ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	3,300	3,238	-62	-1.9%	3,433
High	3,330	3,246	-84	-2.5%	3,450
Low	3,220	3,187	-33	-1.0%	3,220
Close	3,229	3,196	-33	-1.0%	3,229
Range	110	59	-51	-46.4%	230
ATR	71	71	-1	-1.2%	0
Volume	6,696	8,289	1,593	23.8%	26,719

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,387	3,350	3,228
R3	3,328	3,291	3,212
R2	3,269	3,269	3,207
R1	3,232	3,232	3,201	3,221
PP	3,210	3,210	3,210	3,204
S1	3,173	3,173	3,191	3,162
S2	3,151	3,151	3,185
S3	3,092	3,114	3,180
S4	3,033	3,055	3,164

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	3,437	3,187	250	7.8%	104	3.2%	4%	False	True	6,149
10	3,512	3,187	325	10.2%	81	2.5%	3%	False	True	4,590

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,497
2.618	3,400
1.618	3,341
1.000	3,305
0.618	3,282
HIGH	3,246
0.618	3,223
0.500	3,217
0.382	3,210
LOW	3,187
0.618	3,151
1.000	3,128
1.618	3,092
2.618	3,033
4.250	2,936

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	3,217	3,259
PP	3,210	3,238
S1	3,203	3,217

Download as Excel Spreadsheet

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

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