ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 14-Apr-2010

Day Change Summary
	Previous	Current
	13-Apr-2010	14-Apr-2010	Change	Change %	Previous Week
Open	2,920	2,872	-48	-1.6%	2,970
High	2,926	2,902	-24	-0.8%	2,985
Low	2,817	2,866	49	1.7%	2,834
Close	2,868	2,890	22	0.8%	2,856
Range	109	36	-73	-67.0%	151
ATR	81	78	-3	-4.0%	0
Volume	8,737	5,886	-2,851	-32.6%	42,616

Daily Pivots for day following 14-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,994	2,978	2,910
R3	2,958	2,942	2,900
R2	2,922	2,922	2,897
R1	2,906	2,906	2,893	2,914
PP	2,886	2,886	2,886	2,890
S1	2,870	2,870	2,887	2,878
S2	2,850	2,850	2,883
S3	2,814	2,834	2,880
S4	2,778	2,798	2,870

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%	67	2.3%	63%	False	False	8,760
10	3,000	2,817	183	6.3%	73	2.5%	40%	False	False	8,476
20	3,000	2,782	218	7.5%	79	2.7%	50%	False	False	7,639
40	3,175	2,745	430	14.9%	81	2.8%	34%	False	False	7,409
60	3,512	2,745	767	26.5%	81	2.8%	19%	False	False	7,426

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3,055
2.618	2,996
1.618	2,960
1.000	2,938
0.618	2,924
HIGH	2,902
0.618	2,888
0.500	2,884
0.382	2,880
LOW	2,866
0.618	2,844
1.000	2,830
1.618	2,808
2.618	2,772
4.250	2,713

Fisher Pivots for day following 14-Apr-2010
Pivot	1 day	3 day
R1	2,888	2,885
PP	2,886	2,880
S1	2,884	2,875

Download as Excel Spreadsheet

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

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