ICE Cocoa Future May 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	2,909	2,862	-47	-1.6%	3,105
High	2,931	2,864	-67	-2.3%	3,150
Low	2,831	2,809	-22	-0.8%	2,903
Close	2,862	2,829	-33	-1.2%	2,917
Range	100	55	-45	-45.0%	247
ATR	81	80	-2	-2.3%	0
Volume	5,581	7,588	2,007	36.0%	36,006

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,999	2,969	2,859
R3	2,944	2,914	2,844
R2	2,889	2,889	2,839
R1	2,859	2,859	2,834	2,847
PP	2,834	2,834	2,834	2,828
S1	2,804	2,804	2,824	2,792
S2	2,779	2,779	2,819
S3	2,724	2,749	2,814
S4	2,669	2,694	2,799

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	2,971	2,809	162	5.7%	66	2.3%	12%	False	True	7,598
10	3,175	2,809	366	12.9%	85	3.0%	5%	False	True	6,793
20	3,199	2,809	390	13.8%	83	2.9%	5%	False	True	8,563

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	17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,098
2.618	3,008
1.618	2,953
1.000	2,919
0.618	2,898
HIGH	2,864
0.618	2,843
0.500	2,837
0.382	2,830
LOW	2,809
0.618	2,775
1.000	2,754
1.618	2,720
2.618	2,665
4.250	2,575

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	2,837	2,880
PP	2,834	2,863
S1	2,832	2,846

Download as Excel Spreadsheet

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

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