ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 3,154 3,156 2 0.1% 3,265
High 3,190 3,163 -27 -0.8% 3,273
Low 3,141 3,110 -31 -1.0% 3,102
Close 3,156 3,137 -19 -0.6% 3,134
Range 49 53 4 8.2% 171
ATR 79 77 -2 -2.4% 0
Volume 11,149 3,873 -7,276 -65.3% 55,794
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,296 3,269 3,166
R3 3,243 3,216 3,152
R2 3,190 3,190 3,147
R1 3,163 3,163 3,142 3,150
PP 3,137 3,137 3,137 3,130
S1 3,110 3,110 3,132 3,097
S2 3,084 3,084 3,127
S3 3,031 3,057 3,122
S4 2,978 3,004 3,108
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 3,211 3,103 108 3.4% 62 2.0% 31% False False 10,596
10 3,360 3,102 258 8.2% 71 2.3% 14% False False 9,598
20 3,439 3,102 337 10.7% 73 2.3% 10% False False 6,611
40 3,439 2,990 449 14.3% 81 2.6% 33% False False 4,355
60 3,439 2,784 655 20.9% 81 2.6% 54% False False 3,276
80 3,439 2,725 714 22.8% 80 2.5% 58% False False 2,736
100 3,439 2,488 951 30.3% 76 2.4% 68% False False 2,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,388
2.618 3,302
1.618 3,249
1.000 3,216
0.618 3,196
HIGH 3,163
0.618 3,143
0.500 3,137
0.382 3,130
LOW 3,110
0.618 3,077
1.000 3,057
1.618 3,024
2.618 2,971
4.250 2,885
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 3,137 3,147
PP 3,137 3,143
S1 3,137 3,140

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

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