ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	2,926	2,840	-86	-2.9%	2,954
High	2,926	2,925	-1	0.0%	3,004
Low	2,848	2,835	-13	-0.5%	2,847
Close	2,880	2,923	43	1.5%	2,888
Range	78	90	12	15.4%	157
ATR	76	77	1	1.3%	0
Volume	575	1,681	1,106	192.3%	4,205

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,164	3,134	2,973
R3	3,074	3,044	2,948
R2	2,984	2,984	2,940
R1	2,954	2,954	2,931	2,969
PP	2,894	2,894	2,894	2,902
S1	2,864	2,864	2,915	2,879
S2	2,804	2,804	2,907
S3	2,714	2,774	2,898
S4	2,624	2,684	2,874

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	2,978	2,835	143	4.9%	69	2.4%	62%	False	True	1,215
10	3,004	2,835	169	5.8%	72	2.5%	52%	False	True	1,065
20	3,004	2,700	304	10.4%	73	2.5%	73%	False	False	924
40	3,004	2,466	538	18.4%	64	2.2%	85%	False	False	820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	3,308
2.618	3,161
1.618	3,071
1.000	3,015
0.618	2,981
HIGH	2,925
0.618	2,891
0.500	2,880
0.382	2,869
LOW	2,835
0.618	2,779
1.000	2,745
1.618	2,689
2.618	2,599
4.250	2,453

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	2,909	2,918
PP	2,894	2,912
S1	2,880	2,907

Download as Excel Spreadsheet

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

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