ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 3,286 3,261 -25 -0.8% 3,154
High 3,290 3,340 50 1.5% 3,319
Low 3,235 3,261 26 0.8% 3,110
Close 3,248 3,320 72 2.2% 3,299
Range 55 79 24 43.6% 209
ATR 81 81 1 1.0% 0
Volume 4,174 5,672 1,498 35.9% 34,417
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,544 3,511 3,363
R3 3,465 3,432 3,342
R2 3,386 3,386 3,334
R1 3,353 3,353 3,327 3,370
PP 3,307 3,307 3,307 3,315
S1 3,274 3,274 3,313 3,291
S2 3,228 3,228 3,306
S3 3,149 3,195 3,298
S4 3,070 3,116 3,277
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 3,340 3,175 165 5.0% 78 2.4% 88% True False 6,728
10 3,340 3,103 237 7.1% 75 2.3% 92% True False 7,613
20 3,395 3,102 293 8.8% 77 2.3% 74% False False 7,869
40 3,439 2,990 449 13.5% 83 2.5% 73% False False 5,181
60 3,439 2,824 615 18.5% 80 2.4% 81% False False 3,823
80 3,439 2,725 714 21.5% 81 2.4% 83% False False 3,143
100 3,439 2,497 942 28.4% 79 2.4% 87% False False 2,673
120 3,439 2,466 973 29.3% 74 2.2% 88% False False 2,333
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 17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,676
2.618 3,547
1.618 3,468
1.000 3,419
0.618 3,389
HIGH 3,340
0.618 3,310
0.500 3,301
0.382 3,291
LOW 3,261
0.618 3,212
1.000 3,182
1.618 3,133
2.618 3,054
4.250 2,925
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 3,314 3,309
PP 3,307 3,298
S1 3,301 3,288

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

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