ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 3,253 3,288 35 1.1% 3,232
High 3,321 3,311 -10 -0.3% 3,321
Low 3,232 3,245 13 0.4% 3,230
Close 3,289 3,256 -33 -1.0% 3,289
Range 89 66 -23 -25.8% 91
ATR 72 72 0 -0.6% 0
Volume 2,655 5,648 2,993 112.7% 9,563
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,469 3,428 3,292
R3 3,403 3,362 3,274
R2 3,337 3,337 3,268
R1 3,296 3,296 3,262 3,284
PP 3,271 3,271 3,271 3,264
S1 3,230 3,230 3,250 3,218
S2 3,205 3,205 3,244
S3 3,139 3,164 3,238
S4 3,073 3,098 3,220
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,553 3,512 3,339
R3 3,462 3,421 3,314
R2 3,371 3,371 3,306
R1 3,330 3,330 3,297 3,351
PP 3,280 3,280 3,280 3,290
S1 3,239 3,239 3,281 3,260
S2 3,189 3,189 3,272
S3 3,098 3,148 3,264
S4 3,007 3,057 3,239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,321 3,230 91 2.8% 50 1.5% 29% False False 3,680
10 3,490 3,230 260 8.0% 73 2.2% 10% False False 7,294
20 3,510 3,230 280 8.6% 66 2.0% 9% False False 6,459
40 3,510 3,102 408 12.5% 72 2.2% 38% False False 7,321
60 3,510 3,077 433 13.3% 74 2.3% 41% False False 5,833
80 3,510 2,942 568 17.4% 77 2.4% 55% False False 4,706
100 3,510 2,725 785 24.1% 78 2.4% 68% False False 3,990
120 3,510 2,672 838 25.7% 76 2.3% 70% False False 3,477
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,592
2.618 3,484
1.618 3,418
1.000 3,377
0.618 3,352
HIGH 3,311
0.618 3,286
0.500 3,278
0.382 3,270
LOW 3,245
0.618 3,204
1.000 3,179
1.618 3,138
2.618 3,072
4.250 2,965
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 3,278 3,276
PP 3,271 3,269
S1 3,263 3,263

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

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