ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 3,368 3,400 32 1.0% 3,277
High 3,419 3,423 4 0.1% 3,424
Low 3,363 3,384 21 0.6% 3,246
Close 3,411 3,417 6 0.2% 3,376
Range 56 39 -17 -30.4% 178
ATR 73 71 -2 -3.3% 0
Volume 4,354 8,130 3,776 86.7% 31,928
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,525 3,510 3,438
R3 3,486 3,471 3,428
R2 3,447 3,447 3,424
R1 3,432 3,432 3,421 3,440
PP 3,408 3,408 3,408 3,412
S1 3,393 3,393 3,413 3,401
S2 3,369 3,369 3,410
S3 3,330 3,354 3,406
S4 3,291 3,315 3,396
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% 51 1.5% 93% False False 5,920
10 3,424 3,246 178 5.2% 62 1.8% 96% False False 6,154
20 3,424 3,103 321 9.4% 69 2.0% 98% False False 7,348
40 3,439 3,102 337 9.9% 72 2.1% 93% False False 5,976
60 3,439 2,950 489 14.3% 80 2.3% 96% False False 4,590
80 3,439 2,725 714 20.9% 80 2.3% 97% False False 3,704
100 3,439 2,725 714 20.9% 79 2.3% 97% False False 3,162
120 3,439 2,466 973 28.5% 75 2.2% 98% False False 2,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3,589
2.618 3,525
1.618 3,486
1.000 3,462
0.618 3,447
HIGH 3,423
0.618 3,408
0.500 3,404
0.382 3,399
LOW 3,384
0.618 3,360
1.000 3,345
1.618 3,321
2.618 3,282
4.250 3,218
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 3,413 3,405
PP 3,408 3,394
S1 3,404 3,382

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

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