ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 16-Apr-2010

Day Change Summary
	Previous	Current
	15-Apr-2010	16-Apr-2010	Change	Change %	Previous Week
Open	2,891	2,888	-3	-0.1%	2,870
High	2,900	2,968	68	2.3%	2,968
Low	2,836	2,887	51	1.8%	2,817
Close	2,876	2,965	89	3.1%	2,965
Range	64	81	17	26.6%	151
ATR	77	78	1	1.4%	0
Volume	5,145	3,478	-1,667	-32.4%	33,165

Daily Pivots for day following 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,183	3,155	3,010
R3	3,102	3,074	2,987
R2	3,021	3,021	2,980
R1	2,993	2,993	2,972	3,007
PP	2,940	2,940	2,940	2,947
S1	2,912	2,912	2,958	2,926
S2	2,859	2,859	2,950
S3	2,778	2,831	2,943
S4	2,697	2,750	2,920

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,370	3,318	3,048
R3	3,219	3,167	3,007
R2	3,068	3,068	2,993
R1	3,016	3,016	2,979	3,042
PP	2,917	2,917	2,917	2,930
S1	2,865	2,865	2,951	2,891
S2	2,766	2,766	2,937
S3	2,615	2,714	2,923
S4	2,464	2,563	2,882

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,968	2,817	151	5.1%	74	2.5%	98%	True	False	6,633
10	2,985	2,817	168	5.7%	72	2.4%	88%	False	False	7,578
20	3,000	2,782	218	7.4%	77	2.6%	84%	False	False	7,320
40	3,150	2,745	405	13.7%	80	2.7%	54%	False	False	7,287
60	3,512	2,745	767	25.9%	81	2.7%	29%	False	False	7,486

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	13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,312
2.618	3,180
1.618	3,099
1.000	3,049
0.618	3,018
HIGH	2,968
0.618	2,937
0.500	2,928
0.382	2,918
LOW	2,887
0.618	2,837
1.000	2,806
1.618	2,756
2.618	2,675
4.250	2,543

Fisher Pivots for day following 16-Apr-2010
Pivot	1 day	3 day
R1	2,953	2,944
PP	2,940	2,923
S1	2,928	2,902

Download as Excel Spreadsheet

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

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