ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 3,344 3,323 -21 -0.6% 3,392
High 3,360 3,331 -29 -0.9% 3,430
Low 3,303 3,245 -58 -1.8% 3,296
Close 3,331 3,276 -55 -1.7% 3,333
Range 57 86 29 50.9% 134
ATR 82 83 0 0.3% 0
Volume 6,616 10,025 3,409 51.5% 16,756
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,542 3,495 3,323
R3 3,456 3,409 3,300
R2 3,370 3,370 3,292
R1 3,323 3,323 3,284 3,304
PP 3,284 3,284 3,284 3,274
S1 3,237 3,237 3,268 3,218
S2 3,198 3,198 3,260
S3 3,112 3,151 3,252
S4 3,026 3,065 3,229
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 3,378 3,245 133 4.1% 71 2.2% 23% False True 6,881
10 3,439 3,245 194 5.9% 77 2.4% 16% False True 4,938
20 3,439 3,077 362 11.1% 80 2.4% 55% False False 3,659
40 3,439 2,950 489 14.9% 82 2.5% 67% False False 2,634
60 3,439 2,725 714 21.8% 83 2.5% 77% False False 2,127
80 3,439 2,700 739 22.6% 80 2.4% 78% False False 1,823
100 3,439 2,466 973 29.7% 75 2.3% 83% False False 1,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,697
2.618 3,556
1.618 3,470
1.000 3,417
0.618 3,384
HIGH 3,331
0.618 3,298
0.500 3,288
0.382 3,278
LOW 3,245
0.618 3,192
1.000 3,159
1.618 3,106
2.618 3,020
4.250 2,880
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 3,288 3,303
PP 3,284 3,294
S1 3,280 3,285

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

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