ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 3,133 3,028 -105 -3.4% 3,238
High 3,133 3,065 -68 -2.2% 3,246
Low 2,988 2,990 2 0.1% 2,988
Close 3,001 3,054 53 1.8% 3,001
Range 145 75 -70 -48.3% 258
ATR 80 80 0 -0.5% 0
Volume 9,939 12,357 2,418 24.3% 42,046
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,261 3,233 3,095
R3 3,186 3,158 3,075
R2 3,111 3,111 3,068
R1 3,083 3,083 3,061 3,097
PP 3,036 3,036 3,036 3,044
S1 3,008 3,008 3,047 3,022
S2 2,961 2,961 3,040
S3 2,886 2,933 3,033
S4 2,811 2,858 3,013
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 3,199 2,988 211 6.9% 101 3.3% 31% False False 9,222
10 3,437 2,988 449 14.7% 103 3.4% 15% False False 7,686
20 3,512 2,988 524 17.2% 78 2.6% 13% False False 5,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,384
2.618 3,261
1.618 3,186
1.000 3,140
0.618 3,111
HIGH 3,065
0.618 3,036
0.500 3,028
0.382 3,019
LOW 2,990
0.618 2,944
1.000 2,915
1.618 2,869
2.618 2,794
4.250 2,671
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 3,045 3,084
PP 3,036 3,074
S1 3,028 3,064

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

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