ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 3,093 3,152 59 1.9% 3,116
High 3,175 3,176 1 0.0% 3,236
Low 3,093 3,097 4 0.1% 3,055
Close 3,161 3,116 -45 -1.4% 3,103
Range 82 79 -3 -3.7% 181
ATR 82 82 0 -0.2% 0
Volume 957 1,583 626 65.4% 5,502
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,367 3,320 3,159
R3 3,288 3,241 3,138
R2 3,209 3,209 3,130
R1 3,162 3,162 3,123 3,146
PP 3,130 3,130 3,130 3,122
S1 3,083 3,083 3,109 3,067
S2 3,051 3,051 3,102
S3 2,972 3,004 3,094
S4 2,893 2,925 3,073
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 3,176 3,042 134 4.3% 69 2.2% 55% True False 887
10 3,236 3,042 194 6.2% 75 2.4% 38% False False 982
20 3,236 2,848 388 12.5% 75 2.4% 69% False False 1,148
40 3,236 2,725 511 16.4% 79 2.5% 77% False False 1,129
60 3,236 2,497 739 23.7% 76 2.4% 84% False False 1,024
80 3,236 2,466 770 24.7% 70 2.3% 84% False False 924
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 14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,512
2.618 3,383
1.618 3,304
1.000 3,255
0.618 3,225
HIGH 3,176
0.618 3,146
0.500 3,137
0.382 3,127
LOW 3,097
0.618 3,048
1.000 3,018
1.618 2,969
2.618 2,890
4.250 2,761
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 3,137 3,114
PP 3,130 3,111
S1 3,123 3,109

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

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