ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	3,171	3,133	-38	-1.2%	3,238
High	3,180	3,133	-47	-1.5%	3,246
Low	3,094	2,988	-106	-3.4%	2,988
Close	3,125	3,001	-124	-4.0%	3,001
Range	86	145	59	68.6%	258
ATR	75	80	5	6.6%	0
Volume	6,958	9,939	2,981	42.8%	42,046

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,476	3,383	3,081
R3	3,331	3,238	3,041
R2	3,186	3,186	3,028
R1	3,093	3,093	3,014	3,067
PP	3,041	3,041	3,041	3,028
S1	2,948	2,948	2,988	2,922
S2	2,896	2,896	2,974
S3	2,751	2,803	2,961
S4	2,606	2,658	2,921

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,852	3,685	3,143
R3	3,594	3,427	3,072
R2	3,336	3,336	3,048
R1	3,169	3,169	3,025	3,124
PP	3,078	3,078	3,078	3,056
S1	2,911	2,911	2,977	2,866
S2	2,820	2,820	2,954
S3	2,562	2,653	2,930
S4	2,304	2,395	2,859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,246	2,988	258	8.6%	98	3.3%	5%	False	True	8,409
10	3,450	2,988	462	15.4%	99	3.3%	3%	False	True	6,876
20	3,512	2,988	524	17.5%	76	2.5%	2%	False	True	4,715

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	3,749
2.618	3,513
1.618	3,368
1.000	3,278
0.618	3,223
HIGH	3,133
0.618	3,078
0.500	3,061
0.382	3,043
LOW	2,988
0.618	2,898
1.000	2,843
1.618	2,753
2.618	2,608
4.250	2,372

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	3,061	3,090
PP	3,041	3,060
S1	3,021	3,031

Download as Excel Spreadsheet

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

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