ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 2,891 2,888 -3 -0.1% 2,870
High 2,900 2,968 68 2.3% 2,968
Low 2,836 2,887 51 1.8% 2,817
Close 2,876 2,965 89 3.1% 2,965
Range 64 81 17 26.6% 151
ATR 77 78 1 1.4% 0
Volume 5,145 3,478 -1,667 -32.4% 33,165
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,183 3,155 3,010
R3 3,102 3,074 2,987
R2 3,021 3,021 2,980
R1 2,993 2,993 2,972 3,007
PP 2,940 2,940 2,940 2,947
S1 2,912 2,912 2,958 2,926
S2 2,859 2,859 2,950
S3 2,778 2,831 2,943
S4 2,697 2,750 2,920
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 3,370 3,318 3,048
R3 3,219 3,167 3,007
R2 3,068 3,068 2,993
R1 3,016 3,016 2,979 3,042
PP 2,917 2,917 2,917 2,930
S1 2,865 2,865 2,951 2,891
S2 2,766 2,766 2,937
S3 2,615 2,714 2,923
S4 2,464 2,563 2,882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,968 2,817 151 5.1% 74 2.5% 98% True False 6,633
10 2,985 2,817 168 5.7% 72 2.4% 88% False False 7,578
20 3,000 2,782 218 7.4% 77 2.6% 84% False False 7,320
40 3,150 2,745 405 13.7% 80 2.7% 54% False False 7,287
60 3,512 2,745 767 25.9% 81 2.7% 29% False False 7,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 3,312
2.618 3,180
1.618 3,099
1.000 3,049
0.618 3,018
HIGH 2,968
0.618 2,937
0.500 2,928
0.382 2,918
LOW 2,887
0.618 2,837
1.000 2,806
1.618 2,756
2.618 2,675
4.250 2,543
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 2,953 2,944
PP 2,940 2,923
S1 2,928 2,902

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

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