ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	2,891	2,940	49	1.7%	2,825
High	2,950	2,962	12	0.4%	2,950
Low	2,875	2,906	31	1.1%	2,773
Close	2,940	2,908	-32	-1.1%	2,940
Range	75	56	-19	-25.3%	177
ATR	77	76	-2	-2.0%	0
Volume	493	1,221	728	147.7%	3,333

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,093	3,057	2,939
R3	3,037	3,001	2,923
R2	2,981	2,981	2,918
R1	2,945	2,945	2,913	2,935
PP	2,925	2,925	2,925	2,921
S1	2,889	2,889	2,903	2,879
S2	2,869	2,869	2,898
S3	2,813	2,833	2,893
S4	2,757	2,777	2,877

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,419	3,356	3,037
R3	3,242	3,179	2,989
R2	3,065	3,065	2,972
R1	3,002	3,002	2,956	3,034
PP	2,888	2,888	2,888	2,903
S1	2,825	2,825	2,924	2,857
S2	2,711	2,711	2,908
S3	2,534	2,648	2,891
S4	2,357	2,471	2,843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,962	2,773	189	6.5%	83	2.9%	71%	True	False	776
10	2,962	2,700	262	9.0%	67	2.3%	79%	True	False	788
20	2,962	2,488	474	16.3%	62	2.1%	89%	True	False	688

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,200
2.618	3,109
1.618	3,053
1.000	3,018
0.618	2,997
HIGH	2,962
0.618	2,941
0.500	2,934
0.382	2,927
LOW	2,906
0.618	2,871
1.000	2,850
1.618	2,815
2.618	2,759
4.250	2,668

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	2,934	2,902
PP	2,925	2,897
S1	2,917	2,891

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

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