ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 3,323 3,270 -53 -1.6% 3,333
High 3,331 3,298 -33 -1.0% 3,360
Low 3,245 3,228 -17 -0.5% 3,228
Close 3,276 3,237 -39 -1.2% 3,237
Range 86 70 -16 -18.6% 132
ATR 83 82 -1 -1.1% 0
Volume 10,025 8,527 -1,498 -14.9% 39,391
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,464 3,421 3,276
R3 3,394 3,351 3,256
R2 3,324 3,324 3,250
R1 3,281 3,281 3,243 3,268
PP 3,254 3,254 3,254 3,248
S1 3,211 3,211 3,231 3,198
S2 3,184 3,184 3,224
S3 3,114 3,141 3,218
S4 3,044 3,071 3,199
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,671 3,586 3,310
R3 3,539 3,454 3,273
R2 3,407 3,407 3,261
R1 3,322 3,322 3,249 3,299
PP 3,275 3,275 3,275 3,263
S1 3,190 3,190 3,225 3,167
S2 3,143 3,143 3,213
S3 3,011 3,058 3,201
S4 2,879 2,926 3,164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,360 3,228 132 4.1% 75 2.3% 7% False True 7,878
10 3,430 3,228 202 6.2% 78 2.4% 4% False True 5,614
20 3,439 3,077 362 11.2% 76 2.3% 44% False False 4,012
40 3,439 2,950 489 15.1% 83 2.6% 59% False False 2,820
60 3,439 2,725 714 22.1% 83 2.6% 72% False False 2,241
80 3,439 2,700 739 22.8% 80 2.5% 73% False False 1,912
100 3,439 2,466 973 30.1% 75 2.3% 79% False False 1,673
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 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,596
2.618 3,481
1.618 3,411
1.000 3,368
0.618 3,341
HIGH 3,298
0.618 3,271
0.500 3,263
0.382 3,255
LOW 3,228
0.618 3,185
1.000 3,158
1.618 3,115
2.618 3,045
4.250 2,931
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 3,263 3,294
PP 3,254 3,275
S1 3,246 3,256

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

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