ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 22-Apr-2010

Day Change Summary
	Previous	Current
	21-Apr-2010	22-Apr-2010	Change	Change %	Previous Week
Open	3,037	3,075	38	1.3%	2,870
High	3,074	3,138	64	2.1%	2,968
Low	3,036	3,054	18	0.6%	2,817
Close	3,073	3,125	52	1.7%	2,965
Range	38	84	46	121.1%	151
ATR	76	76	1	0.8%	0
Volume	64	23	-41	-64.1%	33,165

Daily Pivots for day following 22-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,358	3,325	3,171
R3	3,274	3,241	3,148
R2	3,190	3,190	3,140
R1	3,157	3,157	3,133	3,174
PP	3,106	3,106	3,106	3,114
S1	3,073	3,073	3,117	3,090
S2	3,022	3,022	3,110
S3	2,938	2,989	3,102
S4	2,854	2,905	3,079

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	3,138	2,887	251	8.0%	72	2.3%	95%	True	False	1,297
10	3,138	2,817	321	10.3%	70	2.2%	96%	True	False	4,529
20	3,138	2,782	356	11.4%	72	2.3%	96%	True	False	6,126
40	3,138	2,745	393	12.6%	77	2.4%	97%	True	False	6,645
60	3,406	2,745	661	21.2%	81	2.6%	57%	False	False	7,327

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	9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,495
2.618	3,358
1.618	3,274
1.000	3,222
0.618	3,190
HIGH	3,138
0.618	3,106
0.500	3,096
0.382	3,086
LOW	3,054
0.618	3,002
1.000	2,970
1.618	2,918
2.618	2,834
4.250	2,697

Fisher Pivots for day following 22-Apr-2010
Pivot	1 day	3 day
R1	3,115	3,096
PP	3,106	3,067
S1	3,096	3,038

Download as Excel Spreadsheet

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

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