ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	3,008	3,019	11	0.4%	3,191
High	3,029	3,020	-9	-0.3%	3,203
Low	2,955	2,978	23	0.8%	2,965
Close	3,019	3,003	-16	-0.5%	2,972
Range	74	42	-32	-43.2%	238
ATR	84	81	-3	-3.6%	0
Volume	13,503	11,317	-2,186	-16.2%	60,205

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,126	3,107	3,026
R3	3,084	3,065	3,015
R2	3,042	3,042	3,011
R1	3,023	3,023	3,007	3,012
PP	3,000	3,000	3,000	2,995
S1	2,981	2,981	2,999	2,970
S2	2,958	2,958	2,995
S3	2,916	2,939	2,991
S4	2,874	2,897	2,980

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,761	3,604	3,103
R3	3,523	3,366	3,037
R2	3,285	3,285	3,016
R1	3,128	3,128	2,994	3,088
PP	3,047	3,047	3,047	3,026
S1	2,890	2,890	2,950	2,850
S2	2,809	2,809	2,928
S3	2,571	2,652	2,907
S4	2,333	2,414	2,841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,154	2,955	199	6.6%	83	2.8%	24%	False	False	12,644
10	3,370	2,955	415	13.8%	98	3.2%	12%	False	False	12,590
20	3,485	2,955	530	17.6%	83	2.8%	9%	False	False	9,780
40	3,510	2,955	555	18.5%	74	2.5%	9%	False	False	8,170
60	3,510	2,955	555	18.5%	74	2.5%	9%	False	False	7,927
80	3,510	2,955	555	18.5%	74	2.5%	9%	False	False	7,007
100	3,510	2,950	560	18.6%	78	2.6%	9%	False	False	5,954
120	3,510	2,725	785	26.1%	78	2.6%	35%	False	False	5,132

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	13
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,199
2.618	3,130
1.618	3,088
1.000	3,062
0.618	3,046
HIGH	3,020
0.618	3,004
0.500	2,999
0.382	2,994
LOW	2,978
0.618	2,952
1.000	2,936
1.618	2,910
2.618	2,868
4.250	2,800

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	3,002	3,023
PP	3,000	3,016
S1	2,999	3,010

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

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