ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	3,013	2,999	-14	-0.5%	2,840
High	3,013	3,000	-13	-0.4%	3,002
Low	2,965	2,792	-173	-5.8%	2,725
Close	2,972	2,842	-130	-4.4%	2,980
Range	48	208	160	333.3%	277
ATR	82	91	9	11.0%	0
Volume	1,650	813	-837	-50.7%	5,790

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,502	3,380	2,956
R3	3,294	3,172	2,899
R2	3,086	3,086	2,880
R1	2,964	2,964	2,861	2,921
PP	2,878	2,878	2,878	2,857
S1	2,756	2,756	2,823	2,713
S2	2,670	2,670	2,804
S3	2,462	2,548	2,785
S4	2,254	2,340	2,728

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	2,792	247	8.7%	89	3.1%	20%	False	True	847
10	3,039	2,725	314	11.0%	97	3.4%	37%	False	False	1,030
20	3,039	2,725	314	11.0%	81	2.9%	37%	False	False	1,131
40	3,039	2,488	551	19.4%	73	2.6%	64%	False	False	920
60	3,039	2,466	573	20.2%	68	2.4%	66%	False	False	829

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

Fibonacci Retracements and Extensions
4.250	3,884
2.618	3,545
1.618	3,337
1.000	3,208
0.618	3,129
HIGH	3,000
0.618	2,921
0.500	2,896
0.382	2,871
LOW	2,792
0.618	2,663
1.000	2,584
1.618	2,455
2.618	2,247
4.250	1,908

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	2,896	2,916
PP	2,878	2,891
S1	2,860	2,867

Download as Excel Spreadsheet

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

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