ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 3,275 3,277 2 0.1% 3,400
High 3,290 3,282 -8 -0.2% 3,510
Low 3,246 3,268 22 0.7% 3,249
Close 3,251 3,271 20 0.6% 3,251
Range 44 14 -30 -68.2% 261
ATR 79 76 -3 -4.3% 0
Volume 6,461 3,190 -3,271 -50.6% 42,584
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,316 3,307 3,279
R3 3,302 3,293 3,275
R2 3,288 3,288 3,274
R1 3,279 3,279 3,272 3,277
PP 3,274 3,274 3,274 3,272
S1 3,265 3,265 3,270 3,263
S2 3,260 3,260 3,268
S3 3,246 3,251 3,267
S4 3,232 3,237 3,263
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 3,469 3,237 232 7.1% 80 2.5% 15% False False 8,617
10 3,510 3,237 273 8.3% 78 2.4% 12% False False 8,003
20 3,510 3,237 273 8.3% 70 2.1% 12% False False 7,079
40 3,510 3,102 408 12.5% 73 2.2% 41% False False 7,375
60 3,510 2,990 520 15.9% 79 2.4% 54% False False 5,735
80 3,510 2,784 726 22.2% 78 2.4% 67% False False 4,573
100 3,510 2,725 785 24.0% 79 2.4% 70% False False 3,878
120 3,510 2,488 1,022 31.2% 77 2.3% 77% False False 3,362
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Narrowest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 3,342
2.618 3,319
1.618 3,305
1.000 3,296
0.618 3,291
HIGH 3,282
0.618 3,277
0.500 3,275
0.382 3,273
LOW 3,268
0.618 3,259
1.000 3,254
1.618 3,245
2.618 3,231
4.250 3,209
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 3,275 3,270
PP 3,274 3,269
S1 3,272 3,268

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

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