ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	2,975	2,968	-7	-0.2%	2,800
High	2,996	2,974	-22	-0.7%	2,996
Low	2,928	2,942	14	0.5%	2,784
Close	2,946	2,957	11	0.4%	2,957
Range	68	32	-36	-52.9%	212
ATR	88	84	-4	-4.5%	0
Volume	795	704	-91	-11.4%	5,298

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,054	3,037	2,975
R3	3,022	3,005	2,966
R2	2,990	2,990	2,963
R1	2,973	2,973	2,960	2,966
PP	2,958	2,958	2,958	2,954
S1	2,941	2,941	2,954	2,934
S2	2,926	2,926	2,951
S3	2,894	2,909	2,948
S4	2,862	2,877	2,939

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,548	3,465	3,074
R3	3,336	3,253	3,015
R2	3,124	3,124	2,996
R1	3,041	3,041	2,976	3,083
PP	2,912	2,912	2,912	2,933
S1	2,829	2,829	2,938	2,871
S2	2,700	2,700	2,918
S3	2,488	2,617	2,899
S4	2,276	2,405	2,840

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%	71	2.4%	82%	False	False	1,059
10	3,039	2,784	255	8.6%	82	2.8%	68%	False	False	1,005
20	3,039	2,725	314	10.6%	84	2.8%	74%	False	False	1,153
40	3,039	2,679	360	12.2%	75	2.5%	77%	False	False	1,005
60	3,039	2,466	573	19.4%	70	2.4%	86%	False	False	896

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	3,110
2.618	3,058
1.618	3,026
1.000	3,006
0.618	2,994
HIGH	2,974
0.618	2,962
0.500	2,958
0.382	2,954
LOW	2,942
0.618	2,922
1.000	2,910
1.618	2,890
2.618	2,858
4.250	2,806

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	2,958	2,945
PP	2,958	2,934
S1	2,957	2,922

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

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