ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	3,436	3,469	33	1.0%	3,340
High	3,497	3,481	-16	-0.5%	3,454
Low	3,429	3,442	13	0.4%	3,315
Close	3,485	3,451	-34	-1.0%	3,425
Range	68	39	-29	-42.6%	139
ATR
Volume	2,108	2,937	829	39.3%	11,829

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,575	3,552	3,472
R3	3,536	3,513	3,462
R2	3,497	3,497	3,458
R1	3,474	3,474	3,455	3,466
PP	3,458	3,458	3,458	3,454
S1	3,435	3,435	3,447	3,427
S2	3,419	3,419	3,444
S3	3,380	3,396	3,440
S4	3,341	3,357	3,430

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,815	3,759	3,501
R3	3,676	3,620	3,463
R2	3,537	3,537	3,450
R1	3,481	3,481	3,438	3,509
PP	3,398	3,398	3,398	3,412
S1	3,342	3,342	3,412	3,370
S2	3,259	3,259	3,400
S3	3,120	3,203	3,387
S4	2,981	3,064	3,349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,497	3,358	139	4.0%	52	1.5%	67%	False	False	2,616
10	3,497	3,279	218	6.3%	47	1.4%	79%	False	False	2,209

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,647
2.618	3,583
1.618	3,544
1.000	3,520
0.618	3,505
HIGH	3,481
0.618	3,466
0.500	3,462
0.382	3,457
LOW	3,442
0.618	3,418
1.000	3,403
1.618	3,379
2.618	3,340
4.250	3,276

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	3,462	3,452
PP	3,458	3,451
S1	3,455	3,451

Download as Excel Spreadsheet

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

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