ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 3,372 3,359 -13 -0.4% 3,292
High 3,377 3,395 18 0.5% 3,439
Low 3,296 3,309 13 0.4% 3,274
Close 3,358 3,386 28 0.8% 3,390
Range 81 86 5 6.2% 165
ATR 87 87 0 -0.1% 0
Volume 1,704 5,527 3,823 224.4% 11,530
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,621 3,590 3,433
R3 3,535 3,504 3,410
R2 3,449 3,449 3,402
R1 3,418 3,418 3,394 3,434
PP 3,363 3,363 3,363 3,371
S1 3,332 3,332 3,378 3,348
S2 3,277 3,277 3,370
S3 3,191 3,246 3,362
S4 3,105 3,160 3,339
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 4.2% 83 2.5% 63% False False 2,996
10 3,439 3,245 194 5.7% 73 2.2% 73% False False 2,764
20 3,439 2,990 449 13.3% 90 2.7% 88% False False 2,689
40 3,439 2,848 591 17.5% 83 2.4% 91% False False 1,919
60 3,439 2,725 714 21.1% 83 2.4% 93% False False 1,649
80 3,439 2,497 942 27.8% 79 2.3% 94% False False 1,440
100 3,439 2,466 973 28.7% 74 2.2% 95% False False 1,277
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 19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,761
2.618 3,620
1.618 3,534
1.000 3,481
0.618 3,448
HIGH 3,395
0.618 3,362
0.500 3,352
0.382 3,342
LOW 3,309
0.618 3,256
1.000 3,223
1.618 3,170
2.618 3,084
4.250 2,944
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 3,375 3,375
PP 3,363 3,364
S1 3,352 3,353

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

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