ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 3,277 3,270 -7 -0.2% 3,290
High 3,320 3,365 45 1.4% 3,340
Low 3,246 3,262 16 0.5% 3,235
Close 3,259 3,353 94 2.9% 3,320
Range 74 103 29 39.2% 105
ATR 81 83 2 2.2% 0
Volume 7,388 6,045 -1,343 -18.2% 18,724
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,636 3,597 3,410
R3 3,533 3,494 3,381
R2 3,430 3,430 3,372
R1 3,391 3,391 3,362 3,411
PP 3,327 3,327 3,327 3,336
S1 3,288 3,288 3,344 3,308
S2 3,224 3,224 3,334
S3 3,121 3,185 3,325
S4 3,018 3,082 3,296
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 3,365 3,235 130 3.9% 70 2.1% 91% True False 6,431
10 3,365 3,110 255 7.6% 80 2.4% 95% True False 6,657
20 3,365 3,102 263 7.8% 79 2.3% 95% True False 8,087
40 3,439 2,990 449 13.4% 83 2.5% 81% False False 5,405
60 3,439 2,928 511 15.2% 80 2.4% 83% False False 3,993
80 3,439 2,725 714 21.3% 81 2.4% 88% False False 3,286
100 3,439 2,562 877 26.2% 79 2.4% 90% False False 2,803
120 3,439 2,466 973 29.0% 75 2.2% 91% False False 2,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3,803
2.618 3,635
1.618 3,532
1.000 3,468
0.618 3,429
HIGH 3,365
0.618 3,326
0.500 3,314
0.382 3,301
LOW 3,262
0.618 3,198
1.000 3,159
1.618 3,095
2.618 2,992
4.250 2,824
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 3,340 3,337
PP 3,327 3,321
S1 3,314 3,306

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

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