ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 3,400 3,433 33 1.0% 3,371
High 3,423 3,437 14 0.4% 3,437
Low 3,384 3,388 4 0.1% 3,327
Close 3,417 3,394 -23 -0.7% 3,394
Range 39 49 10 25.6% 110
ATR 71 69 -2 -2.2% 0
Volume 8,130 4,488 -3,642 -44.8% 28,435
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,553 3,523 3,421
R3 3,504 3,474 3,407
R2 3,455 3,455 3,403
R1 3,425 3,425 3,398 3,416
PP 3,406 3,406 3,406 3,402
S1 3,376 3,376 3,390 3,367
S2 3,357 3,357 3,385
S3 3,308 3,327 3,381
S4 3,259 3,278 3,367
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,716 3,665 3,455
R3 3,606 3,555 3,424
R2 3,496 3,496 3,414
R1 3,445 3,445 3,404 3,471
PP 3,386 3,386 3,386 3,399
S1 3,335 3,335 3,384 3,361
S2 3,276 3,276 3,374
S3 3,166 3,225 3,364
S4 3,056 3,115 3,334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,437 3,327 110 3.2% 48 1.4% 61% True False 5,687
10 3,437 3,246 191 5.6% 59 1.7% 77% True False 6,036
20 3,437 3,103 334 9.8% 67 2.0% 87% True False 6,824
40 3,439 3,102 337 9.9% 72 2.1% 87% False False 6,039
60 3,439 2,990 449 13.2% 77 2.3% 90% False False 4,634
80 3,439 2,725 714 21.0% 79 2.3% 94% False False 3,739
100 3,439 2,725 714 21.0% 79 2.3% 94% False False 3,200
120 3,439 2,466 973 28.7% 75 2.2% 95% False False 2,783
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,645
2.618 3,565
1.618 3,516
1.000 3,486
0.618 3,467
HIGH 3,437
0.618 3,418
0.500 3,413
0.382 3,407
LOW 3,388
0.618 3,358
1.000 3,339
1.618 3,309
2.618 3,260
4.250 3,180
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 3,413 3,400
PP 3,406 3,398
S1 3,400 3,396

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

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