ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 3,240 3,290 50 1.5% 3,154
High 3,319 3,315 -4 -0.1% 3,319
Low 3,175 3,275 100 3.1% 3,110
Close 3,299 3,293 -6 -0.2% 3,299
Range 144 40 -104 -72.2% 209
ATR 86 82 -3 -3.8% 0
Volume 4,959 8,878 3,919 79.0% 34,417
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,414 3,394 3,315
R3 3,374 3,354 3,304
R2 3,334 3,334 3,300
R1 3,314 3,314 3,297 3,324
PP 3,294 3,294 3,294 3,300
S1 3,274 3,274 3,289 3,284
S2 3,254 3,254 3,286
S3 3,214 3,234 3,282
S4 3,174 3,194 3,271
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% 89 2.7% 88% False False 6,429
10 3,319 3,102 217 6.6% 83 2.5% 88% False False 9,124
20 3,409 3,102 307 9.3% 77 2.4% 62% False False 7,612
40 3,439 2,990 449 13.6% 84 2.6% 67% False False 4,964
60 3,439 2,784 655 19.9% 80 2.4% 78% False False 3,686
80 3,439 2,725 714 21.7% 81 2.4% 80% False False 3,047
100 3,439 2,488 951 28.9% 78 2.4% 85% False False 2,580
120 3,439 2,466 973 29.5% 74 2.3% 85% False False 2,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 3,485
2.618 3,420
1.618 3,380
1.000 3,355
0.618 3,340
HIGH 3,315
0.618 3,300
0.500 3,295
0.382 3,290
LOW 3,275
0.618 3,250
1.000 3,235
1.618 3,210
2.618 3,170
4.250 3,105
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 3,295 3,278
PP 3,294 3,262
S1 3,294 3,247

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

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