ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	2,971	2,974	3	0.1%	2,940
High	3,004	2,992	-12	-0.4%	2,976
Low	2,947	2,910	-37	-1.3%	2,843
Close	3,000	2,917	-83	-2.8%	2,942
Range	57	82	25	43.9%	133
ATR	75	76	1	1.5%	0
Volume	667	1,340	673	100.9%	5,098

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,186	3,133	2,962
R3	3,104	3,051	2,940
R2	3,022	3,022	2,932
R1	2,969	2,969	2,925	2,955
PP	2,940	2,940	2,940	2,932
S1	2,887	2,887	2,909	2,873
S2	2,858	2,858	2,902
S3	2,776	2,805	2,894
S4	2,694	2,723	2,872

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	3,004	2,846	158	5.4%	75	2.6%	45%	False	False	914
10	3,004	2,820	184	6.3%	78	2.7%	53%	False	False	903
20	3,004	2,562	442	15.2%	70	2.4%	80%	False	False	868
40	3,004	2,466	538	18.4%	62	2.1%	84%	False	False	742

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	16
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,341
2.618	3,207
1.618	3,125
1.000	3,074
0.618	3,043
HIGH	2,992
0.618	2,961
0.500	2,951
0.382	2,941
LOW	2,910
0.618	2,859
1.000	2,828
1.618	2,777
2.618	2,695
4.250	2,562

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	2,951	2,957
PP	2,940	2,944
S1	2,928	2,930

Download as Excel Spreadsheet

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

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