ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	2,885	2,975	90	3.1%	2,949
High	2,964	2,996	32	1.1%	3,039
Low	2,848	2,928	80	2.8%	2,792
Close	2,961	2,946	-15	-0.5%	2,819
Range	116	68	-48	-41.4%	247
ATR	89	88	-2	-1.7%	0
Volume	2,470	795	-1,675	-67.8%	4,756

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,161	3,121	2,983
R3	3,093	3,053	2,965
R2	3,025	3,025	2,958
R1	2,985	2,985	2,952	2,971
PP	2,957	2,957	2,957	2,950
S1	2,917	2,917	2,940	2,903
S2	2,889	2,889	2,934
S3	2,821	2,849	2,927
S4	2,753	2,781	2,909

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	2,996	2,784	212	7.2%	79	2.7%	76%	True	False	1,133
10	3,039	2,784	255	8.7%	84	2.8%	64%	False	False	990
20	3,039	2,725	314	10.7%	85	2.9%	70%	False	False	1,129
40	3,039	2,672	367	12.5%	75	2.6%	75%	False	False	1,021
60	3,039	2,466	573	19.5%	71	2.4%	84%	False	False	886

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,285
2.618	3,174
1.618	3,106
1.000	3,064
0.618	3,038
HIGH	2,996
0.618	2,970
0.500	2,962
0.382	2,954
LOW	2,928
0.618	2,886
1.000	2,860
1.618	2,818
2.618	2,750
4.250	2,639

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	2,962	2,934
PP	2,957	2,922
S1	2,951	2,910

Download as Excel Spreadsheet

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

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