ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 3,333 3,280 -53 -1.6% 3,392
High 3,354 3,345 -9 -0.3% 3,430
Low 3,270 3,269 -1 0.0% 3,296
Close 3,293 3,322 29 0.9% 3,333
Range 84 76 -8 -9.5% 134
ATR 85 84 -1 -0.8% 0
Volume 6,597 7,626 1,029 15.6% 16,756
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,540 3,507 3,364
R3 3,464 3,431 3,343
R2 3,388 3,388 3,336
R1 3,355 3,355 3,329 3,372
PP 3,312 3,312 3,312 3,320
S1 3,279 3,279 3,315 3,296
S2 3,236 3,236 3,308
S3 3,160 3,203 3,301
S4 3,084 3,127 3,280
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,755 3,678 3,407
R3 3,621 3,544 3,370
R2 3,487 3,487 3,358
R1 3,410 3,410 3,345 3,382
PP 3,353 3,353 3,353 3,339
S1 3,276 3,276 3,321 3,248
S2 3,219 3,219 3,308
S3 3,085 3,142 3,296
S4 2,951 3,008 3,259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,395 3,269 126 3.8% 76 2.3% 42% False True 4,999
10 3,439 3,269 170 5.1% 76 2.3% 31% False True 3,625
20 3,439 3,077 362 10.9% 77 2.3% 68% False False 3,105
40 3,439 2,950 489 14.7% 82 2.5% 76% False False 2,264
60 3,439 2,725 714 21.5% 83 2.5% 84% False False 1,894
80 3,439 2,679 760 22.9% 79 2.4% 85% False False 1,634
100 3,439 2,466 973 29.3% 75 2.3% 88% False False 1,443
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,668
2.618 3,544
1.618 3,468
1.000 3,421
0.618 3,392
HIGH 3,345
0.618 3,316
0.500 3,307
0.382 3,298
LOW 3,269
0.618 3,222
1.000 3,193
1.618 3,146
2.618 3,070
4.250 2,946
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 3,317 3,324
PP 3,312 3,323
S1 3,307 3,323

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

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