ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	2,801	2,808	7	0.2%	3,099
High	2,813	2,814	1	0.0%	3,141
Low	2,780	2,800	20	0.7%	2,896
Close	2,813	2,812	-1	0.0%	2,917
Range	33	14	-19	-57.6%	245
ATR	75	71	-4	-5.8%	0
Volume	11	29	18	163.6%	300

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,851	2,845	2,820
R3	2,837	2,831	2,816
R2	2,823	2,823	2,815
R1	2,817	2,817	2,813	2,820
PP	2,809	2,809	2,809	2,810
S1	2,803	2,803	2,811	2,806
S2	2,795	2,795	2,809
S3	2,781	2,789	2,808
S4	2,767	2,775	2,804

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	2,942	2,780	162	5.8%	47	1.7%	20%	False	False	55
10	3,141	2,780	361	12.8%	67	2.4%	9%	False	False	48
20	3,165	2,780	385	13.7%	72	2.5%	8%	False	False	3,568
40	3,485	2,780	705	25.1%	73	2.6%	5%	False	False	6,021
60	3,510	2,780	730	26.0%	72	2.5%	4%	False	False	6,192
80	3,510	2,780	730	26.0%	73	2.6%	4%	False	False	6,649
100	3,510	2,780	730	26.0%	74	2.6%	4%	False	False	5,940
120	3,510	2,780	730	26.0%	76	2.7%	4%	False	False	5,187

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	2,874
2.618	2,851
1.618	2,837
1.000	2,828
0.618	2,823
HIGH	2,814
0.618	2,809
0.500	2,807
0.382	2,805
LOW	2,800
0.618	2,791
1.000	2,786
1.618	2,777
2.618	2,763
4.250	2,741

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	2,810	2,828
PP	2,809	2,822
S1	2,807	2,817

Download as Excel Spreadsheet

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

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