ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	3,469	3,451	-18	-0.5%	3,340
High	3,481	3,512	31	0.9%	3,454
Low	3,442	3,441	-1	0.0%	3,315
Close	3,451	3,458	7	0.2%	3,425
Range	39	71	32	82.1%	139
ATR
Volume	2,937	3,434	497	16.9%	11,829

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,683	3,642	3,497
R3	3,612	3,571	3,478
R2	3,541	3,541	3,471
R1	3,500	3,500	3,465	3,521
PP	3,470	3,470	3,470	3,481
S1	3,429	3,429	3,451	3,450
S2	3,399	3,399	3,445
S3	3,328	3,358	3,438
S4	3,257	3,287	3,419

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	3,512	3,400	112	3.2%	53	1.5%	52%	True	False	2,664
10	3,512	3,279	233	6.7%	52	1.5%	77%	True	False	2,451

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,814
2.618	3,698
1.618	3,627
1.000	3,583
0.618	3,556
HIGH	3,512
0.618	3,485
0.500	3,477
0.382	3,468
LOW	3,441
0.618	3,397
1.000	3,370
1.618	3,326
2.618	3,255
4.250	3,139

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	3,477	3,471
PP	3,470	3,466
S1	3,464	3,462

Download as Excel Spreadsheet

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

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