ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 2,828 2,797 -31 -1.1% 2,909
High 2,829 2,860 31 1.1% 2,931
Low 2,766 2,754 -12 -0.4% 2,780
Close 2,802 2,844 42 1.5% 2,865
Range 63 106 43 68.3% 151
ATR 75 77 2 3.0% 0
Volume 4,337 9,150 4,813 111.0% 40,032
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,137 3,097 2,902
R3 3,031 2,991 2,873
R2 2,925 2,925 2,863
R1 2,885 2,885 2,854 2,905
PP 2,819 2,819 2,819 2,830
S1 2,779 2,779 2,834 2,799
S2 2,713 2,713 2,825
S3 2,607 2,673 2,815
S4 2,501 2,567 2,786
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 2,754 133 4.7% 72 2.5% 68% False True 7,567
10 2,970 2,754 216 7.6% 69 2.4% 42% False True 7,219
20 3,175 2,754 421 14.8% 77 2.7% 21% False True 8,006
40 3,512 2,754 758 26.7% 78 2.7% 12% False True 6,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3,311
2.618 3,138
1.618 3,032
1.000 2,966
0.618 2,926
HIGH 2,860
0.618 2,820
0.500 2,807
0.382 2,794
LOW 2,754
0.618 2,688
1.000 2,648
1.618 2,582
2.618 2,476
4.250 2,304
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 2,832 2,835
PP 2,819 2,827
S1 2,807 2,818

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

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