ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 3,292 3,349 57 1.7% 3,290
High 3,354 3,373 19 0.6% 3,317
Low 3,274 3,339 65 2.0% 3,077
Close 3,332 3,361 29 0.9% 3,303
Range 80 34 -46 -57.5% 240
ATR 97 93 -4 -4.1% 0
Volume 4,611 1,647 -2,964 -64.3% 12,582
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,460 3,444 3,380
R3 3,426 3,410 3,370
R2 3,392 3,392 3,367
R1 3,376 3,376 3,364 3,384
PP 3,358 3,358 3,358 3,362
S1 3,342 3,342 3,358 3,350
S2 3,324 3,324 3,355
S3 3,290 3,308 3,352
S4 3,256 3,274 3,342
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 3,373 3,131 242 7.2% 71 2.1% 95% True False 2,564
10 3,373 3,077 296 8.8% 79 2.3% 96% True False 2,586
20 3,373 2,990 383 11.4% 88 2.6% 97% True False 2,099
40 3,373 2,784 589 17.5% 84 2.5% 98% True False 1,609
60 3,373 2,725 648 19.3% 82 2.4% 98% True False 1,444
80 3,373 2,488 885 26.3% 77 2.3% 99% True False 1,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3,518
2.618 3,462
1.618 3,428
1.000 3,407
0.618 3,394
HIGH 3,373
0.618 3,360
0.500 3,356
0.382 3,352
LOW 3,339
0.618 3,318
1.000 3,305
1.618 3,284
2.618 3,250
4.250 3,195
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 3,359 3,344
PP 3,358 3,326
S1 3,356 3,309

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

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