ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 3,090 3,100 10 0.3% 3,116
High 3,114 3,127 13 0.4% 3,236
Low 3,085 3,042 -43 -1.4% 3,055
Close 3,104 3,078 -26 -0.8% 3,103
Range 29 85 56 193.1% 181
ATR 80 81 0 0.4% 0
Volume 462 244 -218 -47.2% 5,502
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,337 3,293 3,125
R3 3,252 3,208 3,101
R2 3,167 3,167 3,094
R1 3,123 3,123 3,086 3,103
PP 3,082 3,082 3,082 3,072
S1 3,038 3,038 3,070 3,018
S2 2,997 2,997 3,062
S3 2,912 2,953 3,055
S4 2,827 2,868 3,031
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 3,042 194 6.3% 66 2.2% 19% False True 829
10 3,236 2,950 286 9.3% 84 2.7% 45% False False 1,132
20 3,236 2,784 452 14.7% 74 2.4% 65% False False 1,088
40 3,236 2,725 511 16.6% 78 2.5% 69% False False 1,093
60 3,236 2,488 748 24.3% 74 2.4% 79% False False 990
80 3,236 2,466 770 25.0% 69 2.3% 79% False False 903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,488
2.618 3,350
1.618 3,265
1.000 3,212
0.618 3,180
HIGH 3,127
0.618 3,095
0.500 3,085
0.382 3,074
LOW 3,042
0.618 2,989
1.000 2,957
1.618 2,904
2.618 2,819
4.250 2,681
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 3,085 3,086
PP 3,082 3,083
S1 3,080 3,081

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

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