ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 3,266 3,290 24 0.7% 3,015
High 3,350 3,206 -144 -4.3% 3,350
Low 3,200 3,077 -123 -3.8% 2,990
Close 3,265 3,095 -170 -5.2% 3,265
Range 150 129 -21 -14.0% 360
ATR 95 101 7 7.0% 0
Volume 1,450 3,141 1,691 116.6% 13,606
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,513 3,433 3,166
R3 3,384 3,304 3,130
R2 3,255 3,255 3,119
R1 3,175 3,175 3,107 3,151
PP 3,126 3,126 3,126 3,114
S1 3,046 3,046 3,083 3,022
S2 2,997 2,997 3,071
S3 2,868 2,917 3,060
S4 2,739 2,788 3,024
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 3,077 273 8.8% 89 2.9% 7% False True 2,571
10 3,350 2,990 360 11.6% 109 3.5% 29% False False 2,239
20 3,350 2,950 400 12.9% 95 3.1% 36% False False 1,739
40 3,350 2,725 625 20.2% 88 2.8% 59% False False 1,382
60 3,350 2,725 625 20.2% 83 2.7% 59% False False 1,245
80 3,350 2,466 884 28.6% 76 2.4% 71% False False 1,121
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 7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,754
2.618 3,544
1.618 3,415
1.000 3,335
0.618 3,286
HIGH 3,206
0.618 3,157
0.500 3,142
0.382 3,126
LOW 3,077
0.618 2,997
1.000 2,948
1.618 2,868
2.618 2,739
4.250 2,529
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 3,142 3,214
PP 3,126 3,174
S1 3,111 3,135

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

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