ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 2,839 2,868 29 1.0% 2,917
High 2,855 2,868 13 0.5% 2,917
Low 2,818 2,820 2 0.1% 2,780
Close 2,855 2,827 -28 -1.0% 2,855
Range 37 48 11 29.7% 137
ATR 69 67 -1 -2.2% 0
Volume 10 6 -4 -40.0% 138
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,982 2,953 2,853
R3 2,934 2,905 2,840
R2 2,886 2,886 2,836
R1 2,857 2,857 2,831 2,848
PP 2,838 2,838 2,838 2,834
S1 2,809 2,809 2,823 2,800
S2 2,790 2,790 2,818
S3 2,742 2,761 2,814
S4 2,694 2,713 2,801
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,262 3,195 2,930
R3 3,125 3,058 2,893
R2 2,988 2,988 2,880
R1 2,921 2,921 2,868 2,886
PP 2,851 2,851 2,851 2,833
S1 2,784 2,784 2,842 2,749
S2 2,714 2,714 2,830
S3 2,577 2,647 2,817
S4 2,440 2,510 2,780
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,875 2,780 95 3.4% 38 1.4% 49% False False 19
10 3,068 2,780 288 10.2% 61 2.2% 16% False False 40
20 3,165 2,780 385 13.6% 65 2.3% 12% False False 2,405
40 3,485 2,780 705 24.9% 73 2.6% 7% False False 5,728
60 3,510 2,780 730 25.8% 71 2.5% 6% False False 5,976
80 3,510 2,780 730 25.8% 72 2.5% 6% False False 6,441
100 3,510 2,780 730 25.8% 74 2.6% 6% False False 5,885
120 3,510 2,780 730 25.8% 75 2.7% 6% False False 5,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,072
2.618 2,994
1.618 2,946
1.000 2,916
0.618 2,898
HIGH 2,868
0.618 2,850
0.500 2,844
0.382 2,838
LOW 2,820
0.618 2,790
1.000 2,772
1.618 2,742
2.618 2,694
4.250 2,616
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 2,844 2,834
PP 2,838 2,832
S1 2,833 2,829

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

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