ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 3,300 3,278 -22 -0.7% 3,232
High 3,306 3,313 7 0.2% 3,321
Low 3,272 3,257 -15 -0.5% 3,230
Close 3,292 3,309 17 0.5% 3,289
Range 34 56 22 64.7% 91
ATR 71 70 -1 -1.5% 0
Volume 5,898 5,838 -60 -1.0% 9,563
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,461 3,441 3,340
R3 3,405 3,385 3,324
R2 3,349 3,349 3,319
R1 3,329 3,329 3,314 3,339
PP 3,293 3,293 3,293 3,298
S1 3,273 3,273 3,304 3,283
S2 3,237 3,237 3,299
S3 3,181 3,217 3,294
S4 3,125 3,161 3,278
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 3,232 101 3.1% 66 2.0% 76% False False 5,182
10 3,333 3,230 103 3.1% 53 1.6% 77% False False 5,017
20 3,510 3,230 280 8.5% 66 2.0% 28% False False 6,474
40 3,510 3,102 408 12.3% 71 2.1% 51% False False 7,154
60 3,510 3,077 433 13.1% 74 2.2% 54% False False 5,989
80 3,510 2,950 560 16.9% 77 2.3% 64% False False 4,894
100 3,510 2,725 785 23.7% 78 2.4% 74% False False 4,138
120 3,510 2,700 810 24.5% 77 2.3% 75% False False 3,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 3,551
2.618 3,460
1.618 3,404
1.000 3,369
0.618 3,348
HIGH 3,313
0.618 3,292
0.500 3,285
0.382 3,278
LOW 3,257
0.618 3,222
1.000 3,201
1.618 3,166
2.618 3,110
4.250 3,019
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 3,301 3,303
PP 3,293 3,296
S1 3,285 3,290

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

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