ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 3,265 3,275 10 0.3% 3,400
High 3,310 3,298 -12 -0.4% 3,510
Low 3,248 3,237 -11 -0.3% 3,249
Close 3,251 3,265 14 0.4% 3,251
Range 62 61 -1 -1.6% 261
ATR 83 82 -2 -1.9% 0
Volume 15,613 7,699 -7,914 -50.7% 42,584
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,450 3,418 3,299
R3 3,389 3,357 3,282
R2 3,328 3,328 3,276
R1 3,296 3,296 3,271 3,282
PP 3,267 3,267 3,267 3,259
S1 3,235 3,235 3,259 3,221
S2 3,206 3,206 3,254
S3 3,145 3,174 3,248
S4 3,084 3,113 3,231
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 3,237 273 8.4% 113 3.5% 10% False True 11,201
10 3,510 3,237 273 8.4% 82 2.5% 10% False True 8,286
20 3,510 3,235 275 8.4% 72 2.2% 11% False False 7,249
40 3,510 3,102 408 12.5% 77 2.3% 40% False False 7,283
60 3,510 2,990 520 15.9% 80 2.4% 53% False False 5,586
80 3,510 2,784 726 22.2% 80 2.5% 66% False False 4,476
100 3,510 2,725 785 24.0% 80 2.4% 69% False False 3,803
120 3,510 2,488 1,022 31.3% 77 2.4% 76% False False 3,292
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,557
2.618 3,458
1.618 3,397
1.000 3,359
0.618 3,336
HIGH 3,298
0.618 3,275
0.500 3,268
0.382 3,260
LOW 3,237
0.618 3,199
1.000 3,176
1.618 3,138
2.618 3,077
4.250 2,978
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 3,268 3,353
PP 3,267 3,324
S1 3,266 3,294

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

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