ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	2,864	2,870	6	0.2%	2,970
High	2,891	2,933	42	1.5%	2,985
Low	2,841	2,851	10	0.4%	2,834
Close	2,856	2,919	63	2.2%	2,856
Range	50	82	32	64.0%	151
ATR	79	79	0	0.3%	0
Volume	9,114	9,919	805	8.8%	42,616

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,147	3,115	2,964
R3	3,065	3,033	2,942
R2	2,983	2,983	2,934
R1	2,951	2,951	2,927	2,967
PP	2,901	2,901	2,901	2,909
S1	2,869	2,869	2,911	2,885
S2	2,819	2,819	2,904
S3	2,737	2,787	2,896
S4	2,655	2,705	2,874

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	2,980	2,834	146	5.0%	73	2.5%	58%	False	False	8,759
10	3,000	2,834	166	5.7%	72	2.5%	51%	False	False	8,160
20	3,000	2,745	255	8.7%	83	2.8%	68%	False	False	7,639
40	3,175	2,745	430	14.7%	80	2.7%	40%	False	False	7,583
60	3,512	2,745	767	26.3%	80	2.7%	23%	False	False	7,263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,282
2.618	3,148
1.618	3,066
1.000	3,015
0.618	2,984
HIGH	2,933
0.618	2,902
0.500	2,892
0.382	2,882
LOW	2,851
0.618	2,800
1.000	2,769
1.618	2,718
2.618	2,636
4.250	2,503

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	2,910	2,907
PP	2,901	2,895
S1	2,892	2,884

Download as Excel Spreadsheet

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

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