ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	3,464	3,433	-31	-0.9%	3,436
High	3,465	3,450	-15	-0.4%	3,512
Low	3,388	3,416	28	0.8%	3,388
Close	3,454	3,438	-16	-0.5%	3,454
Range	77	34	-43	-55.8%	124
ATR	0	57	57		0
Volume	2,417	4,261	1,844	76.3%	10,896

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,537	3,521	3,457
R3	3,503	3,487	3,447
R2	3,469	3,469	3,444
R1	3,453	3,453	3,441	3,461
PP	3,435	3,435	3,435	3,439
S1	3,419	3,419	3,435	3,427
S2	3,401	3,401	3,432
S3	3,367	3,385	3,429
S4	3,333	3,351	3,419

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,823	3,763	3,522
R3	3,699	3,639	3,488
R2	3,575	3,575	3,477
R1	3,515	3,515	3,465	3,545
PP	3,451	3,451	3,451	3,467
S1	3,391	3,391	3,443	3,421
S2	3,327	3,327	3,431
S3	3,203	3,267	3,420
S4	3,079	3,143	3,386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,512	3,388	124	3.6%	58	1.7%	40%	False	False	3,031
10	3,512	3,315	197	5.7%	53	1.6%	62%	False	False	2,698

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	3,595
2.618	3,539
1.618	3,505
1.000	3,484
0.618	3,471
HIGH	3,450
0.618	3,437
0.500	3,433
0.382	3,429
LOW	3,416
0.618	3,395
1.000	3,382
1.618	3,361
2.618	3,327
4.250	3,272

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	3,436	3,450
PP	3,435	3,446
S1	3,433	3,442

Download as Excel Spreadsheet

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

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