ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 3,076 3,116 40 1.3% 3,068
High 3,151 3,138 -13 -0.4% 3,163
Low 3,050 3,055 5 0.2% 2,950
Close 3,133 3,096 -37 -1.2% 3,133
Range 101 83 -18 -17.8% 213
ATR 85 85 0 -0.2% 0
Volume 1,079 1,306 227 21.0% 7,363
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,345 3,304 3,142
R3 3,262 3,221 3,119
R2 3,179 3,179 3,111
R1 3,138 3,138 3,104 3,117
PP 3,096 3,096 3,096 3,086
S1 3,055 3,055 3,088 3,034
S2 3,013 3,013 3,081
S3 2,930 2,972 3,073
S4 2,847 2,889 3,050
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,721 3,640 3,250
R3 3,508 3,427 3,192
R2 3,295 3,295 3,172
R1 3,214 3,214 3,153 3,255
PP 3,082 3,082 3,082 3,102
S1 3,001 3,001 3,113 3,042
S2 2,869 2,869 3,094
S3 2,656 2,788 3,074
S4 2,443 2,575 3,016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,163 2,950 213 6.9% 98 3.2% 69% False False 1,549
10 3,163 2,942 221 7.1% 75 2.4% 70% False False 1,227
20 3,163 2,784 379 12.2% 79 2.6% 82% False False 1,108
40 3,163 2,725 438 14.1% 79 2.6% 85% False False 1,110
60 3,163 2,466 697 22.5% 74 2.4% 90% False False 960
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,491
2.618 3,355
1.618 3,272
1.000 3,221
0.618 3,189
HIGH 3,138
0.618 3,106
0.500 3,097
0.382 3,087
LOW 3,055
0.618 3,004
1.000 2,972
1.618 2,921
2.618 2,838
4.250 2,702
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 3,097 3,101
PP 3,096 3,099
S1 3,096 3,098

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

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