ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	2,810	2,791	-19	-0.7%	2,917
High	2,810	2,840	30	1.1%	2,917
Low	2,761	2,791	30	1.1%	2,780
Close	2,787	2,838	51	1.8%	2,855
Range	49	49	0	0.0%	137
ATR	67	66	-1	-1.5%	0
Volume	18	35	17	94.4%	138

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,970	2,953	2,865
R3	2,921	2,904	2,851
R2	2,872	2,872	2,847
R1	2,855	2,855	2,842	2,864
PP	2,823	2,823	2,823	2,827
S1	2,806	2,806	2,834	2,815
S2	2,774	2,774	2,829
S3	2,725	2,757	2,825
S4	2,676	2,708	2,811

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,262	3,195	2,930
R3	3,125	3,058	2,893
R2	2,988	2,988	2,880
R1	2,921	2,921	2,868	2,886
PP	2,851	2,851	2,851	2,833
S1	2,784	2,784	2,842	2,749
S2	2,714	2,714	2,830
S3	2,577	2,647	2,817
S4	2,440	2,510	2,780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,868	2,761	107	3.8%	39	1.4%	72%	False	False	19
10	2,963	2,761	202	7.1%	48	1.7%	38%	False	False	37
20	3,165	2,761	404	14.2%	64	2.3%	19%	False	False	1,167
40	3,485	2,761	724	25.5%	74	2.6%	11%	False	False	5,474
60	3,510	2,761	749	26.4%	71	2.5%	10%	False	False	5,836
80	3,510	2,761	749	26.4%	72	2.5%	10%	False	False	6,237
100	3,510	2,761	749	26.4%	72	2.5%	10%	False	False	5,839
120	3,510	2,761	749	26.4%	76	2.7%	10%	False	False	5,156

Crabel Price Patterns
NR	False
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	5

Fibonacci Retracements and Extensions
4.250	3,048
2.618	2,968
1.618	2,919
1.000	2,889
0.618	2,870
HIGH	2,840
0.618	2,821
0.500	2,816
0.382	2,810
LOW	2,791
0.618	2,761
1.000	2,742
1.618	2,712
2.618	2,663
4.250	2,583

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	2,831	2,830
PP	2,823	2,822
S1	2,816	2,815

Download as Excel Spreadsheet

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

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