ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 3,263 3,266 3 0.1% 3,015
High 3,303 3,350 47 1.4% 3,350
Low 3,258 3,200 -58 -1.8% 2,990
Close 3,266 3,265 -1 0.0% 3,265
Range 45 150 105 233.3% 360
ATR 91 95 4 4.7% 0
Volume 1,747 1,450 -297 -17.0% 13,606
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,722 3,643 3,348
R3 3,572 3,493 3,306
R2 3,422 3,422 3,293
R1 3,343 3,343 3,279 3,308
PP 3,272 3,272 3,272 3,254
S1 3,193 3,193 3,251 3,158
S2 3,122 3,122 3,238
S3 2,972 3,043 3,224
S4 2,822 2,893 3,183
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,282 4,133 3,463
R3 3,922 3,773 3,364
R2 3,562 3,562 3,331
R1 3,413 3,413 3,298 3,488
PP 3,202 3,202 3,202 3,239
S1 3,053 3,053 3,232 3,128
S2 2,842 2,842 3,199
S3 2,482 2,693 3,166
S4 2,122 2,333 3,067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,350 2,990 360 11.0% 123 3.8% 76% True False 2,721
10 3,350 2,990 360 11.0% 99 3.0% 76% True False 1,971
20 3,350 2,950 400 12.3% 90 2.8% 79% True False 1,628
40 3,350 2,725 625 19.1% 86 2.6% 86% True False 1,355
60 3,350 2,700 650 19.9% 82 2.5% 87% True False 1,211
80 3,350 2,466 884 27.1% 75 2.3% 90% True False 1,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,988
2.618 3,743
1.618 3,593
1.000 3,500
0.618 3,443
HIGH 3,350
0.618 3,293
0.500 3,275
0.382 3,257
LOW 3,200
0.618 3,107
1.000 3,050
1.618 2,957
2.618 2,807
4.250 2,563
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 3,275 3,275
PP 3,272 3,272
S1 3,268 3,268

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

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