ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	2,949	2,973	24	0.8%	2,840
High	2,997	3,039	42	1.4%	3,002
Low	2,940	2,961	21	0.7%	2,725
Close	2,946	3,023	77	2.6%	2,980
Range	57	78	21	36.8%	277
ATR	83	84	1	0.9%	0
Volume	730	490	-240	-32.9%	5,790

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,242	3,210	3,066
R3	3,164	3,132	3,044
R2	3,086	3,086	3,037
R1	3,054	3,054	3,030	3,070
PP	3,008	3,008	3,008	3,016
S1	2,976	2,976	3,016	2,992
S2	2,930	2,930	3,009
S3	2,852	2,898	3,002
S4	2,774	2,820	2,980

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	3,039	2,731	308	10.2%	90	3.0%	95%	True	False	877
10	3,039	2,725	314	10.4%	85	2.8%	95%	True	False	1,161
20	3,039	2,725	314	10.4%	78	2.6%	95%	True	False	1,081
40	3,039	2,488	551	18.2%	70	2.3%	97%	True	False	884

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,371
2.618	3,243
1.618	3,165
1.000	3,117
0.618	3,087
HIGH	3,039
0.618	3,009
0.500	3,000
0.382	2,991
LOW	2,961
0.618	2,913
1.000	2,883
1.618	2,835
2.618	2,757
4.250	2,630

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	3,015	3,012
PP	3,008	3,001
S1	3,000	2,990

Download as Excel Spreadsheet

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

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