ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	2,955	2,967	12	0.4%	3,134
High	2,971	2,970	-1	0.0%	3,175
Low	2,904	2,903	-1	0.0%	3,062
Close	2,967	2,922	-45	-1.5%	3,109
Range	67	67	0	0.0%	113
ATR	84	83	-1	-1.4%	0
Volume	12,219	6,813	-5,406	-44.2%	27,571

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,133	3,094	2,959
R3	3,066	3,027	2,940
R2	2,999	2,999	2,934
R1	2,960	2,960	2,928	2,946
PP	2,932	2,932	2,932	2,925
S1	2,893	2,893	2,916	2,879
S2	2,865	2,865	2,910
S3	2,798	2,826	2,904
S4	2,731	2,759	2,885

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	2,903	247	8.5%	95	3.2%	8%	False	True	7,101
10	3,175	2,903	272	9.3%	87	3.0%	7%	False	True	8,104
20	3,330	2,903	427	14.6%	85	2.9%	4%	False	True	8,777

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	3,255
2.618	3,145
1.618	3,078
1.000	3,037
0.618	3,011
HIGH	2,970
0.618	2,944
0.500	2,937
0.382	2,929
LOW	2,903
0.618	2,862
1.000	2,836
1.618	2,795
2.618	2,728
4.250	2,618

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	2,937	3,001
PP	2,932	2,975
S1	2,927	2,948

Download as Excel Spreadsheet

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

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