ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 2,937 3,037 100 3.4% 2,870
High 3,045 3,074 29 1.0% 2,968
Low 2,937 3,036 99 3.4% 2,817
Close 3,031 3,073 42 1.4% 2,965
Range 108 38 -70 -64.8% 151
ATR 78 76 -3 -3.2% 0
Volume 263 64 -199 -75.7% 33,165
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,175 3,162 3,094
R3 3,137 3,124 3,083
R2 3,099 3,099 3,080
R1 3,086 3,086 3,076 3,093
PP 3,061 3,061 3,061 3,064
S1 3,048 3,048 3,070 3,055
S2 3,023 3,023 3,066
S3 2,985 3,010 3,063
S4 2,947 2,972 3,052
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 3,074 2,836 238 7.7% 68 2.2% 100% True False 2,322
10 3,074 2,817 257 8.4% 68 2.2% 100% True False 5,541
20 3,074 2,782 292 9.5% 72 2.3% 100% True False 6,451
40 3,074 2,745 329 10.7% 76 2.5% 100% True False 6,950
60 3,437 2,745 692 22.5% 82 2.7% 47% False False 7,367
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,236
2.618 3,173
1.618 3,135
1.000 3,112
0.618 3,097
HIGH 3,074
0.618 3,059
0.500 3,055
0.382 3,051
LOW 3,036
0.618 3,013
1.000 2,998
1.618 2,975
2.618 2,937
4.250 2,875
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 3,067 3,048
PP 3,061 3,022
S1 3,055 2,997

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

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