ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 3,234 3,187 -47 -1.5% 2,920
High 3,234 3,210 -24 -0.7% 3,182
Low 3,195 3,176 -19 -0.6% 2,920
Close 3,195 3,184 -11 -0.3% 3,182
Range 39 34 -5 -12.8% 262
ATR 71 68 -3 -3.7% 0
Volume 5 4 -1 -20.0% 3,062
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,292 3,272 3,203
R3 3,258 3,238 3,193
R2 3,224 3,224 3,190
R1 3,204 3,204 3,187 3,197
PP 3,190 3,190 3,190 3,187
S1 3,170 3,170 3,181 3,163
S2 3,156 3,156 3,178
S3 3,122 3,136 3,175
S4 3,088 3,102 3,165
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 3,054 180 5.7% 44 1.4% 72% False False 19
10 3,234 2,836 398 12.5% 56 1.8% 87% False False 1,170
20 3,234 2,817 417 13.1% 65 2.0% 88% False False 4,823
40 3,234 2,745 489 15.4% 73 2.3% 90% False False 6,003
60 3,234 2,745 489 15.4% 77 2.4% 90% False False 6,856
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,355
2.618 3,299
1.618 3,265
1.000 3,244
0.618 3,231
HIGH 3,210
0.618 3,197
0.500 3,193
0.382 3,189
LOW 3,176
0.618 3,155
1.000 3,142
1.618 3,121
2.618 3,087
4.250 3,032
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 3,193 3,205
PP 3,190 3,198
S1 3,187 3,191

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

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