ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	2,947	2,948	1	0.0%	3,115
High	2,965	2,963	-2	-0.1%	3,165
Low	2,903	2,896	-7	-0.2%	3,054
Close	2,955	2,917	-38	-1.3%	3,098
Range	62	67	5	8.1%	111
ATR	83	82	-1	-1.4%	0
Volume	47	29	-18	-38.3%	1,319

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,126	3,089	2,954
R3	3,059	3,022	2,935
R2	2,992	2,992	2,929
R1	2,955	2,955	2,923	2,940
PP	2,925	2,925	2,925	2,918
S1	2,888	2,888	2,911	2,873
S2	2,858	2,858	2,905
S3	2,791	2,821	2,899
S4	2,724	2,754	2,880

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	2,896	245	8.4%	88	3.0%	9%	False	True	42
10	3,165	2,896	269	9.2%	81	2.8%	8%	False	True	1,312
20	3,287	2,896	391	13.4%	82	2.8%	5%	False	True	6,948
40	3,485	2,896	589	20.2%	76	2.6%	4%	False	True	6,541
60	3,510	2,896	614	21.0%	74	2.5%	3%	False	True	6,720
80	3,510	2,896	614	21.0%	75	2.6%	3%	False	True	6,958
100	3,510	2,896	614	21.0%	78	2.7%	3%	False	True	6,057
120	3,510	2,784	726	24.9%	77	2.6%	18%	False	False	5,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,248
2.618	3,138
1.618	3,071
1.000	3,030
0.618	3,004
HIGH	2,963
0.618	2,937
0.500	2,930
0.382	2,922
LOW	2,896
0.618	2,855
1.000	2,829
1.618	2,788
2.618	2,721
4.250	2,611

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	2,930	2,982
PP	2,925	2,960
S1	2,921	2,939

Download as Excel Spreadsheet

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

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