ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 3,385 3,372 -13 -0.4% 3,292
High 3,409 3,377 -32 -0.9% 3,439
Low 3,343 3,296 -47 -1.4% 3,274
Close 3,374 3,358 -16 -0.5% 3,390
Range 66 81 15 22.7% 165
ATR 88 87 0 -0.5% 0
Volume 2,999 1,704 -1,295 -43.2% 11,530
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,587 3,553 3,403
R3 3,506 3,472 3,380
R2 3,425 3,425 3,373
R1 3,391 3,391 3,365 3,368
PP 3,344 3,344 3,344 3,332
S1 3,310 3,310 3,351 3,287
S2 3,263 3,263 3,343
S3 3,182 3,229 3,336
S4 3,101 3,148 3,313
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,863 3,791 3,481
R3 3,698 3,626 3,435
R2 3,533 3,533 3,420
R1 3,461 3,461 3,405 3,497
PP 3,368 3,368 3,368 3,386
S1 3,296 3,296 3,375 3,332
S2 3,203 3,203 3,360
S3 3,038 3,131 3,345
S4 2,873 2,966 3,299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,439 3,296 143 4.3% 80 2.4% 43% False True 2,189
10 3,439 3,193 246 7.3% 75 2.2% 67% False False 2,382
20 3,439 2,990 449 13.4% 90 2.7% 82% False False 2,492
40 3,439 2,824 615 18.3% 82 2.4% 87% False False 1,800
60 3,439 2,725 714 21.3% 82 2.4% 89% False False 1,568
80 3,439 2,497 942 28.1% 79 2.4% 91% False False 1,374
100 3,439 2,466 973 29.0% 74 2.2% 92% False False 1,226
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 True
Bear Hook False
Bull Hook False
Stretch 15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,721
2.618 3,589
1.618 3,508
1.000 3,458
0.618 3,427
HIGH 3,377
0.618 3,346
0.500 3,337
0.382 3,327
LOW 3,296
0.618 3,246
1.000 3,215
1.618 3,165
2.618 3,084
4.250 2,952
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 3,351 3,363
PP 3,344 3,361
S1 3,337 3,360

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

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