ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 3,371 3,381 10 0.3% 3,277
High 3,385 3,381 -4 -0.1% 3,424
Low 3,327 3,341 14 0.4% 3,246
Close 3,378 3,362 -16 -0.5% 3,376
Range 58 40 -18 -31.0% 178
ATR 77 74 -3 -3.4% 0
Volume 7,322 4,141 -3,181 -43.4% 31,928
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,481 3,462 3,384
R3 3,441 3,422 3,373
R2 3,401 3,401 3,369
R1 3,382 3,382 3,366 3,372
PP 3,361 3,361 3,361 3,356
S1 3,342 3,342 3,358 3,332
S2 3,321 3,321 3,355
S3 3,281 3,302 3,351
S4 3,241 3,262 3,340
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,883 3,807 3,474
R3 3,705 3,629 3,425
R2 3,527 3,527 3,409
R1 3,451 3,451 3,392 3,489
PP 3,349 3,349 3,349 3,368
S1 3,273 3,273 3,360 3,311
S2 3,171 3,171 3,343
S3 2,993 3,095 3,327
S4 2,815 2,917 3,278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,424 3,312 112 3.3% 54 1.6% 45% False False 5,991
10 3,424 3,235 189 5.6% 62 1.8% 67% False False 6,211
20 3,424 3,102 322 9.6% 74 2.2% 81% False False 7,616
40 3,439 3,077 362 10.8% 75 2.2% 79% False False 5,814
60 3,439 2,950 489 14.5% 80 2.4% 84% False False 4,419
80 3,439 2,725 714 21.2% 80 2.4% 89% False False 3,585
100 3,439 2,700 739 22.0% 79 2.3% 90% False False 3,053
120 3,439 2,466 973 28.9% 75 2.2% 92% False False 2,663
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3,551
2.618 3,486
1.618 3,446
1.000 3,421
0.618 3,406
HIGH 3,381
0.618 3,366
0.500 3,361
0.382 3,356
LOW 3,341
0.618 3,316
1.000 3,301
1.618 3,276
2.618 3,236
4.250 3,171
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 3,362 3,376
PP 3,361 3,371
S1 3,361 3,367

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

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