ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	2,862	2,832	-30	-1.0%	3,105
High	2,864	2,844	-20	-0.7%	3,150
Low	2,809	2,780	-29	-1.0%	2,903
Close	2,829	2,823	-6	-0.2%	2,917
Range	55	64	9	16.4%	247
ATR	80	78	-1	-1.4%	0
Volume	7,588	8,586	998	13.2%	36,006

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,008	2,979	2,858
R3	2,944	2,915	2,841
R2	2,880	2,880	2,835
R1	2,851	2,851	2,829	2,834
PP	2,816	2,816	2,816	2,807
S1	2,787	2,787	2,817	2,770
S2	2,752	2,752	2,811
S3	2,688	2,723	2,805
S4	2,624	2,659	2,788

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	2,970	2,780	190	6.7%	66	2.3%	23%	False	True	6,872
10	3,150	2,780	370	13.1%	80	2.8%	12%	False	True	7,092
20	3,191	2,780	411	14.6%	81	2.9%	10%	False	True	8,686

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,116
2.618	3,012
1.618	2,948
1.000	2,908
0.618	2,884
HIGH	2,844
0.618	2,820
0.500	2,812
0.382	2,804
LOW	2,780
0.618	2,740
1.000	2,716
1.618	2,676
2.618	2,612
4.250	2,508

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	2,819	2,856
PP	2,816	2,845
S1	2,812	2,834

Download as Excel Spreadsheet

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

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