ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 3,280 3,344 64 2.0% 3,392
High 3,345 3,360 15 0.4% 3,430
Low 3,269 3,303 34 1.0% 3,296
Close 3,322 3,331 9 0.3% 3,333
Range 76 57 -19 -25.0% 134
ATR 84 82 -2 -2.3% 0
Volume 7,626 6,616 -1,010 -13.2% 16,756
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,502 3,474 3,362
R3 3,445 3,417 3,347
R2 3,388 3,388 3,341
R1 3,360 3,360 3,336 3,346
PP 3,331 3,331 3,331 3,324
S1 3,303 3,303 3,326 3,289
S2 3,274 3,274 3,321
S3 3,217 3,246 3,315
S4 3,160 3,189 3,300
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% 71 2.1% 49% False False 5,981
10 3,439 3,269 170 5.1% 75 2.3% 36% False False 4,085
20 3,439 3,077 362 10.9% 78 2.3% 70% False False 3,245
40 3,439 2,950 489 14.7% 82 2.5% 78% False False 2,416
60 3,439 2,725 714 21.4% 83 2.5% 85% False False 1,970
80 3,439 2,700 739 22.2% 79 2.4% 85% False False 1,702
100 3,439 2,466 973 29.2% 75 2.3% 89% False False 1,501
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,602
2.618 3,509
1.618 3,452
1.000 3,417
0.618 3,395
HIGH 3,360
0.618 3,338
0.500 3,332
0.382 3,325
LOW 3,303
0.618 3,268
1.000 3,246
1.618 3,211
2.618 3,154
4.250 3,061
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 3,332 3,326
PP 3,331 3,320
S1 3,331 3,315

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

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