ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 3,156 3,160 4 0.1% 3,265
High 3,163 3,279 116 3.7% 3,273
Low 3,110 3,146 36 1.2% 3,102
Close 3,137 3,258 121 3.9% 3,134
Range 53 133 80 150.9% 171
ATR 77 82 5 6.0% 0
Volume 3,873 4,476 603 15.6% 55,794
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,627 3,575 3,331
R3 3,494 3,442 3,295
R2 3,361 3,361 3,282
R1 3,309 3,309 3,270 3,335
PP 3,228 3,228 3,228 3,241
S1 3,176 3,176 3,246 3,202
S2 3,095 3,095 3,234
S3 2,962 3,043 3,221
S4 2,829 2,910 3,185
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 3,279 3,103 176 5.4% 72 2.2% 88% True False 8,498
10 3,331 3,102 229 7.0% 79 2.4% 68% False False 9,384
20 3,439 3,102 337 10.3% 77 2.4% 46% False False 6,735
40 3,439 2,990 449 13.8% 82 2.5% 60% False False 4,440
60 3,439 2,784 655 20.1% 82 2.5% 72% False False 3,339
80 3,439 2,725 714 21.9% 81 2.5% 75% False False 2,777
100 3,439 2,488 951 29.2% 77 2.4% 81% False False 2,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 3,844
2.618 3,627
1.618 3,494
1.000 3,412
0.618 3,361
HIGH 3,279
0.618 3,228
0.500 3,213
0.382 3,197
LOW 3,146
0.618 3,064
1.000 3,013
1.618 2,931
2.618 2,798
4.250 2,581
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 3,243 3,237
PP 3,228 3,216
S1 3,213 3,195

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

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