ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	3,034	3,114	80	2.6%	3,028
High	3,125	3,134	9	0.3%	3,134
Low	3,032	3,045	13	0.4%	2,990
Close	3,116	3,103	-13	-0.4%	3,103
Range	93	89	-4	-4.3%	144
ATR	76	77	1	1.2%	0
Volume	10,475	12,784	2,309	22.0%	60,766

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,361	3,321	3,152
R3	3,272	3,232	3,127
R2	3,183	3,183	3,119
R1	3,143	3,143	3,111	3,119
PP	3,094	3,094	3,094	3,082
S1	3,054	3,054	3,095	3,030
S2	3,005	3,005	3,087
S3	2,916	2,965	3,079
S4	2,827	2,876	3,054

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,508	3,449	3,182
R3	3,364	3,305	3,143
R2	3,220	3,220	3,129
R1	3,161	3,161	3,116	3,191
PP	3,076	3,076	3,076	3,090
S1	3,017	3,017	3,090	3,047
S2	2,932	2,932	3,077
S3	2,788	2,873	3,063
S4	2,644	2,729	3,024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,134	2,990	144	4.6%	68	2.2%	78%	True	False	12,153
10	3,246	2,988	258	8.3%	83	2.7%	45%	False	False	10,281
20	3,512	2,988	524	16.9%	82	2.6%	22%	False	False	7,145

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,512
2.618	3,367
1.618	3,278
1.000	3,223
0.618	3,189
HIGH	3,134
0.618	3,100
0.500	3,090
0.382	3,079
LOW	3,045
0.618	2,990
1.000	2,956
1.618	2,901
2.618	2,812
4.250	2,667

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	3,099	3,091
PP	3,094	3,080
S1	3,090	3,068

Download as Excel Spreadsheet

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

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