ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 3,341 3,341 0 0.0% 3,290
High 3,365 3,395 30 0.9% 3,340
Low 3,312 3,340 28 0.8% 3,235
Close 3,327 3,388 61 1.8% 3,320
Range 53 55 2 3.8% 105
ATR 81 80 -1 -1.1% 0
Volume 8,489 4,351 -4,138 -48.7% 18,724
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,539 3,519 3,418
R3 3,484 3,464 3,403
R2 3,429 3,429 3,398
R1 3,409 3,409 3,393 3,419
PP 3,374 3,374 3,374 3,380
S1 3,354 3,354 3,383 3,364
S2 3,319 3,319 3,378
S3 3,264 3,299 3,373
S4 3,209 3,244 3,358
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 3,395 3,246 149 4.4% 73 2.1% 95% True False 6,389
10 3,395 3,146 249 7.3% 81 2.4% 97% True False 6,439
20 3,395 3,102 293 8.6% 76 2.2% 98% True False 8,018
40 3,439 3,077 362 10.7% 77 2.3% 86% False False 5,562
60 3,439 2,950 489 14.4% 80 2.4% 90% False False 4,182
80 3,439 2,725 714 21.1% 81 2.4% 93% False False 3,425
100 3,439 2,679 760 22.4% 78 2.3% 93% False False 2,911
120 3,439 2,466 973 28.7% 75 2.2% 95% False False 2,539
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 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,629
2.618 3,539
1.618 3,484
1.000 3,450
0.618 3,429
HIGH 3,395
0.618 3,374
0.500 3,368
0.382 3,361
LOW 3,340
0.618 3,306
1.000 3,285
1.618 3,251
2.618 3,196
4.250 3,106
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 3,381 3,368
PP 3,374 3,348
S1 3,368 3,329

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

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