ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	3,096	3,071	-25	-0.8%	3,134
High	3,135	3,125	-10	-0.3%	3,175
Low	3,072	3,062	-10	-0.3%	3,062
Close	3,091	3,109	18	0.6%	3,109
Range	63	63	0	0.0%	113
ATR	78	77	-1	-1.4%	0
Volume	7,876	5,291	-2,585	-32.8%	27,571

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,288	3,261	3,144
R3	3,225	3,198	3,126
R2	3,162	3,162	3,121
R1	3,135	3,135	3,115	3,149
PP	3,099	3,099	3,099	3,105
S1	3,072	3,072	3,103	3,086
S2	3,036	3,036	3,097
S3	2,973	3,009	3,092
S4	2,910	2,946	3,074

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,454	3,395	3,171
R3	3,341	3,282	3,140
R2	3,228	3,228	3,130
R1	3,169	3,169	3,119	3,142
PP	3,115	3,115	3,115	3,102
S1	3,056	3,056	3,099	3,029
S2	3,002	3,002	3,088
S3	2,889	2,943	3,078
S4	2,776	2,830	3,047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,175	3,045	130	4.2%	74	2.4%	49%	False	False	8,071
10	3,175	2,988	187	6.0%	77	2.5%	65%	False	False	9,827
20	3,465	2,988	477	15.3%	84	2.7%	25%	False	False	7,975

Crabel Price Patterns
NR	False
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	16

Fibonacci Retracements and Extensions
4.250	3,393
2.618	3,290
1.618	3,227
1.000	3,188
0.618	3,164
HIGH	3,125
0.618	3,101
0.500	3,094
0.382	3,086
LOW	3,062
0.618	3,023
1.000	2,999
1.618	2,960
2.618	2,897
4.250	2,794

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	3,104	3,119
PP	3,099	3,115
S1	3,094	3,112

Download as Excel Spreadsheet

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

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