ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 3,414 3,432 18 0.5% 3,428
High 3,485 3,443 -42 -1.2% 3,485
Low 3,411 3,356 -55 -1.6% 3,356
Close 3,431 3,425 -6 -0.2% 3,425
Range 74 87 13 17.6% 129
ATR 66 68 1 2.2% 0
Volume 6,140 6,419 279 4.5% 26,891
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,669 3,634 3,473
R3 3,582 3,547 3,449
R2 3,495 3,495 3,441
R1 3,460 3,460 3,433 3,434
PP 3,408 3,408 3,408 3,395
S1 3,373 3,373 3,417 3,347
S2 3,321 3,321 3,409
S3 3,234 3,286 3,401
S4 3,147 3,199 3,377
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,809 3,746 3,496
R3 3,680 3,617 3,460
R2 3,551 3,551 3,449
R1 3,488 3,488 3,437 3,455
PP 3,422 3,422 3,422 3,406
S1 3,359 3,359 3,413 3,326
S2 3,293 3,293 3,401
S3 3,164 3,230 3,390
S4 3,035 3,101 3,354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,485 3,356 129 3.8% 65 1.9% 53% False True 6,577
10 3,485 3,281 204 6.0% 63 1.8% 71% False False 6,605
20 3,485 3,230 255 7.4% 58 1.7% 76% False False 5,811
40 3,510 3,175 335 9.8% 67 2.0% 75% False False 6,461
60 3,510 3,102 408 11.9% 71 2.1% 79% False False 6,693
80 3,510 2,990 520 15.2% 75 2.2% 84% False False 5,561
100 3,510 2,784 726 21.2% 76 2.2% 88% False False 4,682
120 3,510 2,725 785 22.9% 76 2.2% 89% False False 4,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 3,813
2.618 3,671
1.618 3,584
1.000 3,530
0.618 3,497
HIGH 3,443
0.618 3,410
0.500 3,400
0.382 3,389
LOW 3,356
0.618 3,302
1.000 3,269
1.618 3,215
2.618 3,128
4.250 2,986
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 3,417 3,424
PP 3,408 3,422
S1 3,400 3,421

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

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