ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 3,091 2,955 -136 -4.4% 3,134
High 3,099 2,971 -128 -4.1% 3,175
Low 2,931 2,904 -27 -0.9% 3,062
Close 2,945 2,967 22 0.7% 3,109
Range 168 67 -101 -60.1% 113
ATR 85 84 -1 -1.5% 0
Volume 6,206 12,219 6,013 96.9% 27,571
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,148 3,125 3,004
R3 3,081 3,058 2,985
R2 3,014 3,014 2,979
R1 2,991 2,991 2,973 3,003
PP 2,947 2,947 2,947 2,953
S1 2,924 2,924 2,961 2,936
S2 2,880 2,880 2,955
S3 2,813 2,857 2,949
S4 2,746 2,790 2,930
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 3,150 2,904 246 8.3% 94 3.2% 26% False True 7,313
10 3,175 2,904 271 9.1% 86 2.9% 23% False True 8,793
20 3,406 2,904 502 16.9% 91 3.1% 13% False True 8,692
Crabel Price Patterns
NR True
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 18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,256
2.618 3,146
1.618 3,079
1.000 3,038
0.618 3,012
HIGH 2,971
0.618 2,945
0.500 2,938
0.382 2,930
LOW 2,904
0.618 2,863
1.000 2,837
1.618 2,796
2.618 2,729
4.250 2,619
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 2,957 3,027
PP 2,947 3,007
S1 2,938 2,987

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

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