ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	3,186	3,171	-15	-0.5%	3,433
High	3,191	3,180	-11	-0.3%	3,450
Low	3,106	3,094	-12	-0.4%	3,220
Close	3,180	3,125	-55	-1.7%	3,229
Range	85	86	1	1.2%	230
ATR	75	75	1	1.1%	0
Volume	10,726	6,958	-3,768	-35.1%	26,719

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,391	3,344	3,172
R3	3,305	3,258	3,149
R2	3,219	3,219	3,141
R1	3,172	3,172	3,133	3,153
PP	3,133	3,133	3,133	3,123
S1	3,086	3,086	3,117	3,067
S2	3,047	3,047	3,109
S3	2,961	3,000	3,101
S4	2,875	2,914	3,078

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	7.9%	91	2.9%	17%	False	False	7,760
10	3,465	3,083	382	12.2%	92	2.9%	11%	False	False	6,124
20	3,512	3,083	429	13.7%	72	2.3%	10%	False	False	4,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,546
2.618	3,405
1.618	3,319
1.000	3,266
0.618	3,233
HIGH	3,180
0.618	3,147
0.500	3,137
0.382	3,127
LOW	3,094
0.618	3,041
1.000	3,008
1.618	2,955
2.618	2,869
4.250	2,729

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	3,137	3,141
PP	3,133	3,136
S1	3,129	3,130

Download as Excel Spreadsheet

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

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