ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 3,140 3,154 14 0.4% 3,265
High 3,153 3,190 37 1.2% 3,273
Low 3,103 3,141 38 1.2% 3,102
Close 3,134 3,156 22 0.7% 3,134
Range 50 49 -1 -2.0% 171
ATR 81 79 -2 -2.2% 0
Volume 10,654 11,149 495 4.6% 55,794
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,309 3,282 3,183
R3 3,260 3,233 3,169
R2 3,211 3,211 3,165
R1 3,184 3,184 3,160 3,198
PP 3,162 3,162 3,162 3,169
S1 3,135 3,135 3,152 3,149
S2 3,113 3,113 3,147
S3 3,064 3,086 3,143
S4 3,015 3,037 3,129
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,683 3,579 3,228
R3 3,512 3,408 3,181
R2 3,341 3,341 3,165
R1 3,237 3,237 3,150 3,204
PP 3,170 3,170 3,170 3,153
S1 3,066 3,066 3,118 3,033
S2 2,999 2,999 3,103
S3 2,828 2,895 3,087
S4 2,657 2,724 3,040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,228 3,102 126 4.0% 77 2.4% 43% False False 11,819
10 3,360 3,102 258 8.2% 74 2.3% 21% False False 9,973
20 3,439 3,102 337 10.7% 72 2.3% 16% False False 6,500
40 3,439 2,990 449 14.2% 81 2.6% 37% False False 4,277
60 3,439 2,784 655 20.8% 81 2.6% 57% False False 3,221
80 3,439 2,725 714 22.6% 80 2.5% 60% False False 2,694
100 3,439 2,466 973 30.8% 77 2.4% 71% False False 2,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 3,398
2.618 3,318
1.618 3,269
1.000 3,239
0.618 3,220
HIGH 3,190
0.618 3,171
0.500 3,166
0.382 3,160
LOW 3,141
0.618 3,111
1.000 3,092
1.618 3,062
2.618 3,013
4.250 2,933
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 3,166 3,155
PP 3,162 3,155
S1 3,159 3,154

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

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