ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	2,916	2,866	-50	-1.7%	2,954
High	2,925	2,895	-30	-1.0%	3,004
Low	2,866	2,847	-19	-0.7%	2,847
Close	2,868	2,888	20	0.7%	2,888
Range	59	48	-11	-18.6%	157
ATR	74	73	-2	-2.5%	0
Volume	1,554	214	-1,340	-86.2%	4,205

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,021	3,002	2,914
R3	2,973	2,954	2,901
R2	2,925	2,925	2,897
R1	2,906	2,906	2,892	2,916
PP	2,877	2,877	2,877	2,881
S1	2,858	2,858	2,884	2,868
S2	2,829	2,829	2,879
S3	2,781	2,810	2,875
S4	2,733	2,762	2,862

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,384	3,293	2,974
R3	3,227	3,136	2,931
R2	3,070	3,070	2,917
R1	2,979	2,979	2,902	2,946
PP	2,913	2,913	2,913	2,897
S1	2,822	2,822	2,874	2,789
S2	2,756	2,756	2,859
S3	2,599	2,665	2,845
S4	2,442	2,508	2,802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,004	2,847	157	5.4%	65	2.2%	26%	False	True	841
10	3,004	2,843	161	5.6%	68	2.4%	28%	False	False	930
20	3,004	2,679	325	11.3%	66	2.3%	64%	False	False	857
40	3,004	2,466	538	18.6%	63	2.2%	78%	False	False	767

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	17
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,099
2.618	3,021
1.618	2,973
1.000	2,943
0.618	2,925
HIGH	2,895
0.618	2,877
0.500	2,871
0.382	2,865
LOW	2,847
0.618	2,817
1.000	2,799
1.618	2,769
2.618	2,721
4.250	2,643

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	2,882	2,920
PP	2,877	2,909
S1	2,871	2,899

Download as Excel Spreadsheet

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

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