ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 2,920 2,937 17 0.6% 2,870
High 2,968 3,045 77 2.6% 2,968
Low 2,920 2,937 17 0.6% 2,817
Close 2,942 3,031 89 3.0% 2,965
Range 48 108 60 125.0% 151
ATR 76 78 2 3.0% 0
Volume 2,661 263 -2,398 -90.1% 33,165
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,328 3,288 3,090
R3 3,220 3,180 3,061
R2 3,112 3,112 3,051
R1 3,072 3,072 3,041 3,092
PP 3,004 3,004 3,004 3,015
S1 2,964 2,964 3,021 2,984
S2 2,896 2,896 3,011
S3 2,788 2,856 3,001
S4 2,680 2,748 2,972
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 3,045 2,836 209 6.9% 67 2.2% 93% True False 3,486
10 3,045 2,817 228 7.5% 69 2.3% 94% True False 6,440
20 3,045 2,782 263 8.7% 74 2.4% 95% True False 6,794
40 3,099 2,745 354 11.7% 79 2.6% 81% False False 7,104
60 3,450 2,745 705 23.3% 82 2.7% 41% False False 7,437
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 10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,504
2.618 3,328
1.618 3,220
1.000 3,153
0.618 3,112
HIGH 3,045
0.618 3,004
0.500 2,991
0.382 2,978
LOW 2,937
0.618 2,870
1.000 2,829
1.618 2,762
2.618 2,654
4.250 2,478
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 3,018 3,009
PP 3,004 2,988
S1 2,991 2,966

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

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