ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 08-Apr-2010

Day Change Summary
	Previous	Current
	07-Apr-2010	08-Apr-2010	Change	Change %	Previous Week
Open	2,882	2,850	-32	-1.1%	2,854
High	2,900	2,894	-6	-0.2%	3,000
Low	2,845	2,834	-11	-0.4%	2,854
Close	2,855	2,861	6	0.2%	2,990
Range	55	60	5	9.1%	146
ATR	83	81	-2	-2.0%	0
Volume	9,053	10,146	1,093	12.1%	29,069

Daily Pivots for day following 08-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,043	3,012	2,894
R3	2,983	2,952	2,878
R2	2,923	2,923	2,872
R1	2,892	2,892	2,867	2,908
PP	2,863	2,863	2,863	2,871
S1	2,832	2,832	2,856	2,848
S2	2,803	2,803	2,850
S3	2,743	2,772	2,845
S4	2,683	2,712	2,828

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	2,834	166	5.8%	71	2.5%	16%	False	True	8,359
10	3,000	2,782	218	7.6%	73	2.6%	36%	False	False	7,724
20	3,000	2,745	255	8.9%	84	2.9%	45%	False	False	7,417
40	3,175	2,745	430	15.0%	80	2.8%	27%	False	False	7,711
60	3,512	2,745	767	26.8%	80	2.8%	15%	False	False	7,047

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,149
2.618	3,051
1.618	2,991
1.000	2,954
0.618	2,931
HIGH	2,894
0.618	2,871
0.500	2,864
0.382	2,857
LOW	2,834
0.618	2,797
1.000	2,774
1.618	2,737
2.618	2,677
4.250	2,579

Fisher Pivots for day following 08-Apr-2010
Pivot	1 day	3 day
R1	2,864	2,907
PP	2,863	2,892
S1	2,862	2,876

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols