ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	2,967	2,936	-31	-1.0%	3,105
High	2,970	2,951	-19	-0.6%	3,150
Low	2,903	2,908	5	0.2%	2,903
Close	2,922	2,917	-5	-0.2%	2,917
Range	67	43	-24	-35.8%	247
ATR	83	80	-3	-3.4%	0
Volume	6,813	5,792	-1,021	-15.0%	36,006

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,054	3,029	2,941
R3	3,011	2,986	2,929
R2	2,968	2,968	2,925
R1	2,943	2,943	2,921	2,934
PP	2,925	2,925	2,925	2,921
S1	2,900	2,900	2,913	2,891
S2	2,882	2,882	2,909
S3	2,839	2,857	2,905
S4	2,796	2,814	2,893

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,731	3,571	3,053
R3	3,484	3,324	2,985
R2	3,237	3,237	2,962
R1	3,077	3,077	2,940	3,034
PP	2,990	2,990	2,990	2,968
S1	2,830	2,830	2,894	2,787
S2	2,743	2,743	2,872
S3	2,496	2,583	2,849
S4	2,249	2,336	2,781

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%	91	3.1%	6%	False	False	7,201
10	3,175	2,903	272	9.3%	82	2.8%	5%	False	False	7,636
20	3,330	2,903	427	14.6%	84	2.9%	3%	False	False	8,654

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

Fibonacci Retracements and Extensions
4.250	3,134
2.618	3,064
1.618	3,021
1.000	2,994
0.618	2,978
HIGH	2,951
0.618	2,935
0.500	2,930
0.382	2,924
LOW	2,908
0.618	2,881
1.000	2,865
1.618	2,838
2.618	2,795
4.250	2,725

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	2,930	2,937
PP	2,925	2,930
S1	2,921	2,924

Download as Excel Spreadsheet

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

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