ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	2,973	3,013	40	1.3%	2,840
High	3,039	3,013	-26	-0.9%	3,002
Low	2,961	2,965	4	0.1%	2,725
Close	3,023	2,972	-51	-1.7%	2,980
Range	78	48	-30	-38.5%	277
ATR	84	82	-2	-2.2%	0
Volume	490	1,650	1,160	236.7%	5,790

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,127	3,098	2,998
R3	3,079	3,050	2,985
R2	3,031	3,031	2,981
R1	3,002	3,002	2,976	2,993
PP	2,983	2,983	2,983	2,979
S1	2,954	2,954	2,968	2,945
S2	2,935	2,935	2,963
S3	2,887	2,906	2,959
S4	2,839	2,858	2,946

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	2,900	139	4.7%	56	1.9%	52%	False	False	946
10	3,039	2,725	314	10.6%	81	2.7%	79%	False	False	1,158
20	3,039	2,725	314	10.6%	76	2.6%	79%	False	False	1,111
40	3,039	2,488	551	18.5%	70	2.3%	88%	False	False	923

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,217
2.618	3,139
1.618	3,091
1.000	3,061
0.618	3,043
HIGH	3,013
0.618	2,995
0.500	2,989
0.382	2,983
LOW	2,965
0.618	2,935
1.000	2,917
1.618	2,887
2.618	2,839
4.250	2,761

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	2,989	2,990
PP	2,983	2,984
S1	2,978	2,978

Download as Excel Spreadsheet

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

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