ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	2,886	2,821	-65	-2.3%	2,702
High	2,890	2,949	59	2.0%	2,819
Low	2,773	2,820	47	1.7%	2,679
Close	2,788	2,919	131	4.7%	2,798
Range	117	129	12	10.3%	140
ATR	71	77	6	9.1%	0
Volume	597	1,010	413	69.2%	4,521

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,283	3,230	2,990
R3	3,154	3,101	2,954
R2	3,025	3,025	2,943
R1	2,972	2,972	2,931	2,999
PP	2,896	2,896	2,896	2,909
S1	2,843	2,843	2,907	2,870
S2	2,767	2,767	2,895
S3	2,638	2,714	2,884
S4	2,509	2,585	2,848

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	2,949	2,760	189	6.5%	87	3.0%	84%	True	False	651
10	2,949	2,672	277	9.5%	61	2.1%	89%	True	False	869
20	2,949	2,466	483	16.5%	65	2.2%	94%	True	False	660

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 10 trading days

Fibonacci Retracements and Extensions
4.250	3,497
2.618	3,287
1.618	3,158
1.000	3,078
0.618	3,029
HIGH	2,949
0.618	2,900
0.500	2,885
0.382	2,869
LOW	2,820
0.618	2,740
1.000	2,691
1.618	2,611
2.618	2,482
4.250	2,272

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	2,908	2,900
PP	2,896	2,880
S1	2,885	2,861

Download as Excel Spreadsheet

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

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