ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 3,122 3,148 26 0.8% 3,015
High 3,178 3,196 18 0.6% 3,350
Low 3,117 3,131 14 0.4% 2,990
Close 3,122 3,175 53 1.7% 3,265
Range 61 65 4 6.6% 360
ATR 100 98 -2 -1.9% 0
Volume 2,878 1,957 -921 -32.0% 13,606
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,362 3,334 3,211
R3 3,297 3,269 3,193
R2 3,232 3,232 3,187
R1 3,204 3,204 3,181 3,218
PP 3,167 3,167 3,167 3,175
S1 3,139 3,139 3,169 3,153
S2 3,102 3,102 3,163
S3 3,037 3,074 3,157
S4 2,972 3,009 3,139
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 8.6% 90 2.8% 36% False False 2,234
10 3,350 2,990 360 11.3% 105 3.3% 51% False False 2,602
20 3,350 2,990 360 11.3% 88 2.8% 51% False False 1,823
40 3,350 2,725 625 19.7% 86 2.7% 72% False False 1,439
60 3,350 2,725 625 19.7% 83 2.6% 72% False False 1,308
80 3,350 2,466 884 27.8% 76 2.4% 80% False False 1,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,472
2.618 3,366
1.618 3,301
1.000 3,261
0.618 3,236
HIGH 3,196
0.618 3,171
0.500 3,164
0.382 3,156
LOW 3,131
0.618 3,091
1.000 3,066
1.618 3,026
2.618 2,961
4.250 2,855
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 3,171 3,164
PP 3,167 3,153
S1 3,164 3,142

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

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