ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	2,922	2,855	-67	-2.3%	2,825
High	2,922	2,956	34	1.2%	2,950
Low	2,843	2,846	3	0.1%	2,773
Close	2,845	2,946	101	3.6%	2,940
Range	79	110	31	39.2%	177
ATR	75	78	3	3.4%	0
Volume	1,045	424	-621	-59.4%	3,333

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,246	3,206	3,007
R3	3,136	3,096	2,976
R2	3,026	3,026	2,966
R1	2,986	2,986	2,956	3,006
PP	2,916	2,916	2,916	2,926
S1	2,876	2,876	2,936	2,896
S2	2,806	2,806	2,926
S3	2,696	2,766	2,916
S4	2,586	2,656	2,886

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	2,843	133	4.5%	78	2.6%	77%	False	False	776
10	2,976	2,760	216	7.3%	82	2.8%	86%	False	False	713
20	2,976	2,488	488	16.6%	65	2.2%	94%	False	False	709
40	2,976	2,466	510	17.3%	61	2.1%	94%	False	False	679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,424
2.618	3,244
1.618	3,134
1.000	3,066
0.618	3,024
HIGH	2,956
0.618	2,914
0.500	2,901
0.382	2,888
LOW	2,846
0.618	2,778
1.000	2,736
1.618	2,668
2.618	2,558
4.250	2,379

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	2,931	2,934
PP	2,916	2,922
S1	2,901	2,910

Download as Excel Spreadsheet

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

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