ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 2,820 2,854 34 1.2% 2,844
High 2,872 2,932 60 2.1% 2,935
Low 2,796 2,854 58 2.1% 2,782
Close 2,854 2,925 71 2.5% 2,854
Range 76 78 2 2.6% 153
ATR 85 85 -1 -0.6% 0
Volume 7,526 5,372 -2,154 -28.6% 33,502
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,138 3,109 2,968
R3 3,060 3,031 2,946
R2 2,982 2,982 2,939
R1 2,953 2,953 2,932 2,968
PP 2,904 2,904 2,904 2,911
S1 2,875 2,875 2,918 2,890
S2 2,826 2,826 2,911
S3 2,748 2,797 2,904
S4 2,670 2,719 2,882
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,316 3,238 2,938
R3 3,163 3,085 2,896
R2 3,010 3,010 2,882
R1 2,932 2,932 2,868 2,971
PP 2,857 2,857 2,857 2,877
S1 2,779 2,779 2,840 2,818
S2 2,704 2,704 2,826
S3 2,551 2,626 2,812
S4 2,398 2,473 2,770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,935 2,782 153 5.2% 77 2.6% 93% False False 6,696
10 2,963 2,745 218 7.5% 93 3.2% 83% False False 6,795
20 2,963 2,745 218 7.5% 82 2.8% 83% False False 7,257
40 3,246 2,745 501 17.1% 83 2.8% 36% False False 7,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,264
2.618 3,136
1.618 3,058
1.000 3,010
0.618 2,980
HIGH 2,932
0.618 2,902
0.500 2,893
0.382 2,884
LOW 2,854
0.618 2,806
1.000 2,776
1.618 2,728
2.618 2,650
4.250 2,523
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 2,914 2,902
PP 2,904 2,880
S1 2,893 2,857

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

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