ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	3,199	3,186	-13	-0.4%	3,433
High	3,199	3,191	-8	-0.3%	3,450
Low	3,083	3,106	23	0.7%	3,220
Close	3,176	3,180	4	0.1%	3,229
Range	116	85	-31	-26.7%	230
ATR	74	75	1	1.1%	0
Volume	6,134	10,726	4,592	74.9%	26,719

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,414	3,382	3,227
R3	3,329	3,297	3,203
R2	3,244	3,244	3,196
R1	3,212	3,212	3,188	3,186
PP	3,159	3,159	3,159	3,146
S1	3,127	3,127	3,172	3,101
S2	3,074	3,074	3,164
S3	2,989	3,042	3,157
S4	2,904	2,957	3,133

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	3,330	3,083	247	7.8%	89	2.8%	39%	False	False	8,018
10	3,512	3,083	429	13.5%	90	2.8%	23%	False	False	5,771
20	3,512	3,083	429	13.5%	69	2.2%	23%	False	False	3,990

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,552
2.618	3,414
1.618	3,329
1.000	3,276
0.618	3,244
HIGH	3,191
0.618	3,159
0.500	3,149
0.382	3,138
LOW	3,106
0.618	3,053
1.000	3,021
1.618	2,968
2.618	2,883
4.250	2,745

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	3,170	3,175
PP	3,159	3,170
S1	3,149	3,165

Download as Excel Spreadsheet

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

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