ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 3,424 3,379 -45 -1.3% 3,436
High 3,437 3,406 -31 -0.9% 3,512
Low 3,347 3,221 -126 -3.8% 3,388
Close 3,399 3,308 -91 -2.7% 3,454
Range 90 185 95 105.6% 124
ATR 59 68 9 15.2% 0
Volume 2,396 5,117 2,721 113.6% 10,896
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,867 3,772 3,410
R3 3,682 3,587 3,359
R2 3,497 3,497 3,342
R1 3,402 3,402 3,325 3,357
PP 3,312 3,312 3,312 3,289
S1 3,217 3,217 3,291 3,172
S2 3,127 3,127 3,274
S3 2,942 3,032 3,257
S4 2,757 2,847 3,206
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,823 3,763 3,522
R3 3,699 3,639 3,488
R2 3,575 3,575 3,477
R1 3,515 3,515 3,465 3,545
PP 3,451 3,451 3,451 3,467
S1 3,391 3,391 3,443 3,421
S2 3,327 3,327 3,431
S3 3,203 3,267 3,420
S4 3,079 3,143 3,386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,512 3,221 291 8.8% 91 2.8% 30% False True 3,525
10 3,512 3,221 291 8.8% 72 2.2% 30% False True 3,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,192
2.618 3,890
1.618 3,705
1.000 3,591
0.618 3,520
HIGH 3,406
0.618 3,335
0.500 3,314
0.382 3,292
LOW 3,221
0.618 3,107
1.000 3,036
1.618 2,922
2.618 2,737
4.250 2,435
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 3,314 3,336
PP 3,312 3,326
S1 3,310 3,317

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

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