ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 3,075 3,158 83 2.7% 2,920
High 3,138 3,182 44 1.4% 3,182
Low 3,054 3,140 86 2.8% 2,920
Close 3,125 3,182 57 1.8% 3,182
Range 84 42 -42 -50.0% 262
ATR 76 75 -1 -1.8% 0
Volume 23 51 28 121.7% 3,062
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,294 3,280 3,205
R3 3,252 3,238 3,194
R2 3,210 3,210 3,190
R1 3,196 3,196 3,186 3,203
PP 3,168 3,168 3,168 3,172
S1 3,154 3,154 3,178 3,161
S2 3,126 3,126 3,174
S3 3,084 3,112 3,170
S4 3,042 3,070 3,159
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,881 3,793 3,326
R3 3,619 3,531 3,254
R2 3,357 3,357 3,230
R1 3,269 3,269 3,206 3,313
PP 3,095 3,095 3,095 3,117
S1 3,007 3,007 3,158 3,051
S2 2,833 2,833 3,134
S3 2,571 2,745 3,110
S4 2,309 2,483 3,038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,182 2,920 262 8.2% 64 2.0% 100% True False 612
10 3,182 2,817 365 11.5% 69 2.2% 100% True False 3,622
20 3,182 2,796 386 12.1% 70 2.2% 100% True False 5,771
40 3,182 2,745 437 13.7% 76 2.4% 100% True False 6,476
60 3,330 2,745 585 18.4% 79 2.5% 75% False False 7,243
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 8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,361
2.618 3,292
1.618 3,250
1.000 3,224
0.618 3,208
HIGH 3,182
0.618 3,166
0.500 3,161
0.382 3,156
LOW 3,140
0.618 3,114
1.000 3,098
1.618 3,072
2.618 3,030
4.250 2,962
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 3,175 3,158
PP 3,168 3,133
S1 3,161 3,109

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

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