ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	2,999	2,870	-129	-4.3%	2,949
High	3,000	2,870	-130	-4.3%	3,039
Low	2,792	2,796	4	0.1%	2,792
Close	2,842	2,819	-23	-0.8%	2,819
Range	208	74	-134	-64.4%	247
ATR	91	90	-1	-1.3%	0
Volume	813	1,073	260	32.0%	4,756

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,050	3,009	2,860
R3	2,976	2,935	2,839
R2	2,902	2,902	2,833
R1	2,861	2,861	2,826	2,845
PP	2,828	2,828	2,828	2,820
S1	2,787	2,787	2,812	2,771
S2	2,754	2,754	2,805
S3	2,680	2,713	2,799
S4	2,606	2,639	2,778

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,624	3,469	2,955
R3	3,377	3,222	2,887
R2	3,130	3,130	2,864
R1	2,975	2,975	2,842	2,929
PP	2,883	2,883	2,883	2,861
S1	2,728	2,728	2,796	2,682
S2	2,636	2,636	2,774
S3	2,389	2,481	2,751
S4	2,142	2,234	2,683

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	8.8%	93	3.3%	11%	False	False	951
10	3,039	2,725	314	11.1%	95	3.4%	30%	False	False	1,054
20	3,039	2,725	314	11.1%	83	2.9%	30%	False	False	1,099
40	3,039	2,488	551	19.5%	75	2.6%	60%	False	False	941
60	3,039	2,466	573	20.3%	68	2.4%	62%	False	False	842

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,185
2.618	3,064
1.618	2,990
1.000	2,944
0.618	2,916
HIGH	2,870
0.618	2,842
0.500	2,833
0.382	2,824
LOW	2,796
0.618	2,750
1.000	2,722
1.618	2,676
2.618	2,602
4.250	2,482

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	2,833	2,903
PP	2,828	2,875
S1	2,824	2,847

Download as Excel Spreadsheet

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

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