ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 3,144 3,183 39 1.2% 3,333
High 3,211 3,205 -6 -0.2% 3,360
Low 3,130 3,128 -2 -0.1% 3,228
Close 3,205 3,133 -72 -2.2% 3,237
Range 81 77 -4 -4.9% 132
ATR 84 83 0 -0.6% 0
Volume 14,964 12,341 -2,623 -17.5% 39,391
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,386 3,337 3,175
R3 3,309 3,260 3,154
R2 3,232 3,232 3,147
R1 3,183 3,183 3,140 3,169
PP 3,155 3,155 3,155 3,149
S1 3,106 3,106 3,126 3,092
S2 3,078 3,078 3,119
S3 3,001 3,029 3,112
S4 2,924 2,952 3,091
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 3,298 3,102 196 6.3% 84 2.7% 16% False False 10,733
10 3,378 3,102 276 8.8% 77 2.5% 11% False False 8,807
20 3,439 3,102 337 10.8% 75 2.4% 9% False False 5,785
40 3,439 2,990 449 14.3% 83 2.7% 32% False False 3,792
60 3,439 2,731 708 22.6% 83 2.7% 57% False False 2,901
80 3,439 2,725 714 22.8% 82 2.6% 57% False False 2,441
100 3,439 2,466 973 31.1% 77 2.5% 69% False False 2,086
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 17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,532
2.618 3,407
1.618 3,330
1.000 3,282
0.618 3,253
HIGH 3,205
0.618 3,176
0.500 3,167
0.382 3,157
LOW 3,128
0.618 3,080
1.000 3,051
1.618 3,003
2.618 2,926
4.250 2,801
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 3,167 3,165
PP 3,155 3,154
S1 3,144 3,144

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

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