ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	2,840	2,934	94	3.3%	2,954
High	2,925	2,985	60	2.1%	3,004
Low	2,835	2,934	99	3.5%	2,847
Close	2,923	2,956	33	1.1%	2,888
Range	90	51	-39	-43.3%	157
ATR	77	76	-1	-1.4%	0
Volume	1,681	2,092	411	24.4%	4,205

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,111	3,085	2,984
R3	3,060	3,034	2,970
R2	3,009	3,009	2,965
R1	2,983	2,983	2,961	2,996
PP	2,958	2,958	2,958	2,965
S1	2,932	2,932	2,951	2,945
S2	2,907	2,907	2,947
S3	2,856	2,881	2,942
S4	2,805	2,830	2,928

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	2,985	2,835	150	5.1%	67	2.3%	81%	True	False	1,323
10	3,004	2,835	169	5.7%	66	2.2%	72%	False	False	1,231
20	3,004	2,760	244	8.3%	74	2.5%	80%	False	False	972
40	3,004	2,466	538	18.2%	63	2.1%	91%	False	False	860

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,202
2.618	3,119
1.618	3,068
1.000	3,036
0.618	3,017
HIGH	2,985
0.618	2,966
0.500	2,960
0.382	2,953
LOW	2,934
0.618	2,902
1.000	2,883
1.618	2,851
2.618	2,800
4.250	2,717

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	2,960	2,941
PP	2,958	2,925
S1	2,957	2,910

Download as Excel Spreadsheet

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

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