ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 3,158 3,210 52 1.6% 2,920
High 3,182 3,232 50 1.6% 3,182
Low 3,140 3,210 70 2.2% 2,920
Close 3,182 3,219 37 1.2% 3,182
Range 42 22 -20 -47.6% 262
ATR 75 73 -2 -2.4% 0
Volume 51 12 -39 -76.5% 3,062
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,286 3,275 3,231
R3 3,264 3,253 3,225
R2 3,242 3,242 3,223
R1 3,231 3,231 3,221 3,237
PP 3,220 3,220 3,220 3,223
S1 3,209 3,209 3,217 3,215
S2 3,198 3,198 3,215
S3 3,176 3,187 3,213
S4 3,154 3,165 3,207
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 3,232 2,937 295 9.2% 59 1.8% 96% True False 82
10 3,232 2,817 415 12.9% 63 2.0% 97% True False 2,632
20 3,232 2,817 415 12.9% 68 2.1% 97% True False 5,396
40 3,232 2,745 487 15.1% 75 2.3% 97% True False 6,332
60 3,330 2,745 585 18.2% 78 2.4% 81% False False 7,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 3,326
2.618 3,290
1.618 3,268
1.000 3,254
0.618 3,246
HIGH 3,232
0.618 3,224
0.500 3,221
0.382 3,218
LOW 3,210
0.618 3,196
1.000 3,188
1.618 3,174
2.618 3,152
4.250 3,117
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 3,221 3,194
PP 3,220 3,168
S1 3,220 3,143

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

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