ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 3,469 3,451 -18 -0.5% 3,340
High 3,481 3,512 31 0.9% 3,454
Low 3,442 3,441 -1 0.0% 3,315
Close 3,451 3,458 7 0.2% 3,425
Range 39 71 32 82.1% 139
ATR
Volume 2,937 3,434 497 16.9% 11,829
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,683 3,642 3,497
R3 3,612 3,571 3,478
R2 3,541 3,541 3,471
R1 3,500 3,500 3,465 3,521
PP 3,470 3,470 3,470 3,481
S1 3,429 3,429 3,451 3,450
S2 3,399 3,399 3,445
S3 3,328 3,358 3,438
S4 3,257 3,287 3,419
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 3,512 3,400 112 3.2% 53 1.5% 52% True False 2,664
10 3,512 3,279 233 6.7% 52 1.5% 77% True False 2,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3,814
2.618 3,698
1.618 3,627
1.000 3,583
0.618 3,556
HIGH 3,512
0.618 3,485
0.500 3,477
0.382 3,468
LOW 3,441
0.618 3,397
1.000 3,370
1.618 3,326
2.618 3,255
4.250 3,139
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 3,477 3,471
PP 3,470 3,466
S1 3,464 3,462

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

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