ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	2,909	2,926	17	0.6%	2,954
High	2,978	2,926	-52	-1.7%	3,004
Low	2,909	2,848	-61	-2.1%	2,847
Close	2,952	2,880	-72	-2.4%	2,888
Range	69	78	9	13.0%	157
ATR	74	76	2	2.9%	0
Volume	2,055	575	-1,480	-72.0%	4,205

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,119	3,077	2,923
R3	3,041	2,999	2,901
R2	2,963	2,963	2,894
R1	2,921	2,921	2,887	2,903
PP	2,885	2,885	2,885	2,876
S1	2,843	2,843	2,873	2,825
S2	2,807	2,807	2,866
S3	2,729	2,765	2,859
S4	2,651	2,687	2,837

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	2,992	2,847	145	5.0%	67	2.3%	23%	False	False	1,147
10	3,004	2,843	161	5.6%	71	2.5%	23%	False	False	1,001
20	3,004	2,700	304	10.6%	71	2.4%	59%	False	False	913
40	3,004	2,466	538	18.7%	63	2.2%	77%	False	False	790

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	13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,258
2.618	3,130
1.618	3,052
1.000	3,004
0.618	2,974
HIGH	2,926
0.618	2,896
0.500	2,887
0.382	2,878
LOW	2,848
0.618	2,800
1.000	2,770
1.618	2,722
2.618	2,644
4.250	2,517

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	2,887	2,913
PP	2,885	2,902
S1	2,882	2,891

Download as Excel Spreadsheet

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

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