ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	2,948	2,938	-10	-0.3%	3,099
High	2,963	2,942	-21	-0.7%	3,141
Low	2,896	2,914	18	0.6%	2,896
Close	2,917	2,917	0	0.0%	2,917
Range	67	28	-39	-58.2%	245
ATR	82	78	-4	-4.7%	0
Volume	29	147	118	406.9%	300

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,008	2,991	2,932
R3	2,980	2,963	2,925
R2	2,952	2,952	2,922
R1	2,935	2,935	2,920	2,930
PP	2,924	2,924	2,924	2,922
S1	2,907	2,907	2,914	2,902
S2	2,896	2,896	2,912
S3	2,868	2,879	2,909
S4	2,840	2,851	2,902

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,720	3,563	3,052
R3	3,475	3,318	2,984
R2	3,230	3,230	2,962
R1	3,073	3,073	2,939	3,029
PP	2,985	2,985	2,985	2,963
S1	2,828	2,828	2,895	2,784
S2	2,740	2,740	2,872
S3	2,495	2,583	2,850
S4	2,250	2,338	2,782

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%	81	2.8%	9%	False	False	60
10	3,165	2,896	269	9.2%	74	2.5%	8%	False	False	611
20	3,287	2,896	391	13.4%	80	2.7%	5%	False	False	5,980
40	3,485	2,896	589	20.2%	75	2.6%	4%	False	False	6,472
60	3,510	2,896	614	21.0%	73	2.5%	3%	False	False	6,628
80	3,510	2,896	614	21.0%	74	2.5%	3%	False	False	6,939
100	3,510	2,896	614	21.0%	77	2.6%	3%	False	False	6,049
120	3,510	2,824	686	23.5%	77	2.6%	14%	False	False	5,226

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	3,061
2.618	3,015
1.618	2,987
1.000	2,970
0.618	2,959
HIGH	2,942
0.618	2,931
0.500	2,928
0.382	2,925
LOW	2,914
0.618	2,897
1.000	2,886
1.618	2,869
2.618	2,841
4.250	2,795

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	2,928	2,931
PP	2,924	2,926
S1	2,921	2,922

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

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