ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	3,114	3,134	20	0.6%	3,028
High	3,134	3,169	35	1.1%	3,134
Low	3,045	3,127	82	2.7%	2,990
Close	3,103	3,163	60	1.9%	3,103
Range	89	42	-47	-52.8%	144
ATR	77	76	-1	-1.0%	0
Volume	12,784	8,811	-3,973	-31.1%	60,766

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,279	3,263	3,186
R3	3,237	3,221	3,175
R2	3,195	3,195	3,171
R1	3,179	3,179	3,167	3,187
PP	3,153	3,153	3,153	3,157
S1	3,137	3,137	3,159	3,145
S2	3,111	3,111	3,155
S3	3,069	3,095	3,151
S4	3,027	3,053	3,140

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	3,169	3,002	167	5.3%	62	2.0%	96%	True	False	11,444
10	3,199	2,988	211	6.7%	82	2.6%	83%	False	False	10,333
20	3,512	2,988	524	16.6%	81	2.6%	33%	False	False	7,461

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	3,348
2.618	3,279
1.618	3,237
1.000	3,211
0.618	3,195
HIGH	3,169
0.618	3,153
0.500	3,148
0.382	3,143
LOW	3,127
0.618	3,101
1.000	3,085
1.618	3,059
2.618	3,017
4.250	2,949

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	3,158	3,142
PP	3,153	3,121
S1	3,148	3,101

Download as Excel Spreadsheet

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

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