ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 01-Apr-2010

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	2,960	2,964	4	0.1%	2,844
High	2,991	3,000	9	0.3%	2,935
Low	2,891	2,941	50	1.7%	2,782
Close	2,969	2,990	21	0.7%	2,854
Range	100	59	-41	-41.0%	153
ATR	84	82	-2	-2.1%	0
Volume	9,312	8,295	-1,017	-10.9%	33,502

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,154	3,131	3,022
R3	3,095	3,072	3,006
R2	3,036	3,036	3,001
R1	3,013	3,013	2,995	3,025
PP	2,977	2,977	2,977	2,983
S1	2,954	2,954	2,985	2,966
S2	2,918	2,918	2,979
S3	2,859	2,895	2,974
S4	2,800	2,836	2,958

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	3,000	2,796	204	6.8%	74	2.5%	95%	True	False	7,319
10	3,000	2,782	218	7.3%	83	2.8%	95%	True	False	7,063
20	3,000	2,745	255	8.5%	84	2.8%	96%	True	False	7,078
40	3,180	2,745	435	14.5%	82	2.7%	56%	False	False	7,891
60	3,512	2,745	767	25.7%	77	2.6%	32%	False	False	6,591

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	21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,251
2.618	3,154
1.618	3,095
1.000	3,059
0.618	3,036
HIGH	3,000
0.618	2,977
0.500	2,971
0.382	2,964
LOW	2,941
0.618	2,905
1.000	2,882
1.618	2,846
2.618	2,787
4.250	2,690

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	2,984	2,975
PP	2,977	2,960
S1	2,971	2,946

Download as Excel Spreadsheet

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

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