ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	2,800	2,846	46	1.6%	2,949
High	2,866	2,879	13	0.5%	3,039
Low	2,784	2,824	40	1.4%	2,792
Close	2,815	2,849	34	1.2%	2,819
Range	82	55	-27	-32.9%	247
ATR	89	87	-2	-2.0%	0
Volume	564	765	201	35.6%	4,756

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,016	2,987	2,879
R3	2,961	2,932	2,864
R2	2,906	2,906	2,859
R1	2,877	2,877	2,854	2,892
PP	2,851	2,851	2,851	2,858
S1	2,822	2,822	2,844	2,837
S2	2,796	2,796	2,839
S3	2,741	2,767	2,834
S4	2,686	2,712	2,819

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	3,013	2,784	229	8.0%	93	3.3%	28%	False	False	973
10	3,039	2,731	308	10.8%	92	3.2%	38%	False	False	925
20	3,039	2,725	314	11.0%	83	2.9%	39%	False	False	1,110
40	3,039	2,497	542	19.0%	76	2.7%	65%	False	False	961
60	3,039	2,466	573	20.1%	69	2.4%	67%	False	False	849

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,113
2.618	3,023
1.618	2,968
1.000	2,934
0.618	2,913
HIGH	2,879
0.618	2,858
0.500	2,852
0.382	2,845
LOW	2,824
0.618	2,790
1.000	2,769
1.618	2,735
2.618	2,680
4.250	2,590

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	2,852	2,843
PP	2,851	2,837
S1	2,850	2,832

Download as Excel Spreadsheet

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

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