ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	2,930	2,922	-8	-0.3%	2,825
High	2,976	2,922	-54	-1.8%	2,950
Low	2,908	2,843	-65	-2.2%	2,773
Close	2,922	2,845	-77	-2.6%	2,940
Range	68	79	11	16.2%	177
ATR	75	75	0	0.4%	0
Volume	697	1,045	348	49.9%	3,333

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,107	3,055	2,888
R3	3,028	2,976	2,867
R2	2,949	2,949	2,859
R1	2,897	2,897	2,852	2,884
PP	2,870	2,870	2,870	2,863
S1	2,818	2,818	2,838	2,805
S2	2,791	2,791	2,831
S3	2,712	2,739	2,823
S4	2,633	2,660	2,802

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	2,976	2,820	156	5.5%	81	2.9%	16%	False	False	893
10	2,976	2,700	276	9.7%	75	2.6%	53%	False	False	783
20	2,976	2,488	488	17.2%	63	2.2%	73%	False	False	735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,258
2.618	3,129
1.618	3,050
1.000	3,001
0.618	2,971
HIGH	2,922
0.618	2,892
0.500	2,883
0.382	2,873
LOW	2,843
0.618	2,794
1.000	2,764
1.618	2,715
2.618	2,636
4.250	2,507

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	2,883	2,910
PP	2,870	2,888
S1	2,858	2,867

Download as Excel Spreadsheet

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

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