ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 2,959 2,882 -77 -2.6% 2,854
High 2,980 2,900 -80 -2.7% 3,000
Low 2,860 2,845 -15 -0.5% 2,854
Close 2,913 2,855 -58 -2.0% 2,990
Range 120 55 -65 -54.2% 146
ATR 84 83 -1 -1.3% 0
Volume 5,565 9,053 3,488 62.7% 29,069
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,032 2,998 2,885
R3 2,977 2,943 2,870
R2 2,922 2,922 2,865
R1 2,888 2,888 2,860 2,878
PP 2,867 2,867 2,867 2,861
S1 2,833 2,833 2,850 2,823
S2 2,812 2,812 2,845
S3 2,757 2,778 2,840
S4 2,702 2,723 2,825
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,386 3,334 3,070
R3 3,240 3,188 3,030
R2 3,094 3,094 3,017
R1 3,042 3,042 3,003 3,068
PP 2,948 2,948 2,948 2,961
S1 2,896 2,896 2,977 2,922
S2 2,802 2,802 2,963
S3 2,656 2,750 2,950
S4 2,510 2,604 2,910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,000 2,845 155 5.4% 79 2.8% 6% False True 8,192
10 3,000 2,782 218 7.6% 76 2.6% 33% False False 7,360
20 3,000 2,745 255 8.9% 86 3.0% 43% False False 7,367
40 3,175 2,745 430 15.1% 80 2.8% 26% False False 7,744
60 3,512 2,745 767 26.9% 79 2.8% 14% False False 6,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,134
2.618 3,044
1.618 2,989
1.000 2,955
0.618 2,934
HIGH 2,900
0.618 2,879
0.500 2,873
0.382 2,866
LOW 2,845
0.618 2,811
1.000 2,790
1.618 2,756
2.618 2,701
4.250 2,611
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 2,873 2,915
PP 2,867 2,895
S1 2,861 2,875

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

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