ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 3,261 3,277 16 0.5% 3,290
High 3,340 3,320 -20 -0.6% 3,340
Low 3,261 3,246 -15 -0.5% 3,235
Close 3,320 3,259 -61 -1.8% 3,320
Range 79 74 -5 -6.3% 105
ATR 81 81 -1 -0.7% 0
Volume 5,672 7,388 1,716 30.3% 18,724
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,497 3,452 3,300
R3 3,423 3,378 3,279
R2 3,349 3,349 3,273
R1 3,304 3,304 3,266 3,290
PP 3,275 3,275 3,275 3,268
S1 3,230 3,230 3,252 3,216
S2 3,201 3,201 3,245
S3 3,127 3,156 3,239
S4 3,053 3,082 3,218
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,613 3,572 3,378
R3 3,508 3,467 3,349
R2 3,403 3,403 3,339
R1 3,362 3,362 3,330 3,383
PP 3,298 3,298 3,298 3,309
S1 3,257 3,257 3,310 3,278
S2 3,193 3,193 3,301
S3 3,088 3,152 3,291
S4 2,983 3,047 3,262
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 5.1% 78 2.4% 51% False False 6,214
10 3,340 3,103 237 7.3% 75 2.3% 66% False False 7,118
20 3,378 3,102 276 8.5% 76 2.3% 57% False False 7,962
40 3,439 2,990 449 13.8% 83 2.6% 60% False False 5,326
60 3,439 2,848 591 18.1% 80 2.5% 70% False False 3,933
80 3,439 2,725 714 21.9% 81 2.5% 75% False False 3,227
100 3,439 2,497 942 28.9% 79 2.4% 81% False False 2,744
120 3,439 2,466 973 29.9% 75 2.3% 82% False False 2,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,635
2.618 3,514
1.618 3,440
1.000 3,394
0.618 3,366
HIGH 3,320
0.618 3,292
0.500 3,283
0.382 3,274
LOW 3,246
0.618 3,200
1.000 3,172
1.618 3,126
2.618 3,052
4.250 2,932
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 3,283 3,288
PP 3,275 3,278
S1 3,267 3,269

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

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