ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	3,068	2,947	-121	-3.9%	3,115
High	3,068	2,965	-103	-3.4%	3,165
Low	2,906	2,903	-3	-0.1%	3,054
Close	2,931	2,955	24	0.8%	3,098
Range	162	62	-100	-61.7%	111
ATR	85	83	-2	-1.9%	0
Volume	36	47	11	30.6%	1,319

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,127	3,103	2,989
R3	3,065	3,041	2,972
R2	3,003	3,003	2,966
R1	2,979	2,979	2,961	2,991
PP	2,941	2,941	2,941	2,947
S1	2,917	2,917	2,949	2,929
S2	2,879	2,879	2,944
S3	2,817	2,855	2,938
S4	2,755	2,793	2,921

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,439	3,379	3,159
R3	3,328	3,268	3,129
R2	3,217	3,217	3,118
R1	3,157	3,157	3,108	3,132
PP	3,106	3,106	3,106	3,093
S1	3,046	3,046	3,088	3,021
S2	2,995	2,995	3,078
S3	2,884	2,935	3,067
S4	2,773	2,824	3,037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,141	2,903	238	8.1%	80	2.7%	22%	False	True	70
10	3,165	2,903	262	8.9%	80	2.7%	20%	False	True	2,297
20	3,370	2,903	467	15.8%	89	3.0%	11%	False	True	7,444
40	3,485	2,903	582	19.7%	74	2.5%	9%	False	True	6,620
60	3,510	2,903	607	20.5%	74	2.5%	9%	False	True	6,789
80	3,510	2,903	607	20.5%	75	2.5%	9%	False	True	6,995
100	3,510	2,903	607	20.5%	78	2.6%	9%	False	True	6,059
120	3,510	2,784	726	24.6%	77	2.6%	24%	False	False	5,238

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	False
Stretch	20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,229
2.618	3,127
1.618	3,065
1.000	3,027
0.618	3,003
HIGH	2,965
0.618	2,941
0.500	2,934
0.382	2,927
LOW	2,903
0.618	2,865
1.000	2,841
1.618	2,803
2.618	2,741
4.250	2,640

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	2,948	3,022
PP	2,941	3,000
S1	2,934	2,977

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

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