ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	3,097	3,147	50	1.6%	3,000
High	3,135	3,163	28	0.9%	3,125
Low	3,080	2,950	-130	-4.2%	2,993
Close	3,118	3,098	-20	-0.6%	3,098
Range	55	213	158	287.3%	132
ATR	78	87	10	12.4%	0
Volume	1,322	1,832	510	38.6%	2,897

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,709	3,617	3,215
R3	3,496	3,404	3,157
R2	3,283	3,283	3,137
R1	3,191	3,191	3,118	3,131
PP	3,070	3,070	3,070	3,040
S1	2,978	2,978	3,078	2,918
S2	2,857	2,857	3,059
S3	2,644	2,765	3,039
S4	2,431	2,552	2,981

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,468	3,415	3,171
R3	3,336	3,283	3,134
R2	3,204	3,204	3,122
R1	3,151	3,151	3,110	3,178
PP	3,072	3,072	3,072	3,085
S1	3,019	3,019	3,086	3,046
S2	2,940	2,940	3,074
S3	2,808	2,887	3,062
S4	2,676	2,755	3,025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,163	2,950	213	6.9%	85	2.7%	69%	True	True	1,289
10	3,163	2,824	339	10.9%	77	2.5%	81%	True	False	1,170
20	3,163	2,725	438	14.1%	85	2.7%	85%	True	False	1,055
40	3,163	2,725	438	14.1%	81	2.6%	85%	True	False	1,050
60	3,163	2,466	697	22.5%	73	2.3%	91%	True	False	933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	4,068
2.618	3,721
1.618	3,508
1.000	3,376
0.618	3,295
HIGH	3,163
0.618	3,082
0.500	3,057
0.382	3,031
LOW	2,950
0.618	2,818
1.000	2,737
1.618	2,605
2.618	2,392
4.250	2,045

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	3,084	3,084
PP	3,070	3,070
S1	3,057	3,057

Download as Excel Spreadsheet

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

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