ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 3,455 3,265 -190 -5.5% 3,400
High 3,469 3,310 -159 -4.6% 3,510
Low 3,249 3,248 -1 0.0% 3,249
Close 3,251 3,251 0 0.0% 3,251
Range 220 62 -158 -71.8% 261
ATR 85 83 -2 -1.9% 0
Volume 10,124 15,613 5,489 54.2% 42,584
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,456 3,415 3,285
R3 3,394 3,353 3,268
R2 3,332 3,332 3,262
R1 3,291 3,291 3,257 3,281
PP 3,270 3,270 3,270 3,264
S1 3,229 3,229 3,245 3,219
S2 3,208 3,208 3,240
S3 3,146 3,167 3,234
S4 3,084 3,105 3,217
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,120 3,946 3,395
R3 3,859 3,685 3,323
R2 3,598 3,598 3,299
R1 3,424 3,424 3,275 3,381
PP 3,337 3,337 3,337 3,315
S1 3,163 3,163 3,227 3,120
S2 3,076 3,076 3,203
S3 2,815 2,902 3,179
S4 2,554 2,641 3,107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,510 3,248 262 8.1% 112 3.4% 1% False True 10,446
10 3,510 3,248 262 8.1% 79 2.4% 1% False True 7,931
20 3,510 3,175 335 10.3% 76 2.3% 23% False False 7,112
40 3,510 3,102 408 12.5% 77 2.4% 37% False False 7,135
60 3,510 2,990 520 16.0% 80 2.5% 50% False False 5,477
80 3,510 2,784 726 22.3% 80 2.5% 64% False False 4,400
100 3,510 2,725 785 24.1% 80 2.5% 67% False False 3,736
120 3,510 2,488 1,022 31.4% 77 2.4% 75% False False 3,228
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,574
2.618 3,472
1.618 3,410
1.000 3,372
0.618 3,348
HIGH 3,310
0.618 3,286
0.500 3,279
0.382 3,272
LOW 3,248
0.618 3,210
1.000 3,186
1.618 3,148
2.618 3,086
4.250 2,985
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 3,279 3,369
PP 3,270 3,330
S1 3,260 3,290

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

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