ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 3,019 2,988 -31 -1.0% 3,191
High 3,020 3,027 7 0.2% 3,203
Low 2,978 2,967 -11 -0.4% 2,965
Close 3,003 3,012 9 0.3% 2,972
Range 42 60 18 42.9% 238
ATR 81 80 -2 -1.9% 0
Volume 11,317 9,878 -1,439 -12.7% 60,205
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,182 3,157 3,045
R3 3,122 3,097 3,029
R2 3,062 3,062 3,023
R1 3,037 3,037 3,018 3,050
PP 3,002 3,002 3,002 3,008
S1 2,977 2,977 3,007 2,990
S2 2,942 2,942 3,001
S3 2,882 2,917 2,996
S4 2,822 2,857 2,979
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,761 3,604 3,103
R3 3,523 3,366 3,037
R2 3,285 3,285 3,016
R1 3,128 3,128 2,994 3,088
PP 3,047 3,047 3,047 3,026
S1 2,890 2,890 2,950 2,850
S2 2,809 2,809 2,928
S3 2,571 2,652 2,907
S4 2,333 2,414 2,841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,150 2,955 195 6.5% 78 2.6% 29% False False 11,594
10 3,287 2,955 332 11.0% 84 2.8% 17% False False 12,583
20 3,485 2,955 530 17.6% 82 2.7% 11% False False 9,905
40 3,510 2,955 555 18.4% 75 2.5% 10% False False 8,214
60 3,510 2,955 555 18.4% 73 2.4% 10% False False 7,925
80 3,510 2,955 555 18.4% 74 2.4% 10% False False 7,095
100 3,510 2,950 560 18.6% 78 2.6% 11% False False 6,039
120 3,510 2,725 785 26.1% 78 2.6% 37% False False 5,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,282
2.618 3,184
1.618 3,124
1.000 3,087
0.618 3,064
HIGH 3,027
0.618 3,004
0.500 2,997
0.382 2,990
LOW 2,967
0.618 2,930
1.000 2,907
1.618 2,870
2.618 2,810
4.250 2,712
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 3,007 3,005
PP 3,002 2,999
S1 2,997 2,992

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

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