ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 3,027 3,094 67 2.2% 3,008
High 3,100 3,124 24 0.8% 3,124
Low 3,006 3,019 13 0.4% 2,955
Close 3,089 3,093 4 0.1% 3,093
Range 94 105 11 11.7% 169
ATR 81 82 2 2.2% 0
Volume 7,161 4,496 -2,665 -37.2% 46,355
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,394 3,348 3,151
R3 3,289 3,243 3,122
R2 3,184 3,184 3,112
R1 3,138 3,138 3,103 3,109
PP 3,079 3,079 3,079 3,064
S1 3,033 3,033 3,083 3,004
S2 2,974 2,974 3,074
S3 2,869 2,928 3,064
S4 2,764 2,823 3,035
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,564 3,498 3,186
R3 3,395 3,329 3,139
R2 3,226 3,226 3,124
R1 3,160 3,160 3,108 3,193
PP 3,057 3,057 3,057 3,074
S1 2,991 2,991 3,078 3,024
S2 2,888 2,888 3,062
S3 2,719 2,822 3,047
S4 2,550 2,653 3,000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,124 2,955 169 5.5% 75 2.4% 82% True False 9,271
10 3,203 2,955 248 8.0% 85 2.7% 56% False False 10,656
20 3,485 2,955 530 17.1% 85 2.7% 26% False False 9,710
40 3,510 2,955 555 17.9% 77 2.5% 25% False False 8,244
60 3,510 2,955 555 17.9% 74 2.4% 25% False False 7,665
80 3,510 2,955 555 17.9% 74 2.4% 25% False False 7,195
100 3,510 2,955 555 17.9% 77 2.5% 25% False False 6,115
120 3,510 2,731 779 25.2% 78 2.5% 46% False False 5,283
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 18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,570
2.618 3,399
1.618 3,294
1.000 3,229
0.618 3,189
HIGH 3,124
0.618 3,084
0.500 3,072
0.382 3,059
LOW 3,019
0.618 2,954
1.000 2,914
1.618 2,849
2.618 2,744
4.250 2,573
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 3,086 3,077
PP 3,079 3,061
S1 3,072 3,046

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

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