ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	2,844	2,832	-12	-0.4%	2,868
High	2,910	2,871	-39	-1.3%	2,910
Low	2,820	2,832	12	0.4%	2,761
Close	2,910	2,853	-57	-2.0%	2,910
Range	90	39	-51	-56.7%	149
ATR	65	66	1	1.5%	0
Volume	5	5	0	0.0%	68

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,969	2,950	2,874
R3	2,930	2,911	2,864
R2	2,891	2,891	2,860
R1	2,872	2,872	2,857	2,882
PP	2,852	2,852	2,852	2,857
S1	2,833	2,833	2,849	2,843
S2	2,813	2,813	2,846
S3	2,774	2,794	2,842
S4	2,735	2,755	2,832

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,307	3,258	2,992
R3	3,158	3,109	2,951
R2	3,009	3,009	2,937
R1	2,960	2,960	2,924	2,985
PP	2,860	2,860	2,860	2,873
S1	2,811	2,811	2,896	2,836
S2	2,711	2,711	2,883
S3	2,562	2,662	2,869
S4	2,413	2,513	2,828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,910	2,761	149	5.2%	48	1.7%	62%	False	False	13
10	2,910	2,761	149	5.2%	43	1.5%	62%	False	False	16
20	3,165	2,761	404	14.2%	58	2.0%	23%	False	False	91
40	3,485	2,761	724	25.4%	72	2.5%	13%	False	False	4,900
60	3,510	2,761	749	26.3%	71	2.5%	12%	False	False	5,526
80	3,510	2,761	749	26.3%	70	2.4%	12%	False	False	5,771
100	3,510	2,761	749	26.3%	71	2.5%	12%	False	False	5,774
120	3,510	2,761	749	26.3%	74	2.6%	12%	False	False	5,111

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,037
2.618	2,973
1.618	2,934
1.000	2,910
0.618	2,895
HIGH	2,871
0.618	2,856
0.500	2,852
0.382	2,847
LOW	2,832
0.618	2,808
1.000	2,793
1.618	2,769
2.618	2,730
4.250	2,666

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	2,853	2,865
PP	2,852	2,861
S1	2,852	2,857

Download as Excel Spreadsheet

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

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