ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	3,238	3,199	-39	-1.2%	3,433
High	3,246	3,199	-47	-1.4%	3,450
Low	3,187	3,083	-104	-3.3%	3,220
Close	3,196	3,176	-20	-0.6%	3,229
Range	59	116	57	96.6%	230
ATR	71	74	3	4.6%	0
Volume	8,289	6,134	-2,155	-26.0%	26,719

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,501	3,454	3,240
R3	3,385	3,338	3,208
R2	3,269	3,269	3,197
R1	3,222	3,222	3,187	3,188
PP	3,153	3,153	3,153	3,135
S1	3,106	3,106	3,165	3,072
S2	3,037	3,037	3,155
S3	2,921	2,990	3,144
S4	2,805	2,874	3,112

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	3,406	3,083	323	10.2%	109	3.4%	29%	False	True	6,897
10	3,512	3,083	429	13.5%	86	2.7%	22%	False	True	4,993

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,692
2.618	3,503
1.618	3,387
1.000	3,315
0.618	3,271
HIGH	3,199
0.618	3,155
0.500	3,141
0.382	3,127
LOW	3,083
0.618	3,011
1.000	2,967
1.618	2,895
2.618	2,779
4.250	2,590

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	3,164	3,207
PP	3,153	3,196
S1	3,141	3,186

Download as Excel Spreadsheet

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

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