ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 3,160 3,249 89 2.8% 3,265
High 3,279 3,264 -15 -0.5% 3,273
Low 3,146 3,191 45 1.4% 3,102
Close 3,258 3,197 -61 -1.9% 3,134
Range 133 73 -60 -45.1% 171
ATR 82 81 -1 -0.8% 0
Volume 4,476 9,960 5,484 122.5% 55,794
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,436 3,390 3,237
R3 3,363 3,317 3,217
R2 3,290 3,290 3,210
R1 3,244 3,244 3,204 3,231
PP 3,217 3,217 3,217 3,211
S1 3,171 3,171 3,190 3,158
S2 3,144 3,144 3,184
S3 3,071 3,098 3,177
S4 2,998 3,025 3,157
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 5.5% 72 2.2% 53% False False 8,022
10 3,298 3,102 196 6.1% 78 2.4% 48% False False 9,377
20 3,439 3,102 337 10.5% 77 2.4% 28% False False 7,158
40 3,439 2,990 449 14.0% 82 2.6% 46% False False 4,660
60 3,439 2,784 655 20.5% 82 2.6% 63% False False 3,496
80 3,439 2,725 714 22.3% 81 2.5% 66% False False 2,893
100 3,439 2,488 951 29.7% 77 2.4% 75% False False 2,451
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 15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,574
2.618 3,455
1.618 3,382
1.000 3,337
0.618 3,309
HIGH 3,264
0.618 3,236
0.500 3,228
0.382 3,219
LOW 3,191
0.618 3,146
1.000 3,118
1.618 3,073
2.618 3,000
4.250 2,881
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 3,228 3,196
PP 3,217 3,195
S1 3,207 3,195

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

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