ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	3,071	3,105	34	1.1%	3,134
High	3,125	3,150	25	0.8%	3,175
Low	3,062	3,042	-20	-0.7%	3,062
Close	3,109	3,083	-26	-0.8%	3,109
Range	63	108	45	71.4%	113
ATR	77	79	2	2.9%	0
Volume	5,291	4,976	-315	-6.0%	27,571

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,416	3,357	3,142
R3	3,308	3,249	3,113
R2	3,200	3,200	3,103
R1	3,141	3,141	3,093	3,117
PP	3,092	3,092	3,092	3,079
S1	3,033	3,033	3,073	3,009
S2	2,984	2,984	3,063
S3	2,876	2,925	3,053
S4	2,768	2,817	3,024

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	3,042	133	4.3%	78	2.5%	31%	False	True	6,509
10	3,175	2,990	185	6.0%	73	2.4%	50%	False	False	9,331
20	3,450	2,988	462	15.0%	86	2.8%	21%	False	False	8,103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,609
2.618	3,433
1.618	3,325
1.000	3,258
0.618	3,217
HIGH	3,150
0.618	3,109
0.500	3,096
0.382	3,083
LOW	3,042
0.618	2,975
1.000	2,934
1.618	2,867
2.618	2,759
4.250	2,583

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	3,096	3,096
PP	3,092	3,092
S1	3,087	3,087

Download as Excel Spreadsheet

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

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