ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 3,433 3,400 -33 -1.0% 3,371
High 3,437 3,422 -15 -0.4% 3,437
Low 3,388 3,371 -17 -0.5% 3,327
Close 3,394 3,411 17 0.5% 3,394
Range 49 51 2 4.1% 110
ATR 69 68 -1 -1.9% 0
Volume 4,488 5,963 1,475 32.9% 28,435
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,554 3,534 3,439
R3 3,503 3,483 3,425
R2 3,452 3,452 3,420
R1 3,432 3,432 3,416 3,442
PP 3,401 3,401 3,401 3,407
S1 3,381 3,381 3,406 3,391
S2 3,350 3,350 3,402
S3 3,299 3,330 3,397
S4 3,248 3,279 3,383
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 3,341 96 2.8% 47 1.4% 73% False False 5,415
10 3,437 3,262 175 5.1% 57 1.7% 85% False False 5,893
20 3,437 3,103 334 9.8% 66 1.9% 92% False False 6,506
40 3,439 3,102 337 9.9% 71 2.1% 92% False False 6,146
60 3,439 2,990 449 13.2% 77 2.3% 94% False False 4,696
80 3,439 2,731 708 20.8% 79 2.3% 96% False False 3,802
100 3,439 2,725 714 20.9% 79 2.3% 96% False False 3,254
120 3,439 2,466 973 28.5% 75 2.2% 97% False False 2,823
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,639
2.618 3,556
1.618 3,505
1.000 3,473
0.618 3,454
HIGH 3,422
0.618 3,403
0.500 3,397
0.382 3,390
LOW 3,371
0.618 3,339
1.000 3,320
1.618 3,288
2.618 3,237
4.250 3,154
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 3,406 3,409
PP 3,401 3,406
S1 3,397 3,404

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

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