ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	2,934	2,950	16	0.5%	2,909
High	2,985	2,960	-25	-0.8%	2,985
Low	2,934	2,865	-69	-2.4%	2,835
Close	2,956	2,867	-89	-3.0%	2,867
Range	51	95	44	86.3%	150
ATR	76	77	1	1.8%	0
Volume	2,092	829	-1,263	-60.4%	7,232

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,182	3,120	2,919
R3	3,087	3,025	2,893
R2	2,992	2,992	2,884
R1	2,930	2,930	2,876	2,914
PP	2,897	2,897	2,897	2,889
S1	2,835	2,835	2,858	2,819
S2	2,802	2,802	2,850
S3	2,707	2,740	2,841
S4	2,612	2,645	2,815

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,346	3,256	2,950
R3	3,196	3,106	2,908
R2	3,046	3,046	2,895
R1	2,956	2,956	2,881	2,926
PP	2,896	2,896	2,896	2,881
S1	2,806	2,806	2,853	2,776
S2	2,746	2,746	2,840
S3	2,596	2,656	2,826
S4	2,446	2,506	2,785

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	5.2%	77	2.7%	21%	False	False	1,446
10	3,004	2,835	169	5.9%	71	2.5%	19%	False	False	1,143
20	3,004	2,773	231	8.1%	76	2.6%	41%	False	False	993
40	3,004	2,466	538	18.8%	65	2.3%	75%	False	False	861

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	12
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,364
2.618	3,209
1.618	3,114
1.000	3,055
0.618	3,019
HIGH	2,960
0.618	2,924
0.500	2,913
0.382	2,901
LOW	2,865
0.618	2,806
1.000	2,770
1.618	2,711
2.618	2,616
4.250	2,461

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	2,913	2,910
PP	2,897	2,896
S1	2,882	2,881

Download as Excel Spreadsheet

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

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