2,817	2,817	2,806
S1	2,744	2,744	2,777	2,722
S2	2,700	2,700	2,767
S3	2,583	2,627	2,756
S4	2,466	2,510	2,724

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	7.8%	69	2.5%	41%	False	False	672
10	2,917	2,562	355	12.7%	61	2.2%	64%	False	False	833
20	2,917	2,466	451	16.2%	61	2.2%	71%	False	False	632

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	5
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3,387
2.618	3,196
1.618	3,079
1.000	3,007
0.618	2,962
HIGH	2,890
0.618	2,845
0.500	2,832
0.382	2,818
LOW	2,773
0.618	2,701
1.000	2,656
1.618	2,584
2.618	2,467
4.250	2,276

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	2,832	2,845
PP	2,817	2,826
S1	2,803	2,807

Download as Excel Spreadsheet

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

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