ICE Cocoa Future May 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	2,936	2,909	-27	-0.9%	3,105
High	2,951	2,931	-20	-0.7%	3,150
Low	2,908	2,831	-77	-2.6%	2,903
Close	2,917	2,862	-55	-1.9%	2,917
Range	43	100	57	132.6%	247
ATR	80	81	1	1.8%	0
Volume	5,792	5,581	-211	-3.6%	36,006

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,175	3,118	2,917
R3	3,075	3,018	2,890
R2	2,975	2,975	2,880
R1	2,918	2,918	2,871	2,897
PP	2,875	2,875	2,875	2,864
S1	2,818	2,818	2,853	2,797
S2	2,775	2,775	2,844
S3	2,675	2,718	2,835
S4	2,575	2,618	2,807

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,731	3,571	3,053
R3	3,484	3,324	2,985
R2	3,237	3,237	2,962
R1	3,077	3,077	2,940	3,034
PP	2,990	2,990	2,990	2,968
S1	2,830	2,830	2,894	2,787
S2	2,743	2,743	2,872
S3	2,496	2,583	2,849
S4	2,249	2,336	2,781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,099	2,831	268	9.4%	89	3.1%	12%	False	True	7,322
10	3,175	2,831	344	12.0%	83	2.9%	9%	False	True	6,915
20	3,246	2,831	415	14.5%	83	2.9%	7%	False	True	8,598

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	18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,356
2.618	3,193
1.618	3,093
1.000	3,031
0.618	2,993
HIGH	2,931
0.618	2,893
0.500	2,881
0.382	2,869
LOW	2,831
0.618	2,769
1.000	2,731
1.618	2,669
2.618	2,569
4.250	2,406

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	2,881	2,901
PP	2,875	2,888
S1	2,868	2,875

Download as Excel Spreadsheet

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

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