ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 3,436 3,469 33 1.0% 3,340
High 3,497 3,481 -16 -0.5% 3,454
Low 3,429 3,442 13 0.4% 3,315
Close 3,485 3,451 -34 -1.0% 3,425
Range 68 39 -29 -42.6% 139
ATR
Volume 2,108 2,937 829 39.3% 11,829
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,575 3,552 3,472
R3 3,536 3,513 3,462
R2 3,497 3,497 3,458
R1 3,474 3,474 3,455 3,466
PP 3,458 3,458 3,458 3,454
S1 3,435 3,435 3,447 3,427
S2 3,419 3,419 3,444
S3 3,380 3,396 3,440
S4 3,341 3,357 3,430
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,815 3,759 3,501
R3 3,676 3,620 3,463
R2 3,537 3,537 3,450
R1 3,481 3,481 3,438 3,509
PP 3,398 3,398 3,398 3,412
S1 3,342 3,342 3,412 3,370
S2 3,259 3,259 3,400
S3 3,120 3,203 3,387
S4 2,981 3,064 3,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,497 3,358 139 4.0% 52 1.5% 67% False False 2,616
10 3,497 3,279 218 6.3% 47 1.4% 79% False False 2,209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,647
2.618 3,583
1.618 3,544
1.000 3,520
0.618 3,505
HIGH 3,481
0.618 3,466
0.500 3,462
0.382 3,457
LOW 3,442
0.618 3,418
1.000 3,403
1.618 3,379
2.618 3,340
4.250 3,276
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 3,462 3,452
PP 3,458 3,451
S1 3,455 3,451

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

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