ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 3,084 3,099 15 0.5% 3,115
High 3,114 3,141 27 0.9% 3,165
Low 3,054 3,054 0 0.0% 3,054
Close 3,098 3,074 -24 -0.8% 3,098
Range 60 87 27 45.0% 111
ATR 77 78 1 0.9% 0
Volume 57 41 -16 -28.1% 1,319
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,351 3,299 3,122
R3 3,264 3,212 3,098
R2 3,177 3,177 3,090
R1 3,125 3,125 3,082 3,108
PP 3,090 3,090 3,090 3,081
S1 3,038 3,038 3,066 3,021
S2 3,003 3,003 3,058
S3 2,916 2,951 3,050
S4 2,829 2,864 3,026
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 3,054 111 3.6% 63 2.1% 18% False True 272
10 3,165 2,955 210 6.8% 69 2.3% 57% False False 4,771
20 3,423 2,955 468 15.2% 85 2.7% 25% False False 8,133
40 3,485 2,955 530 17.2% 71 2.3% 22% False False 6,972
60 3,510 2,955 555 18.1% 73 2.4% 21% False False 7,019
80 3,510 2,955 555 18.1% 74 2.4% 21% False False 7,053
100 3,510 2,955 555 18.1% 77 2.5% 21% False False 6,075
120 3,510 2,784 726 23.6% 77 2.5% 40% False False 5,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,511
2.618 3,369
1.618 3,282
1.000 3,228
0.618 3,195
HIGH 3,141
0.618 3,108
0.500 3,098
0.382 3,087
LOW 3,054
0.618 3,000
1.000 2,967
1.618 2,913
2.618 2,826
4.250 2,684
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 3,098 3,098
PP 3,090 3,090
S1 3,082 3,082

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

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