ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	2,950	2,949	-1	0.0%	2,840
High	3,002	2,997	-5	-0.2%	3,002
Low	2,949	2,940	-9	-0.3%	2,725
Close	2,980	2,946	-34	-1.1%	2,980
Range	53	57	4	7.5%	277
ATR	85	83	-2	-2.3%	0
Volume	555	730	175	31.5%	5,790

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,132	3,096	2,977
R3	3,075	3,039	2,962
R2	3,018	3,018	2,956
R1	2,982	2,982	2,951	2,972
PP	2,961	2,961	2,961	2,956
S1	2,925	2,925	2,941	2,915
S2	2,904	2,904	2,936
S3	2,847	2,868	2,930
S4	2,790	2,811	2,915

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	9.4%	87	3.0%	80%	False	False	963
10	3,002	2,725	277	9.4%	85	2.9%	80%	False	False	1,169
20	3,004	2,725	279	9.5%	77	2.6%	79%	False	False	1,091
40	3,004	2,488	516	17.5%	70	2.4%	89%	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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,239
2.618	3,146
1.618	3,089
1.000	3,054
0.618	3,032
HIGH	2,997
0.618	2,975
0.500	2,969
0.382	2,962
LOW	2,940
0.618	2,905
1.000	2,883
1.618	2,848
2.618	2,791
4.250	2,698

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	2,969	2,951
PP	2,961	2,949
S1	2,954	2,948

Download as Excel Spreadsheet

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

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