ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 19-Apr-2010

Day Change Summary
	Previous	Current
	16-Apr-2010	19-Apr-2010	Change	Change %	Previous Week
Open	2,888	2,920	32	1.1%	2,870
High	2,968	2,968	0	0.0%	2,968
Low	2,887	2,920	33	1.1%	2,817
Close	2,965	2,942	-23	-0.8%	2,965
Range	81	48	-33	-40.7%	151
ATR	78	76	-2	-2.7%	0
Volume	3,478	2,661	-817	-23.5%	33,165

Daily Pivots for day following 19-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,087	3,063	2,968
R3	3,039	3,015	2,955
R2	2,991	2,991	2,951
R1	2,967	2,967	2,946	2,979
PP	2,943	2,943	2,943	2,950
S1	2,919	2,919	2,938	2,931
S2	2,895	2,895	2,933
S3	2,847	2,871	2,929
S4	2,799	2,823	2,916

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%	68	2.3%	83%	True	False	5,181
10	2,980	2,817	163	5.5%	71	2.4%	77%	False	False	6,970
20	3,000	2,782	218	7.4%	74	2.5%	73%	False	False	7,050
40	3,150	2,745	405	13.8%	79	2.7%	49%	False	False	7,222
60	3,465	2,745	720	24.5%	81	2.8%	27%	False	False	7,473

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,172
2.618	3,094
1.618	3,046
1.000	3,016
0.618	2,998
HIGH	2,968
0.618	2,950
0.500	2,944
0.382	2,938
LOW	2,920
0.618	2,890
1.000	2,872
1.618	2,842
2.618	2,794
4.250	2,716

Fisher Pivots for day following 19-Apr-2010
Pivot	1 day	3 day
R1	2,944	2,929
PP	2,943	2,915
S1	2,943	2,902

Download as Excel Spreadsheet

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

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