ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 3,278 3,281 3 0.1% 3,288
High 3,313 3,326 13 0.4% 3,333
Low 3,257 3,281 24 0.7% 3,245
Close 3,309 3,296 -13 -0.4% 3,296
Range 56 45 -11 -19.6% 88
ATR 70 68 -2 -2.6% 0
Volume 5,838 6,253 415 7.1% 29,512
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,436 3,411 3,321
R3 3,391 3,366 3,308
R2 3,346 3,346 3,304
R1 3,321 3,321 3,300 3,334
PP 3,301 3,301 3,301 3,307
S1 3,276 3,276 3,292 3,289
S2 3,256 3,256 3,288
S3 3,211 3,231 3,284
S4 3,166 3,186 3,271
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,555 3,514 3,344
R3 3,467 3,426 3,320
R2 3,379 3,379 3,312
R1 3,338 3,338 3,304 3,359
PP 3,291 3,291 3,291 3,302
S1 3,250 3,250 3,288 3,271
S2 3,203 3,203 3,280
S3 3,115 3,162 3,272
S4 3,027 3,074 3,248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,333 3,245 88 2.7% 58 1.7% 58% False False 5,902
10 3,333 3,230 103 3.1% 52 1.6% 64% False False 4,872
20 3,510 3,230 280 8.5% 67 2.0% 24% False False 6,579
40 3,510 3,102 408 12.4% 70 2.1% 48% False False 7,098
60 3,510 3,077 433 13.1% 72 2.2% 51% False False 6,069
80 3,510 2,950 560 17.0% 77 2.3% 62% False False 4,959
100 3,510 2,725 785 23.8% 78 2.4% 73% False False 4,184
120 3,510 2,700 810 24.6% 77 2.3% 74% False False 3,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,517
2.618 3,444
1.618 3,399
1.000 3,371
0.618 3,354
HIGH 3,326
0.618 3,309
0.500 3,304
0.382 3,298
LOW 3,281
0.618 3,253
1.000 3,236
1.618 3,208
2.618 3,163
4.250 3,090
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 3,304 3,295
PP 3,301 3,293
S1 3,299 3,292

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

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