ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	2,938	2,917	-21	-0.7%	3,099
High	2,942	2,917	-25	-0.8%	3,141
Low	2,914	2,817	-97	-3.3%	2,896
Close	2,917	2,855	-62	-2.1%	2,917
Range	28	100	72	257.1%	245
ATR	78	80	2	2.0%	0
Volume	147	46	-101	-68.7%	300

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,163	3,109	2,910
R3	3,063	3,009	2,883
R2	2,963	2,963	2,873
R1	2,909	2,909	2,864	2,886
PP	2,863	2,863	2,863	2,852
S1	2,809	2,809	2,846	2,786
S2	2,763	2,763	2,837
S3	2,663	2,709	2,828
S4	2,563	2,609	2,800

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	3,068	2,817	251	8.8%	84	2.9%	15%	False	True	61
10	3,165	2,817	348	12.2%	74	2.6%	11%	False	True	166
20	3,203	2,817	386	13.5%	79	2.8%	10%	False	True	5,411
40	3,485	2,817	668	23.4%	77	2.7%	6%	False	True	6,373
60	3,510	2,817	693	24.3%	73	2.6%	5%	False	True	6,506
80	3,510	2,817	693	24.3%	74	2.6%	5%	False	True	6,870
100	3,510	2,817	693	24.3%	77	2.7%	5%	False	True	6,034
120	3,510	2,817	693	24.3%	77	2.7%	5%	False	True	5,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	15
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,342
2.618	3,179
1.618	3,079
1.000	3,017
0.618	2,979
HIGH	2,917
0.618	2,879
0.500	2,867
0.382	2,855
LOW	2,817
0.618	2,755
1.000	2,717
1.618	2,655
2.618	2,555
4.250	2,392

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	2,867	2,890
PP	2,863	2,878
S1	2,859	2,867

Download as Excel Spreadsheet

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

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