ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	3,054	3,029	-25	-0.8%	3,238
High	3,057	3,052	-5	-0.2%	3,246
Low	3,022	3,002	-20	-0.7%	2,988
Close	3,038	3,040	2	0.1%	3,001
Range	35	50	15	42.9%	258
ATR	77	75	-2	-2.5%	0
Volume	11,446	13,704	2,258	19.7%	42,046

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,181	3,161	3,068
R3	3,131	3,111	3,054
R2	3,081	3,081	3,049
R1	3,061	3,061	3,045	3,071
PP	3,031	3,031	3,031	3,037
S1	3,011	3,011	3,035	3,021
S2	2,981	2,981	3,031
S3	2,931	2,961	3,026
S4	2,881	2,911	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	3,180	2,988	192	6.3%	78	2.6%	27%	False	False	10,880
10	3,330	2,988	342	11.3%	84	2.8%	15%	False	False	9,449
20	3,512	2,988	524	17.2%	78	2.6%	10%	False	False	6,260

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,265
2.618	3,183
1.618	3,133
1.000	3,102
0.618	3,083
HIGH	3,052
0.618	3,033
0.500	3,027
0.382	3,021
LOW	3,002
0.618	2,971
1.000	2,952
1.618	2,921
2.618	2,871
4.250	2,790

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	3,036	3,036
PP	3,031	3,032
S1	3,027	3,028

Download as Excel Spreadsheet

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

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