ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 3,381 3,368 -13 -0.4% 3,277
High 3,381 3,419 38 1.1% 3,424
Low 3,341 3,363 22 0.7% 3,246
Close 3,362 3,411 49 1.5% 3,376
Range 40 56 16 40.0% 178
ATR 74 73 -1 -1.7% 0
Volume 4,141 4,354 213 5.1% 31,928
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,566 3,544 3,442
R3 3,510 3,488 3,426
R2 3,454 3,454 3,421
R1 3,432 3,432 3,416 3,443
PP 3,398 3,398 3,398 3,403
S1 3,376 3,376 3,406 3,387
S2 3,342 3,342 3,401
S3 3,286 3,320 3,396
S4 3,230 3,264 3,380
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 3,327 97 2.8% 55 1.6% 87% False False 5,164
10 3,424 3,235 189 5.5% 64 1.9% 93% False False 5,759
20 3,424 3,102 322 9.4% 73 2.1% 96% False False 7,441
40 3,439 3,102 337 9.9% 73 2.1% 92% False False 5,844
60 3,439 2,950 489 14.3% 80 2.4% 94% False False 4,476
80 3,439 2,725 714 20.9% 80 2.4% 96% False False 3,613
100 3,439 2,725 714 20.9% 79 2.3% 96% False False 3,085
120 3,439 2,466 973 28.5% 75 2.2% 97% False False 2,696
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,657
2.618 3,566
1.618 3,510
1.000 3,475
0.618 3,454
HIGH 3,419
0.618 3,398
0.500 3,391
0.382 3,384
LOW 3,363
0.618 3,328
1.000 3,307
1.618 3,272
2.618 3,216
4.250 3,125
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 3,404 3,398
PP 3,398 3,386
S1 3,391 3,373

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

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