ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 3,288 3,250 -38 -1.2% 3,232
High 3,311 3,333 22 0.7% 3,321
Low 3,245 3,246 1 0.0% 3,230
Close 3,256 3,321 65 2.0% 3,289
Range 66 87 21 31.8% 91
ATR 72 73 1 1.5% 0
Volume 5,648 5,875 227 4.0% 9,563
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,561 3,528 3,369
R3 3,474 3,441 3,345
R2 3,387 3,387 3,337
R1 3,354 3,354 3,329 3,371
PP 3,300 3,300 3,300 3,308
S1 3,267 3,267 3,313 3,284
S2 3,213 3,213 3,305
S3 3,126 3,180 3,297
S4 3,039 3,093 3,273
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 3,333 3,230 103 3.1% 65 2.0% 88% True False 4,217
10 3,469 3,230 239 7.2% 73 2.2% 38% False False 6,417
20 3,510 3,230 280 8.4% 68 2.0% 33% False False 6,536
40 3,510 3,102 408 12.3% 72 2.2% 54% False False 7,277
60 3,510 3,077 433 13.0% 74 2.2% 56% False False 5,886
80 3,510 2,950 560 16.9% 77 2.3% 66% False False 4,770
100 3,510 2,725 785 23.6% 79 2.4% 76% False False 4,047
120 3,510 2,679 831 25.0% 77 2.3% 77% False False 3,515
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,703
2.618 3,561
1.618 3,474
1.000 3,420
0.618 3,387
HIGH 3,333
0.618 3,300
0.500 3,290
0.382 3,279
LOW 3,246
0.618 3,192
1.000 3,159
1.618 3,105
2.618 3,018
4.250 2,876
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 3,311 3,308
PP 3,300 3,295
S1 3,290 3,283

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

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