ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 3,326 3,363 37 1.1% 3,288
High 3,400 3,418 18 0.5% 3,333
Low 3,307 3,363 56 1.7% 3,245
Close 3,389 3,392 3 0.1% 3,296
Range 93 55 -38 -40.9% 88
ATR 69 68 -1 -1.5% 0
Volume 8,200 7,369 -831 -10.1% 29,512
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,556 3,529 3,422
R3 3,501 3,474 3,407
R2 3,446 3,446 3,402
R1 3,419 3,419 3,397 3,433
PP 3,391 3,391 3,391 3,398
S1 3,364 3,364 3,387 3,378
S2 3,336 3,336 3,382
S3 3,281 3,309 3,377
S4 3,226 3,254 3,362
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,555 3,514 3,344
R3 3,467 3,426 3,320
R2 3,379 3,379 3,312
R1 3,338 3,338 3,304 3,359
PP 3,291 3,291 3,291 3,302
S1 3,250 3,250 3,288 3,271
S2 3,203 3,203 3,280
S3 3,115 3,162 3,272
S4 3,027 3,074 3,248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,418 3,281 137 4.0% 61 1.8% 81% True False 6,634
10 3,418 3,232 186 5.5% 64 1.9% 86% True False 5,908
20 3,510 3,230 280 8.3% 70 2.1% 58% False False 6,778
40 3,510 3,103 407 12.0% 68 2.0% 71% False False 6,642
60 3,510 3,102 408 12.0% 70 2.1% 71% False False 6,356
80 3,510 2,990 520 15.3% 76 2.2% 77% False False 5,217
100 3,510 2,731 779 23.0% 77 2.3% 85% False False 4,397
120 3,510 2,725 785 23.1% 77 2.3% 85% False False 3,842
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,652
2.618 3,562
1.618 3,507
1.000 3,473
0.618 3,452
HIGH 3,418
0.618 3,397
0.500 3,391
0.382 3,384
LOW 3,363
0.618 3,329
1.000 3,308
1.618 3,274
2.618 3,219
4.250 3,129
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 3,392 3,378
PP 3,391 3,364
S1 3,391 3,350

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

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