ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 3,270 3,341 71 2.2% 3,290
High 3,365 3,365 0 0.0% 3,340
Low 3,262 3,312 50 1.5% 3,235
Close 3,353 3,327 -26 -0.8% 3,320
Range 103 53 -50 -48.5% 105
ATR 83 81 -2 -2.6% 0
Volume 6,045 8,489 2,444 40.4% 18,724
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,494 3,463 3,356
R3 3,441 3,410 3,342
R2 3,388 3,388 3,337
R1 3,357 3,357 3,332 3,346
PP 3,335 3,335 3,335 3,329
S1 3,304 3,304 3,322 3,293
S2 3,282 3,282 3,317
S3 3,229 3,251 3,312
S4 3,176 3,198 3,298
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% 73 2.2% 71% True False 6,353
10 3,365 3,110 255 7.7% 81 2.4% 85% True False 6,391
20 3,365 3,102 263 7.9% 77 2.3% 86% True False 8,182
40 3,439 3,077 362 10.9% 77 2.3% 69% False False 5,520
60 3,439 2,942 497 14.9% 80 2.4% 77% False False 4,121
80 3,439 2,725 714 21.5% 81 2.4% 84% False False 3,373
100 3,439 2,672 767 23.1% 78 2.3% 85% False False 2,881
120 3,439 2,466 973 29.2% 75 2.3% 88% False False 2,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3,590
2.618 3,504
1.618 3,451
1.000 3,418
0.618 3,398
HIGH 3,365
0.618 3,345
0.500 3,339
0.382 3,332
LOW 3,312
0.618 3,279
1.000 3,259
1.618 3,226
2.618 3,173
4.250 3,087
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 3,339 3,320
PP 3,335 3,313
S1 3,331 3,306

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

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