ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	3,424	3,379	-45	-1.3%	3,436
High	3,437	3,406	-31	-0.9%	3,512
Low	3,347	3,221	-126	-3.8%	3,388
Close	3,399	3,308	-91	-2.7%	3,454
Range	90	185	95	105.6%	124
ATR	59	68	9	15.2%	0
Volume	2,396	5,117	2,721	113.6%	10,896

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,867	3,772	3,410
R3	3,682	3,587	3,359
R2	3,497	3,497	3,342
R1	3,402	3,402	3,325	3,357
PP	3,312	3,312	3,312	3,289
S1	3,217	3,217	3,291	3,172
S2	3,127	3,127	3,274
S3	2,942	3,032	3,257
S4	2,757	2,847	3,206

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	3,221	291	8.8%	91	2.8%	30%	False	True	3,525
10	3,512	3,221	291	8.8%	72	2.2%	30%	False	True	3,070

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	13
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4,192
2.618	3,890
1.618	3,705
1.000	3,591
0.618	3,520
HIGH	3,406
0.618	3,335
0.500	3,314
0.382	3,292
LOW	3,221
0.618	3,107
1.000	3,036
1.618	2,922
2.618	2,737
4.250	2,435

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	3,314	3,336
PP	3,312	3,326
S1	3,310	3,317

Download as Excel Spreadsheet

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

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