ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 18-Feb-2010

Day Change Summary
	Previous	Current
	17-Feb-2010	18-Feb-2010	Change	Change %	Previous Week
Open	3,145	3,096	-49	-1.6%	3,028
High	3,175	3,135	-40	-1.3%	3,134
Low	3,062	3,072	10	0.3%	2,990
Close	3,094	3,091	-3	-0.1%	3,103
Range	113	63	-50	-44.2%	144
ATR	79	78	-1	-1.4%	0
Volume	5,593	7,876	2,283	40.8%	60,766

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,288	3,253	3,126
R3	3,225	3,190	3,108
R2	3,162	3,162	3,103
R1	3,127	3,127	3,097	3,113
PP	3,099	3,099	3,099	3,093
S1	3,064	3,064	3,085	3,050
S2	3,036	3,036	3,079
S3	2,973	3,001	3,074
S4	2,910	2,938	3,056

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	3,032	143	4.6%	80	2.6%	41%	False	False	9,107
10	3,180	2,988	192	6.2%	79	2.6%	54%	False	False	9,994
20	3,512	2,988	524	17.0%	85	2.7%	20%	False	False	7,883

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,403
2.618	3,300
1.618	3,237
1.000	3,198
0.618	3,174
HIGH	3,135
0.618	3,111
0.500	3,104
0.382	3,096
LOW	3,072
0.618	3,033
1.000	3,009
1.618	2,970
2.618	2,907
4.250	2,804

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	3,104	3,119
PP	3,099	3,109
S1	3,095	3,100

Download as Excel Spreadsheet

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

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