ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 3,148 3,193 45 1.4% 3,015
High 3,196 3,299 103 3.2% 3,350
Low 3,131 3,193 62 2.0% 2,990
Close 3,175 3,295 120 3.8% 3,265
Range 65 106 41 63.1% 360
ATR 98 100 2 1.9% 0
Volume 1,957 1,704 -253 -12.9% 13,606
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,580 3,544 3,353
R3 3,474 3,438 3,324
R2 3,368 3,368 3,314
R1 3,332 3,332 3,305 3,350
PP 3,262 3,262 3,262 3,272
S1 3,226 3,226 3,285 3,244
S2 3,156 3,156 3,276
S3 3,050 3,120 3,266
S4 2,944 3,014 3,237
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 8.3% 102 3.1% 80% False False 2,226
10 3,350 2,990 360 10.9% 108 3.3% 85% False False 2,614
20 3,350 2,990 360 10.9% 91 2.8% 85% False False 1,798
40 3,350 2,731 619 18.8% 87 2.6% 91% False False 1,459
60 3,350 2,725 625 19.0% 84 2.6% 91% False False 1,327
80 3,350 2,466 884 26.8% 77 2.3% 94% False False 1,161
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 4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,750
2.618 3,577
1.618 3,471
1.000 3,405
0.618 3,365
HIGH 3,299
0.618 3,259
0.500 3,246
0.382 3,233
LOW 3,193
0.618 3,127
1.000 3,087
1.618 3,021
2.618 2,915
4.250 2,743
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 3,279 3,266
PP 3,262 3,237
S1 3,246 3,208

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

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