ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	3,433	3,424	-9	-0.3%	3,436
High	3,450	3,437	-13	-0.4%	3,512
Low	3,416	3,347	-69	-2.0%	3,388
Close	3,438	3,399	-39	-1.1%	3,454
Range	34	90	56	164.7%	124
ATR	57	59	2	4.3%	0
Volume	4,261	2,396	-1,865	-43.8%	10,896

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,664	3,622	3,449
R3	3,574	3,532	3,424
R2	3,484	3,484	3,416
R1	3,442	3,442	3,407	3,418
PP	3,394	3,394	3,394	3,383
S1	3,352	3,352	3,391	3,328
S2	3,304	3,304	3,383
S3	3,214	3,262	3,374
S4	3,124	3,172	3,350

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	3,347	165	4.9%	62	1.8%	32%	False	True	3,089
10	3,512	3,315	197	5.8%	59	1.7%	43%	False	False	2,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3,820
2.618	3,673
1.618	3,583
1.000	3,527
0.618	3,493
HIGH	3,437
0.618	3,403
0.500	3,392
0.382	3,381
LOW	3,347
0.618	3,291
1.000	3,257
1.618	3,201
2.618	3,111
4.250	2,965

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	3,397	3,406
PP	3,394	3,404
S1	3,392	3,401

Download as Excel Spreadsheet

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

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