ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	2,929	2,954	25	0.9%	2,940
High	2,944	3,000	56	1.9%	2,976
Low	2,898	2,922	24	0.8%	2,843
Close	2,942	2,984	42	1.4%	2,942
Range	46	78	32	69.6%	133
ATR	76	76	0	0.2%	0
Volume	1,711	430	-1,281	-74.9%	5,098

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,203	3,171	3,027
R3	3,125	3,093	3,005
R2	3,047	3,047	2,998
R1	3,015	3,015	2,991	3,031
PP	2,969	2,969	2,969	2,977
S1	2,937	2,937	2,977	2,953
S2	2,891	2,891	2,970
S3	2,813	2,859	2,963
S4	2,735	2,781	2,941

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	3,000	2,843	157	5.3%	76	2.6%	90%	True	False	861
10	3,000	2,773	227	7.6%	80	2.7%	93%	True	False	818
20	3,000	2,497	503	16.9%	69	2.3%	97%	True	False	792
40	3,000	2,466	534	17.9%	61	2.0%	97%	True	False	713

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,332
2.618	3,204
1.618	3,126
1.000	3,078
0.618	3,048
HIGH	3,000
0.618	2,970
0.500	2,961
0.382	2,952
LOW	2,922
0.618	2,874
1.000	2,844
1.618	2,796
2.618	2,718
4.250	2,591

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	2,976	2,964
PP	2,969	2,943
S1	2,961	2,923

Download as Excel Spreadsheet

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

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