ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 3,075 3,084 9 0.3% 3,115
High 3,096 3,114 18 0.6% 3,165
Low 3,066 3,054 -12 -0.4% 3,054
Close 3,071 3,098 27 0.9% 3,098
Range 30 60 30 100.0% 111
ATR 79 77 -1 -1.7% 0
Volume 172 57 -115 -66.9% 1,319
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,269 3,243 3,131
R3 3,209 3,183 3,115
R2 3,149 3,149 3,109
R1 3,123 3,123 3,104 3,136
PP 3,089 3,089 3,089 3,095
S1 3,063 3,063 3,093 3,076
S2 3,029 3,029 3,087
S3 2,969 3,003 3,082
S4 2,909 2,943 3,065
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,439 3,379 3,159
R3 3,328 3,268 3,129
R2 3,217 3,217 3,118
R1 3,157 3,157 3,108 3,132
PP 3,106 3,106 3,106 3,093
S1 3,046 3,046 3,088 3,021
S2 2,995 2,995 3,078
S3 2,884 2,935 3,067
S4 2,773 2,824 3,037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,165 3,019 146 4.7% 67 2.2% 54% False False 1,163
10 3,165 2,955 210 6.8% 73 2.4% 68% False False 5,971
20 3,443 2,955 488 15.8% 85 2.7% 29% False False 8,452
40 3,485 2,955 530 17.1% 71 2.3% 27% False False 7,361
60 3,510 2,955 555 17.9% 73 2.3% 26% False False 7,184
80 3,510 2,955 555 17.9% 74 2.4% 26% False False 7,072
100 3,510 2,955 555 17.9% 76 2.5% 26% False False 6,086
120 3,510 2,784 726 23.4% 77 2.5% 43% False False 5,261
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,369
2.618 3,271
1.618 3,211
1.000 3,174
0.618 3,151
HIGH 3,114
0.618 3,091
0.500 3,084
0.382 3,077
LOW 3,054
0.618 3,017
1.000 2,994
1.618 2,957
2.618 2,897
4.250 2,799
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 3,093 3,102
PP 3,089 3,101
S1 3,084 3,099

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

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