ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 3,210 3,234 24 0.7% 2,920
High 3,232 3,234 2 0.1% 3,182
Low 3,210 3,195 -15 -0.5% 2,920
Close 3,219 3,195 -24 -0.7% 3,182
Range 22 39 17 77.3% 262
ATR 73 71 -2 -3.3% 0
Volume 12 5 -7 -58.3% 3,062
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,325 3,299 3,216
R3 3,286 3,260 3,206
R2 3,247 3,247 3,202
R1 3,221 3,221 3,199 3,215
PP 3,208 3,208 3,208 3,205
S1 3,182 3,182 3,191 3,176
S2 3,169 3,169 3,188
S3 3,130 3,143 3,184
S4 3,091 3,104 3,174
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 3,234 3,036 198 6.2% 45 1.4% 80% True False 31
10 3,234 2,836 398 12.5% 56 1.8% 90% True False 1,758
20 3,234 2,817 417 13.1% 66 2.1% 91% True False 5,127
40 3,234 2,745 489 15.3% 74 2.3% 92% True False 6,192
60 3,246 2,745 501 15.7% 77 2.4% 90% False False 6,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,400
2.618 3,336
1.618 3,297
1.000 3,273
0.618 3,258
HIGH 3,234
0.618 3,219
0.500 3,215
0.382 3,210
LOW 3,195
0.618 3,171
1.000 3,156
1.618 3,132
2.618 3,093
4.250 3,029
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 3,215 3,192
PP 3,208 3,190
S1 3,202 3,187

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

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