ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 05-Apr-2010

Day Change Summary
	Previous	Current
	01-Apr-2010	05-Apr-2010	Change	Change %	Previous Week
Open	2,964	2,970	6	0.2%	2,854
High	3,000	2,985	-15	-0.5%	3,000
Low	2,941	2,926	-15	-0.5%	2,854
Close	2,990	2,953	-37	-1.2%	2,990
Range	59	59	0	0.0%	146
ATR	82	81	-1	-1.6%	0
Volume	8,295	8,738	443	5.3%	29,069

Daily Pivots for day following 05-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,132	3,101	2,985
R3	3,073	3,042	2,969
R2	3,014	3,014	2,964
R1	2,983	2,983	2,958	2,969
PP	2,955	2,955	2,955	2,948
S1	2,924	2,924	2,948	2,910
S2	2,896	2,896	2,942
S3	2,837	2,865	2,937
S4	2,778	2,806	2,921

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,386	3,334	3,070
R3	3,240	3,188	3,030
R2	3,094	3,094	3,017
R1	3,042	3,042	3,003	3,068
PP	2,948	2,948	2,948	2,961
S1	2,896	2,896	2,977	2,922
S2	2,802	2,802	2,963
S3	2,656	2,750	2,950
S4	2,510	2,604	2,910

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,000	2,854	146	4.9%	70	2.4%	68%	False	False	7,561
10	3,000	2,782	218	7.4%	78	2.6%	78%	False	False	7,130
20	3,000	2,745	255	8.6%	84	2.8%	82%	False	False	7,157
40	3,175	2,745	430	14.6%	81	2.7%	48%	False	False	7,936
60	3,512	2,745	767	26.0%	78	2.6%	27%	False	False	6,720

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	19

Fibonacci Retracements and Extensions
4.250	3,236
2.618	3,139
1.618	3,080
1.000	3,044
0.618	3,021
HIGH	2,985
0.618	2,962
0.500	2,956
0.382	2,949
LOW	2,926
0.618	2,890
1.000	2,867
1.618	2,831
2.618	2,772
4.250	2,675

Fisher Pivots for day following 05-Apr-2010
Pivot	1 day	3 day
R1	2,956	2,951
PP	2,955	2,948
S1	2,954	2,946

Download as Excel Spreadsheet

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

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