ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 3,392 3,385 -7 -0.2% 3,292
High 3,430 3,409 -21 -0.6% 3,439
Low 3,310 3,343 33 1.0% 3,274
Close 3,379 3,374 -5 -0.1% 3,390
Range 120 66 -54 -45.0% 165
ATR 89 88 -2 -1.9% 0
Volume 2,983 2,999 16 0.5% 11,530
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,573 3,540 3,410
R3 3,507 3,474 3,392
R2 3,441 3,441 3,386
R1 3,408 3,408 3,380 3,392
PP 3,375 3,375 3,375 3,367
S1 3,342 3,342 3,368 3,326
S2 3,309 3,309 3,362
S3 3,243 3,276 3,356
S4 3,177 3,210 3,338
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,863 3,791 3,481
R3 3,698 3,626 3,435
R2 3,533 3,533 3,420
R1 3,461 3,461 3,405 3,497
PP 3,368 3,368 3,368 3,386
S1 3,296 3,296 3,375 3,332
S2 3,203 3,203 3,360
S3 3,038 3,131 3,345
S4 2,873 2,966 3,299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,439 3,310 129 3.8% 75 2.2% 50% False False 2,250
10 3,439 3,131 308 9.1% 73 2.2% 79% False False 2,407
20 3,439 2,990 449 13.3% 90 2.7% 86% False False 2,454
40 3,439 2,784 655 19.4% 82 2.4% 90% False False 1,771
60 3,439 2,725 714 21.2% 82 2.4% 91% False False 1,547
80 3,439 2,488 951 28.2% 78 2.3% 93% False False 1,356
100 3,439 2,466 973 28.8% 74 2.2% 93% False False 1,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,690
2.618 3,582
1.618 3,516
1.000 3,475
0.618 3,450
HIGH 3,409
0.618 3,384
0.500 3,376
0.382 3,368
LOW 3,343
0.618 3,302
1.000 3,277
1.618 3,236
2.618 3,170
4.250 3,063
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 3,376 3,375
PP 3,375 3,374
S1 3,375 3,374

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

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