ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 3,249 3,240 -9 -0.3% 3,154
High 3,264 3,319 55 1.7% 3,319
Low 3,191 3,175 -16 -0.5% 3,110
Close 3,197 3,299 102 3.2% 3,299
Range 73 144 71 97.3% 209
ATR 81 86 4 5.5% 0
Volume 9,960 4,959 -5,001 -50.2% 34,417
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,696 3,642 3,378
R3 3,552 3,498 3,339
R2 3,408 3,408 3,325
R1 3,354 3,354 3,312 3,381
PP 3,264 3,264 3,264 3,278
S1 3,210 3,210 3,286 3,237
S2 3,120 3,120 3,273
S3 2,976 3,066 3,259
S4 2,832 2,922 3,220
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,870 3,793 3,414
R3 3,661 3,584 3,356
R2 3,452 3,452 3,337
R1 3,375 3,375 3,318 3,414
PP 3,243 3,243 3,243 3,262
S1 3,166 3,166 3,280 3,205
S2 3,034 3,034 3,261
S3 2,825 2,957 3,242
S4 2,616 2,748 3,184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,319 3,110 209 6.3% 90 2.7% 90% True False 6,883
10 3,319 3,102 217 6.6% 85 2.6% 91% True False 9,021
20 3,430 3,102 328 9.9% 81 2.5% 60% False False 7,317
40 3,439 2,990 449 13.6% 84 2.5% 69% False False 4,754
60 3,439 2,784 655 19.9% 83 2.5% 79% False False 3,552
80 3,439 2,725 714 21.6% 82 2.5% 80% False False 2,941
100 3,439 2,488 951 28.8% 78 2.4% 85% False False 2,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 3,931
2.618 3,696
1.618 3,552
1.000 3,463
0.618 3,408
HIGH 3,319
0.618 3,264
0.500 3,247
0.382 3,230
LOW 3,175
0.618 3,086
1.000 3,031
1.618 2,942
2.618 2,798
4.250 2,563
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 3,282 3,277
PP 3,264 3,255
S1 3,247 3,233

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

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