ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	3,029	3,034	5	0.2%	3,238
High	3,052	3,125	73	2.4%	3,246
Low	3,002	3,032	30	1.0%	2,988
Close	3,040	3,116	76	2.5%	3,001
Range	50	93	43	86.0%	258
ATR	75	76	1	1.7%	0
Volume	13,704	10,475	-3,229	-23.6%	42,046

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,370	3,336	3,167
R3	3,277	3,243	3,142
R2	3,184	3,184	3,133
R1	3,150	3,150	3,125	3,167
PP	3,091	3,091	3,091	3,100
S1	3,057	3,057	3,107	3,074
S2	2,998	2,998	3,099
S3	2,905	2,964	3,090
S4	2,812	2,871	3,065

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	3,133	2,988	145	4.7%	80	2.6%	88%	False	False	11,584
10	3,330	2,988	342	11.0%	85	2.7%	37%	False	False	9,672
20	3,512	2,988	524	16.8%	79	2.5%	24%	False	False	6,624

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	12
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,520
2.618	3,368
1.618	3,275
1.000	3,218
0.618	3,182
HIGH	3,125
0.618	3,089
0.500	3,079
0.382	3,068
LOW	3,032
0.618	2,975
1.000	2,939
1.618	2,882
2.618	2,789
4.250	2,637

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	3,104	3,099
PP	3,091	3,081
S1	3,079	3,064

Download as Excel Spreadsheet

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

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