ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 3,155 3,061 -94 -3.0% 3,116
High 3,155 3,129 -26 -0.8% 3,236
Low 3,075 3,060 -15 -0.5% 3,055
Close 3,084 3,103 19 0.6% 3,103
Range 80 69 -11 -13.8% 181
ATR 85 84 -1 -1.4% 0
Volume 1,152 1,191 39 3.4% 5,502
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,304 3,273 3,141
R3 3,235 3,204 3,122
R2 3,166 3,166 3,116
R1 3,135 3,135 3,109 3,151
PP 3,097 3,097 3,097 3,105
S1 3,066 3,066 3,097 3,082
S2 3,028 3,028 3,090
S3 2,959 2,997 3,084
S4 2,890 2,928 3,065
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,674 3,570 3,203
R3 3,493 3,389 3,153
R2 3,312 3,312 3,136
R1 3,208 3,208 3,120 3,170
PP 3,131 3,131 3,131 3,112
S1 3,027 3,027 3,086 2,989
S2 2,950 2,950 3,070
S3 2,769 2,846 3,053
S4 2,588 2,665 3,003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,236 3,055 181 5.8% 75 2.4% 27% False False 1,100
10 3,236 2,950 286 9.2% 81 2.6% 53% False False 1,286
20 3,236 2,784 452 14.6% 82 2.6% 71% False False 1,147
40 3,236 2,725 511 16.5% 79 2.6% 74% False False 1,129
60 3,236 2,488 748 24.1% 74 2.4% 82% False False 998
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 True
Bull Hook False
Stretch 13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,422
2.618 3,310
1.618 3,241
1.000 3,198
0.618 3,172
HIGH 3,129
0.618 3,103
0.500 3,095
0.382 3,086
LOW 3,060
0.618 3,017
1.000 2,991
1.618 2,948
2.618 2,879
4.250 2,767
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 3,100 3,148
PP 3,097 3,133
S1 3,095 3,118

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

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