ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 15-Apr-2010

Day Change Summary
	Previous	Current
	14-Apr-2010	15-Apr-2010	Change	Change %	Previous Week
Open	2,872	2,891	19	0.7%	2,970
High	2,902	2,900	-2	-0.1%	2,985
Low	2,866	2,836	-30	-1.0%	2,834
Close	2,890	2,876	-14	-0.5%	2,856
Range	36	64	28	77.8%	151
ATR	78	77	-1	-1.3%	0
Volume	5,886	5,145	-741	-12.6%	42,616

Daily Pivots for day following 15-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,063	3,033	2,911
R3	2,999	2,969	2,894
R2	2,935	2,935	2,888
R1	2,905	2,905	2,882	2,888
PP	2,871	2,871	2,871	2,862
S1	2,841	2,841	2,870	2,824
S2	2,807	2,807	2,864
S3	2,743	2,777	2,858
S4	2,679	2,713	2,841

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%	68	2.4%	51%	False	False	7,760
10	3,000	2,817	183	6.4%	69	2.4%	32%	False	False	8,059
20	3,000	2,782	218	7.6%	78	2.7%	43%	False	False	7,480
40	3,150	2,745	405	14.1%	79	2.8%	32%	False	False	7,397
60	3,512	2,745	767	26.7%	81	2.8%	17%	False	False	7,477

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,172
2.618	3,068
1.618	3,004
1.000	2,964
0.618	2,940
HIGH	2,900
0.618	2,876
0.500	2,868
0.382	2,860
LOW	2,836
0.618	2,796
1.000	2,772
1.618	2,732
2.618	2,668
4.250	2,564

Fisher Pivots for day following 15-Apr-2010
Pivot	1 day	3 day
R1	2,873	2,875
PP	2,871	2,873
S1	2,868	2,872

Download as Excel Spreadsheet

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

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