ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 3,250 3,300 50 1.5% 3,232
High 3,333 3,306 -27 -0.8% 3,321
Low 3,246 3,272 26 0.8% 3,230
Close 3,321 3,292 -29 -0.9% 3,289
Range 87 34 -53 -60.9% 91
ATR 73 71 -2 -2.3% 0
Volume 5,875 5,898 23 0.4% 9,563
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,392 3,376 3,311
R3 3,358 3,342 3,301
R2 3,324 3,324 3,298
R1 3,308 3,308 3,295 3,299
PP 3,290 3,290 3,290 3,286
S1 3,274 3,274 3,289 3,265
S2 3,256 3,256 3,286
S3 3,222 3,240 3,283
S4 3,188 3,206 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 3,231 102 3.1% 63 1.9% 60% False False 4,811
10 3,333 3,230 103 3.1% 54 1.6% 60% False False 5,994
20 3,510 3,230 280 8.5% 67 2.0% 22% False False 6,548
40 3,510 3,102 408 12.4% 71 2.2% 47% False False 7,259
60 3,510 3,077 433 13.2% 74 2.2% 50% False False 5,921
80 3,510 2,950 560 17.0% 77 2.3% 61% False False 4,837
100 3,510 2,725 785 23.8% 78 2.4% 72% False False 4,085
120 3,510 2,700 810 24.6% 77 2.3% 73% False False 3,555
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,451
2.618 3,395
1.618 3,361
1.000 3,340
0.618 3,327
HIGH 3,306
0.618 3,293
0.500 3,289
0.382 3,285
LOW 3,272
0.618 3,251
1.000 3,238
1.618 3,217
2.618 3,183
4.250 3,128
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 3,291 3,291
PP 3,290 3,290
S1 3,289 3,289

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

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