ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	3,105	3,091	-14	-0.5%	3,134
High	3,150	3,099	-51	-1.6%	3,175
Low	3,042	2,931	-111	-3.6%	3,062
Close	3,083	2,945	-138	-4.5%	3,109
Range	108	168	60	55.6%	113
ATR	79	85	6	8.1%	0
Volume	4,976	6,206	1,230	24.7%	27,571

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,496	3,388	3,037
R3	3,328	3,220	2,991
R2	3,160	3,160	2,976
R1	3,052	3,052	2,960	3,022
PP	2,992	2,992	2,992	2,977
S1	2,884	2,884	2,930	2,854
S2	2,824	2,824	2,914
S3	2,656	2,716	2,899
S4	2,488	2,548	2,853

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	2,931	244	8.3%	103	3.5%	6%	False	True	5,988
10	3,175	2,931	244	8.3%	82	2.8%	6%	False	True	8,716
20	3,437	2,931	506	17.2%	93	3.1%	3%	False	True	8,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	3,813
2.618	3,539
1.618	3,371
1.000	3,267
0.618	3,203
HIGH	3,099
0.618	3,035
0.500	3,015
0.382	2,995
LOW	2,931
0.618	2,827
1.000	2,763
1.618	2,659
2.618	2,491
4.250	2,217

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	3,015	3,041
PP	2,992	3,009
S1	2,968	2,977

Download as Excel Spreadsheet

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

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