ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 3,193 3,271 78 2.4% 3,290
High 3,299 3,317 18 0.5% 3,317
Low 3,193 3,245 52 1.6% 3,077
Close 3,295 3,303 8 0.2% 3,303
Range 106 72 -34 -32.1% 240
ATR 100 98 -2 -2.0% 0
Volume 1,704 2,902 1,198 70.3% 12,582
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,504 3,476 3,343
R3 3,432 3,404 3,323
R2 3,360 3,360 3,316
R1 3,332 3,332 3,310 3,346
PP 3,288 3,288 3,288 3,296
S1 3,260 3,260 3,296 3,274
S2 3,216 3,216 3,290
S3 3,144 3,188 3,283
S4 3,072 3,116 3,263
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,952 3,868 3,435
R3 3,712 3,628 3,369
R2 3,472 3,472 3,347
R1 3,388 3,388 3,325 3,430
PP 3,232 3,232 3,232 3,254
S1 3,148 3,148 3,281 3,190
S2 2,992 2,992 3,259
S3 2,752 2,908 3,237
S4 2,512 2,668 3,171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,317 3,077 240 7.3% 87 2.6% 94% True False 2,516
10 3,350 2,990 360 10.9% 105 3.2% 87% False False 2,618
20 3,350 2,990 360 10.9% 90 2.7% 87% False False 1,889
40 3,350 2,784 566 17.1% 84 2.5% 92% False False 1,499
60 3,350 2,725 625 18.9% 83 2.5% 92% False False 1,365
80 3,350 2,466 884 26.8% 78 2.4% 95% False False 1,182
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 3,623
2.618 3,505
1.618 3,433
1.000 3,389
0.618 3,361
HIGH 3,317
0.618 3,289
0.500 3,281
0.382 3,273
LOW 3,245
0.618 3,201
1.000 3,173
1.618 3,129
2.618 3,057
4.250 2,939
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 3,296 3,277
PP 3,288 3,250
S1 3,281 3,224

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

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