ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 3,270 3,265 -5 -0.2% 3,333
High 3,298 3,273 -25 -0.8% 3,360
Low 3,228 3,209 -19 -0.6% 3,228
Close 3,237 3,214 -23 -0.7% 3,237
Range 70 64 -6 -8.6% 132
ATR 82 81 -1 -1.6% 0
Volume 8,527 7,846 -681 -8.0% 39,391
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,424 3,383 3,249
R3 3,360 3,319 3,232
R2 3,296 3,296 3,226
R1 3,255 3,255 3,220 3,244
PP 3,232 3,232 3,232 3,226
S1 3,191 3,191 3,208 3,180
S2 3,168 3,168 3,202
S3 3,104 3,127 3,196
S4 3,040 3,063 3,179
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 3,209 151 4.7% 71 2.2% 3% False True 8,128
10 3,409 3,209 200 6.2% 72 2.2% 3% False True 6,101
20 3,439 3,117 322 10.0% 73 2.3% 30% False False 4,248
40 3,439 2,950 489 15.2% 84 2.6% 54% False False 2,994
60 3,439 2,725 714 22.2% 83 2.6% 68% False False 2,337
80 3,439 2,725 714 22.2% 81 2.5% 68% False False 1,996
100 3,439 2,466 973 30.3% 75 2.3% 77% False False 1,746
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 18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,545
2.618 3,441
1.618 3,377
1.000 3,337
0.618 3,313
HIGH 3,273
0.618 3,249
0.500 3,241
0.382 3,233
LOW 3,209
0.618 3,169
1.000 3,145
1.618 3,105
2.618 3,041
4.250 2,937
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 3,241 3,270
PP 3,232 3,251
S1 3,223 3,233

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

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