ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	2,870	2,920	50	1.7%	2,970
High	2,933	2,926	-7	-0.2%	2,985
Low	2,851	2,817	-34	-1.2%	2,834
Close	2,919	2,868	-51	-1.7%	2,856
Range	82	109	27	32.9%	151
ATR	79	81	2	2.7%	0
Volume	9,919	8,737	-1,182	-11.9%	42,616

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,197	3,142	2,928
R3	3,088	3,033	2,898
R2	2,979	2,979	2,888
R1	2,924	2,924	2,878	2,897
PP	2,870	2,870	2,870	2,857
S1	2,815	2,815	2,858	2,788
S2	2,761	2,761	2,848
S3	2,652	2,706	2,838
S4	2,543	2,597	2,808

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	2,933	2,817	116	4.0%	71	2.5%	44%	False	True	9,393
10	3,000	2,817	183	6.4%	75	2.6%	28%	False	True	8,496
20	3,000	2,745	255	8.9%	84	2.9%	48%	False	False	7,646
40	3,175	2,745	430	15.0%	81	2.8%	29%	False	False	7,482
60	3,512	2,745	767	26.7%	81	2.8%	16%	False	False	7,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,389
2.618	3,211
1.618	3,102
1.000	3,035
0.618	2,993
HIGH	2,926
0.618	2,884
0.500	2,872
0.382	2,859
LOW	2,817
0.618	2,750
1.000	2,708
1.618	2,641
2.618	2,532
4.250	2,354

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	2,872	2,875
PP	2,870	2,873
S1	2,869	2,870

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