ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 3,099 3,068 -31 -1.0% 3,115
High 3,141 3,068 -73 -2.3% 3,165
Low 3,054 2,906 -148 -4.8% 3,054
Close 3,074 2,931 -143 -4.7% 3,098
Range 87 162 75 86.2% 111
ATR 78 85 6 8.2% 0
Volume 41 36 -5 -12.2% 1,319
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,454 3,355 3,020
R3 3,292 3,193 2,976
R2 3,130 3,130 2,961
R1 3,031 3,031 2,946 3,000
PP 2,968 2,968 2,968 2,953
S1 2,869 2,869 2,916 2,838
S2 2,806 2,806 2,901
S3 2,644 2,707 2,886
S4 2,482 2,545 2,842
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 3,150 2,906 244 8.3% 86 2.9% 10% False True 94
10 3,165 2,906 259 8.8% 78 2.7% 10% False True 3,424
20 3,410 2,906 504 17.2% 91 3.1% 5% False True 7,646
40 3,485 2,906 579 19.8% 74 2.5% 4% False True 6,781
60 3,510 2,906 604 20.6% 73 2.5% 4% False True 6,937
80 3,510 2,906 604 20.6% 75 2.6% 4% False True 7,032
100 3,510 2,906 604 20.6% 77 2.6% 4% False True 6,064
120 3,510 2,784 726 24.8% 78 2.7% 20% False False 5,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 3,757
2.618 3,492
1.618 3,330
1.000 3,230
0.618 3,168
HIGH 3,068
0.618 3,006
0.500 2,987
0.382 2,968
LOW 2,906
0.618 2,806
1.000 2,744
1.618 2,644
2.618 2,482
4.250 2,218
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 2,987 3,024
PP 2,968 2,993
S1 2,950 2,962

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

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