ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 09-Apr-2010

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	2,850	2,864	14	0.5%	2,970
High	2,894	2,891	-3	-0.1%	2,985
Low	2,834	2,841	7	0.2%	2,834
Close	2,861	2,856	-5	-0.2%	2,856
Range	60	50	-10	-16.7%	151
ATR	81	79	-2	-2.7%	0
Volume	10,146	9,114	-1,032	-10.2%	42,616

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,013	2,984	2,884
R3	2,963	2,934	2,870
R2	2,913	2,913	2,865
R1	2,884	2,884	2,861	2,874
PP	2,863	2,863	2,863	2,857
S1	2,834	2,834	2,851	2,824
S2	2,813	2,813	2,847
S3	2,763	2,784	2,842
S4	2,713	2,734	2,829

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,345	3,251	2,939
R3	3,194	3,100	2,898
R2	3,043	3,043	2,884
R1	2,949	2,949	2,870	2,921
PP	2,892	2,892	2,892	2,877
S1	2,798	2,798	2,842	2,770
S2	2,741	2,741	2,828
S3	2,590	2,647	2,814
S4	2,439	2,496	2,773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,985	2,834	151	5.3%	69	2.4%	15%	False	False	8,523
10	3,000	2,796	204	7.1%	71	2.5%	29%	False	False	7,921
20	3,000	2,745	255	8.9%	85	3.0%	44%	False	False	7,407
40	3,175	2,745	430	15.1%	80	2.8%	26%	False	False	7,597
60	3,512	2,745	767	26.9%	80	2.8%	14%	False	False	7,151

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3,104
2.618	3,022
1.618	2,972
1.000	2,941
0.618	2,922
HIGH	2,891
0.618	2,872
0.500	2,866
0.382	2,860
LOW	2,841
0.618	2,810
1.000	2,791
1.618	2,760
2.618	2,710
4.250	2,629

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	2,866	2,867
PP	2,863	2,863
S1	2,859	2,860

Download as Excel Spreadsheet

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

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