ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	2,846	2,885	39	1.4%	2,949
High	2,879	2,964	85	3.0%	3,039
Low	2,824	2,848	24	0.8%	2,792
Close	2,849	2,961	112	3.9%	2,819
Range	55	116	61	110.9%	247
ATR	87	89	2	2.4%	0
Volume	765	2,470	1,705	222.9%	4,756

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,272	3,233	3,025
R3	3,156	3,117	2,993
R2	3,040	3,040	2,982
R1	3,001	3,001	2,972	3,021
PP	2,924	2,924	2,924	2,934
S1	2,885	2,885	2,950	2,905
S2	2,808	2,808	2,940
S3	2,692	2,769	2,929
S4	2,576	2,653	2,897

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	3,000	2,784	216	7.3%	107	3.6%	82%	False	False	1,137
10	3,039	2,784	255	8.6%	81	2.7%	69%	False	False	1,041
20	3,039	2,725	314	10.6%	84	2.9%	75%	False	False	1,167
40	3,039	2,562	477	16.1%	77	2.6%	84%	False	False	1,017
60	3,039	2,466	573	19.4%	70	2.4%	86%	False	False	884

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,457
2.618	3,268
1.618	3,152
1.000	3,080
0.618	3,036
HIGH	2,964
0.618	2,920
0.500	2,906
0.382	2,892
LOW	2,848
0.618	2,776
1.000	2,732
1.618	2,660
2.618	2,544
4.250	2,355

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	2,943	2,932
PP	2,924	2,903
S1	2,906	2,874

Download as Excel Spreadsheet

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

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