ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 3,213 3,144 -69 -2.1% 3,333
High 3,228 3,211 -17 -0.5% 3,360
Low 3,102 3,130 28 0.9% 3,228
Close 3,140 3,205 65 2.1% 3,237
Range 126 81 -45 -35.7% 132
ATR 84 84 0 -0.2% 0
Volume 9,989 14,964 4,975 49.8% 39,391
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,425 3,396 3,250
R3 3,344 3,315 3,227
R2 3,263 3,263 3,220
R1 3,234 3,234 3,212 3,249
PP 3,182 3,182 3,182 3,189
S1 3,153 3,153 3,198 3,168
S2 3,101 3,101 3,190
S3 3,020 3,072 3,183
S4 2,939 2,991 3,160
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 3,331 3,102 229 7.1% 85 2.7% 45% False False 10,270
10 3,395 3,102 293 9.1% 78 2.4% 35% False False 8,126
20 3,439 3,102 337 10.5% 77 2.4% 31% False False 5,254
40 3,439 2,990 449 14.0% 82 2.6% 48% False False 3,538
60 3,439 2,725 714 22.3% 83 2.6% 67% False False 2,711
80 3,439 2,725 714 22.3% 81 2.5% 67% False False 2,294
100 3,439 2,466 973 30.4% 76 2.4% 76% False False 1,975
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,555
2.618 3,423
1.618 3,342
1.000 3,292
0.618 3,261
HIGH 3,211
0.618 3,180
0.500 3,171
0.382 3,161
LOW 3,130
0.618 3,080
1.000 3,049
1.618 2,999
2.618 2,918
4.250 2,786
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 3,194 3,199
PP 3,182 3,193
S1 3,171 3,188

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

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