ICE Cocoa Future May 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 2,830 2,870 40 1.4% 2,909
High 2,887 2,882 -5 -0.2% 2,931
Low 2,818 2,818 0 0.0% 2,780
Close 2,865 2,834 -31 -1.1% 2,865
Range 69 64 -5 -7.2% 151
ATR 76 75 -1 -1.2% 0
Volume 7,160 6,072 -1,088 -15.2% 40,032
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,037 2,999 2,869
R3 2,973 2,935 2,852
R2 2,909 2,909 2,846
R1 2,871 2,871 2,840 2,858
PP 2,845 2,845 2,845 2,838
S1 2,807 2,807 2,828 2,794
S2 2,781 2,781 2,822
S3 2,717 2,743 2,816
S4 2,653 2,679 2,799
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,312 3,239 2,948
R3 3,161 3,088 2,907
R2 3,010 3,010 2,893
R1 2,937 2,937 2,879 2,898
PP 2,859 2,859 2,859 2,839
S1 2,786 2,786 2,851 2,747
S2 2,708 2,708 2,837
S3 2,557 2,635 2,823
S4 2,406 2,484 2,782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,887 2,780 107 3.8% 62 2.2% 50% False False 8,104
10 3,099 2,780 319 11.3% 75 2.7% 17% False False 7,713
20 3,175 2,780 395 13.9% 74 2.6% 14% False False 8,522
40 3,512 2,780 732 25.8% 75 2.7% 7% False False 6,618
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,154
2.618 3,050
1.618 2,986
1.000 2,946
0.618 2,922
HIGH 2,882
0.618 2,858
0.500 2,850
0.382 2,842
LOW 2,818
0.618 2,778
1.000 2,754
1.618 2,714
2.618 2,650
4.250 2,546
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 2,850 2,849
PP 2,845 2,844
S1 2,839 2,839

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

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