ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 3,281 3,307 26 0.8% 3,288
High 3,326 3,347 21 0.6% 3,333
Low 3,281 3,307 26 0.8% 3,245
Close 3,296 3,343 47 1.4% 3,296
Range 45 40 -5 -11.1% 88
ATR 68 67 -1 -1.8% 0
Volume 6,253 3,975 -2,278 -36.4% 29,512
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,452 3,438 3,365
R3 3,412 3,398 3,354
R2 3,372 3,372 3,350
R1 3,358 3,358 3,347 3,365
PP 3,332 3,332 3,332 3,336
S1 3,318 3,318 3,339 3,325
S2 3,292 3,292 3,336
S3 3,252 3,278 3,332
S4 3,212 3,238 3,321
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 3,347 3,246 101 3.0% 52 1.6% 96% True False 5,567
10 3,347 3,230 117 3.5% 51 1.5% 97% True False 4,624
20 3,510 3,230 280 8.4% 66 2.0% 40% False False 6,560
40 3,510 3,102 408 12.2% 70 2.1% 59% False False 7,001
60 3,510 3,102 408 12.2% 71 2.1% 59% False False 6,083
80 3,510 2,950 560 16.8% 77 2.3% 70% False False 4,997
100 3,510 2,725 785 23.5% 78 2.3% 79% False False 4,203
120 3,510 2,725 785 23.5% 77 2.3% 79% False False 3,664
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 8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,517
2.618 3,452
1.618 3,412
1.000 3,387
0.618 3,372
HIGH 3,347
0.618 3,332
0.500 3,327
0.382 3,322
LOW 3,307
0.618 3,282
1.000 3,267
1.618 3,242
2.618 3,202
4.250 3,137
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 3,338 3,329
PP 3,332 3,316
S1 3,327 3,302

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

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