ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	3,310	3,300	-10	-0.3%	3,433
High	3,329	3,330	1	0.0%	3,450
Low	3,254	3,220	-34	-1.0%	3,220
Close	3,303	3,229	-74	-2.2%	3,229
Range	75	110	35	46.7%	230
ATR	69	71	3	4.3%	0
Volume	8,249	6,696	-1,553	-18.8%	26,719

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,590	3,519	3,290
R3	3,480	3,409	3,259
R2	3,370	3,370	3,249
R1	3,299	3,299	3,239	3,280
PP	3,260	3,260	3,260	3,250
S1	3,189	3,189	3,219	3,170
S2	3,150	3,150	3,209
S3	3,040	3,079	3,199
S4	2,930	2,969	3,169

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,990	3,839	3,356
R3	3,760	3,609	3,292
R2	3,530	3,530	3,271
R1	3,379	3,379	3,250	3,340
PP	3,300	3,300	3,300	3,280
S1	3,149	3,149	3,208	3,110
S2	3,070	3,070	3,187
S3	2,840	2,919	3,166
S4	2,610	2,689	3,103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,450	3,220	230	7.1%	99	3.1%	4%	False	True	5,343
10	3,512	3,220	292	9.0%	80	2.5%	3%	False	True	4,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,798
2.618	3,618
1.618	3,508
1.000	3,440
0.618	3,398
HIGH	3,330
0.618	3,288
0.500	3,275
0.382	3,262
LOW	3,220
0.618	3,152
1.000	3,110
1.618	3,042
2.618	2,932
4.250	2,753

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	3,275	3,313
PP	3,260	3,285
S1	3,244	3,257

Download as Excel Spreadsheet

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

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