ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	2,855	2,929	74	2.6%	2,940
High	2,956	2,944	-12	-0.4%	2,976
Low	2,846	2,898	52	1.8%	2,843
Close	2,946	2,942	-4	-0.1%	2,942
Range	110	46	-64	-58.2%	133
ATR	78	76	-2	-2.7%	0
Volume	424	1,711	1,287	303.5%	5,098

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,066	3,050	2,967
R3	3,020	3,004	2,955
R2	2,974	2,974	2,950
R1	2,958	2,958	2,946	2,966
PP	2,928	2,928	2,928	2,932
S1	2,912	2,912	2,938	2,920
S2	2,882	2,882	2,934
S3	2,836	2,866	2,929
S4	2,790	2,820	2,917

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,319	3,264	3,015
R3	3,186	3,131	2,979
R2	3,053	3,053	2,966
R1	2,998	2,998	2,954	3,026
PP	2,920	2,920	2,920	2,934
S1	2,865	2,865	2,930	2,893
S2	2,787	2,787	2,918
S3	2,654	2,732	2,905
S4	2,521	2,599	2,869

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%	72	2.4%	74%	False	False	1,019
10	2,976	2,773	203	6.9%	81	2.8%	83%	False	False	843
20	2,976	2,488	488	16.6%	66	2.3%	93%	False	False	783
40	2,976	2,466	510	17.3%	61	2.1%	93%	False	False	714

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

Fibonacci Retracements and Extensions
4.250	3,140
2.618	3,064
1.618	3,018
1.000	2,990
0.618	2,972
HIGH	2,944
0.618	2,926
0.500	2,921
0.382	2,916
LOW	2,898
0.618	2,870
1.000	2,852
1.618	2,824
2.618	2,778
4.250	2,703

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	2,935	2,928
PP	2,928	2,914
S1	2,921	2,900

Download as Excel Spreadsheet

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

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