ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 3,333 3,326 -7 -0.2% 3,288
High 3,352 3,400 48 1.4% 3,333
Low 3,282 3,307 25 0.8% 3,245
Close 3,342 3,389 47 1.4% 3,296
Range 70 93 23 32.9% 88
ATR 67 69 2 2.7% 0
Volume 7,374 8,200 826 11.2% 29,512
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,644 3,610 3,440
R3 3,551 3,517 3,415
R2 3,458 3,458 3,406
R1 3,424 3,424 3,398 3,441
PP 3,365 3,365 3,365 3,374
S1 3,331 3,331 3,380 3,348
S2 3,272 3,272 3,372
S3 3,179 3,238 3,363
S4 3,086 3,145 3,338
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 3,400 3,257 143 4.2% 61 1.8% 92% True False 6,328
10 3,400 3,231 169 5.0% 62 1.8% 93% True False 5,569
20 3,510 3,230 280 8.3% 70 2.1% 57% False False 6,708
40 3,510 3,103 407 12.0% 68 2.0% 70% False False 6,766
60 3,510 3,102 408 12.0% 71 2.1% 70% False False 6,262
80 3,510 2,990 520 15.3% 75 2.2% 77% False False 5,152
100 3,510 2,725 785 23.2% 77 2.3% 85% False False 4,333
120 3,510 2,725 785 23.2% 77 2.3% 85% False False 3,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3,795
2.618 3,643
1.618 3,550
1.000 3,493
0.618 3,457
HIGH 3,400
0.618 3,364
0.500 3,354
0.382 3,343
LOW 3,307
0.618 3,250
1.000 3,214
1.618 3,157
2.618 3,064
4.250 2,912
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 3,377 3,373
PP 3,365 3,357
S1 3,354 3,341

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

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