ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	2,910	2,950	40	1.4%	2,840
High	2,942	3,002	60	2.0%	3,002
Low	2,900	2,949	49	1.7%	2,725
Close	2,936	2,980	44	1.5%	2,980
Range	42	53	11	26.2%	277
ATR	86	85	-1	-1.7%	0
Volume	1,307	555	-752	-57.5%	5,790

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,136	3,111	3,009
R3	3,083	3,058	2,995
R2	3,030	3,030	2,990
R1	3,005	3,005	2,985	3,018
PP	2,977	2,977	2,977	2,983
S1	2,952	2,952	2,975	2,965
S2	2,924	2,924	2,970
S3	2,871	2,899	2,965
S4	2,818	2,846	2,951

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,733	3,634	3,132
R3	3,456	3,357	3,056
R2	3,179	3,179	3,031
R1	3,080	3,080	3,005	3,130
PP	2,902	2,902	2,902	2,927
S1	2,803	2,803	2,955	2,853
S2	2,625	2,625	2,929
S3	2,348	2,526	2,904
S4	2,071	2,249	2,828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,002	2,725	277	9.3%	96	3.2%	92%	True	False	1,158
10	3,002	2,725	277	9.3%	86	2.9%	92%	True	False	1,302
20	3,004	2,725	279	9.4%	77	2.6%	91%	False	False	1,116
40	3,004	2,488	516	17.3%	70	2.3%	95%	False	False	890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,227
2.618	3,141
1.618	3,088
1.000	3,055
0.618	3,035
HIGH	3,002
0.618	2,982
0.500	2,976
0.382	2,969
LOW	2,949
0.618	2,916
1.000	2,896
1.618	2,863
2.618	2,810
4.250	2,724

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	2,979	2,942
PP	2,977	2,904
S1	2,976	2,867

Download as Excel Spreadsheet

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

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