ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	3,134	3,145	11	0.4%	3,028
High	3,169	3,175	6	0.2%	3,134
Low	3,127	3,062	-65	-2.1%	2,990
Close	3,163	3,094	-69	-2.2%	3,103
Range	42	113	71	169.0%	144
ATR	76	79	3	3.4%	0
Volume	8,811	5,593	-3,218	-36.5%	60,766

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,449	3,385	3,156
R3	3,336	3,272	3,125
R2	3,223	3,223	3,115
R1	3,159	3,159	3,104	3,135
PP	3,110	3,110	3,110	3,098
S1	3,046	3,046	3,084	3,022
S2	2,997	2,997	3,073
S3	2,884	2,933	3,063
S4	2,771	2,820	3,032

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	3,175	3,002	173	5.6%	77	2.5%	53%	True	False	10,273
10	3,191	2,988	203	6.6%	81	2.6%	52%	False	False	10,279
20	3,512	2,988	524	16.9%	83	2.7%	20%	False	False	7,636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,655
2.618	3,471
1.618	3,358
1.000	3,288
0.618	3,245
HIGH	3,175
0.618	3,132
0.500	3,119
0.382	3,105
LOW	3,062
0.618	2,992
1.000	2,949
1.618	2,879
2.618	2,766
4.250	2,582

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	3,119	3,110
PP	3,110	3,105
S1	3,102	3,099

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

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