ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 2,970 2,959 -11 -0.4% 2,854
High 2,985 2,980 -5 -0.2% 3,000
Low 2,926 2,860 -66 -2.3% 2,854
Close 2,953 2,913 -40 -1.4% 2,990
Range 59 120 61 103.4% 146
ATR 81 84 3 3.5% 0
Volume 8,738 5,565 -3,173 -36.3% 29,069
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,278 3,215 2,979
R3 3,158 3,095 2,946
R2 3,038 3,038 2,935
R1 2,975 2,975 2,924 2,947
PP 2,918 2,918 2,918 2,903
S1 2,855 2,855 2,902 2,827
S2 2,798 2,798 2,891
S3 2,678 2,735 2,880
S4 2,558 2,615 2,847
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,386 3,334 3,070
R3 3,240 3,188 3,030
R2 3,094 3,094 3,017
R1 3,042 3,042 3,003 3,068
PP 2,948 2,948 2,948 2,961
S1 2,896 2,896 2,977 2,922
S2 2,802 2,802 2,963
S3 2,656 2,750 2,950
S4 2,510 2,604 2,910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,000 2,860 140 4.8% 79 2.7% 38% False True 7,600
10 3,000 2,782 218 7.5% 78 2.7% 60% False False 7,148
20 3,000 2,745 255 8.8% 86 3.0% 66% False False 7,131
40 3,175 2,745 430 14.8% 80 2.8% 39% False False 7,827
60 3,512 2,745 767 26.3% 79 2.7% 22% False False 6,789
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 16
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,490
2.618 3,294
1.618 3,174
1.000 3,100
0.618 3,054
HIGH 2,980
0.618 2,934
0.500 2,920
0.382 2,906
LOW 2,860
0.618 2,786
1.000 2,740
1.618 2,666
2.618 2,546
4.250 2,350
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 2,920 2,930
PP 2,918 2,924
S1 2,915 2,919

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

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