ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 3,307 3,333 26 0.8% 3,288
High 3,347 3,352 5 0.1% 3,333
Low 3,307 3,282 -25 -0.8% 3,245
Close 3,343 3,342 -1 0.0% 3,296
Range 40 70 30 75.0% 88
ATR 67 67 0 0.3% 0
Volume 3,975 7,374 3,399 85.5% 29,512
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,535 3,509 3,381
R3 3,465 3,439 3,361
R2 3,395 3,395 3,355
R1 3,369 3,369 3,348 3,382
PP 3,325 3,325 3,325 3,332
S1 3,299 3,299 3,336 3,312
S2 3,255 3,255 3,329
S3 3,185 3,229 3,323
S4 3,115 3,159 3,304
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 3,352 3,257 95 2.8% 49 1.5% 89% True False 5,867
10 3,352 3,230 122 3.7% 57 1.7% 92% True False 5,042
20 3,510 3,230 280 8.4% 67 2.0% 40% False False 6,522
40 3,510 3,103 407 12.2% 68 2.0% 59% False False 6,935
60 3,510 3,102 408 12.2% 71 2.1% 59% False False 6,158
80 3,510 2,950 560 16.8% 77 2.3% 70% False False 5,073
100 3,510 2,725 785 23.5% 77 2.3% 79% False False 4,268
120 3,510 2,725 785 23.5% 77 2.3% 79% False False 3,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,650
2.618 3,535
1.618 3,465
1.000 3,422
0.618 3,395
HIGH 3,352
0.618 3,325
0.500 3,317
0.382 3,309
LOW 3,282
0.618 3,239
1.000 3,212
1.618 3,169
2.618 3,099
4.250 2,985
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 3,334 3,334
PP 3,325 3,325
S1 3,317 3,317

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

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