ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 02-Mar-2010

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	2,917	2,875	-42	-1.4%	3,099
High	2,917	2,875	-42	-1.4%	3,141
Low	2,817	2,816	-1	0.0%	2,896
Close	2,855	2,819	-36	-1.3%	2,917
Range	100	59	-41	-41.0%	245
ATR	80	78	-1	-1.8%	0
Volume	46	42	-4	-8.7%	300

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,014	2,975	2,851
R3	2,955	2,916	2,835
R2	2,896	2,896	2,830
R1	2,857	2,857	2,824	2,847
PP	2,837	2,837	2,837	2,832
S1	2,798	2,798	2,814	2,788
S2	2,778	2,778	2,808
S3	2,719	2,739	2,803
S4	2,660	2,680	2,787

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	2,965	2,816	149	5.3%	63	2.2%	2%	False	True	62
10	3,150	2,816	334	11.8%	75	2.6%	1%	False	True	78
20	3,165	2,816	349	12.4%	79	2.8%	1%	False	True	4,832
40	3,485	2,816	669	23.7%	76	2.7%	0%	False	True	6,308
60	3,510	2,816	694	24.6%	73	2.6%	0%	False	True	6,406
80	3,510	2,816	694	24.6%	74	2.6%	0%	False	True	6,826
100	3,510	2,816	694	24.6%	77	2.7%	0%	False	True	6,006
120	3,510	2,816	694	24.6%	76	2.7%	0%	False	True	5,199

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	15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,126
2.618	3,029
1.618	2,970
1.000	2,934
0.618	2,911
HIGH	2,875
0.618	2,852
0.500	2,846
0.382	2,839
LOW	2,816
0.618	2,780
1.000	2,757
1.618	2,721
2.618	2,662
4.250	2,565

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	2,846	2,879
PP	2,837	2,859
S1	2,828	2,839

Download as Excel Spreadsheet

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

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