ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	2,870	2,800	-70	-2.4%	2,949
High	2,870	2,866	-4	-0.1%	3,039
Low	2,796	2,784	-12	-0.4%	2,792
Close	2,819	2,815	-4	-0.1%	2,819
Range	74	82	8	10.8%	247
ATR	90	89	-1	-0.6%	0
Volume	1,073	564	-509	-47.4%	4,756

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,068	3,023	2,860
R3	2,986	2,941	2,838
R2	2,904	2,904	2,830
R1	2,859	2,859	2,823	2,882
PP	2,822	2,822	2,822	2,833
S1	2,777	2,777	2,807	2,800
S2	2,740	2,740	2,800
S3	2,658	2,695	2,792
S4	2,576	2,613	2,770

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	2,784	255	9.1%	98	3.5%	12%	False	True	918
10	3,039	2,725	314	11.2%	93	3.3%	29%	False	False	940
20	3,039	2,725	314	11.2%	83	2.9%	29%	False	False	1,105
40	3,039	2,497	542	19.3%	76	2.7%	59%	False	False	949
60	3,039	2,466	573	20.4%	68	2.4%	61%	False	False	844

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,215
2.618	3,081
1.618	2,999
1.000	2,948
0.618	2,917
HIGH	2,866
0.618	2,835
0.500	2,825
0.382	2,815
LOW	2,784
0.618	2,733
1.000	2,702
1.618	2,651
2.618	2,569
4.250	2,436

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	2,825	2,892
PP	2,822	2,866
S1	2,818	2,841

Download as Excel Spreadsheet

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

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