ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 2,797 2,844 47 1.7% 2,909
High 2,860 2,865 5 0.2% 2,931
Low 2,754 2,834 80 2.9% 2,780
Close 2,844 2,854 10 0.4% 2,865
Range 106 31 -75 -70.8% 151
ATR 77 74 -3 -4.3% 0
Volume 9,150 9,316 166 1.8% 40,032
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,944 2,930 2,871
R3 2,913 2,899 2,863
R2 2,882 2,882 2,860
R1 2,868 2,868 2,857 2,875
PP 2,851 2,851 2,851 2,855
S1 2,837 2,837 2,851 2,844
S2 2,820 2,820 2,848
S3 2,789 2,806 2,845
S4 2,758 2,775 2,837
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% 67 2.3% 75% False False 7,207
10 2,951 2,754 197 6.9% 65 2.3% 51% False False 7,469
20 3,175 2,754 421 14.8% 76 2.7% 24% False False 7,787
40 3,512 2,754 758 26.6% 77 2.7% 13% False False 7,023
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 2,997
2.618 2,946
1.618 2,915
1.000 2,896
0.618 2,884
HIGH 2,865
0.618 2,853
0.500 2,850
0.382 2,846
LOW 2,834
0.618 2,815
1.000 2,803
1.618 2,784
2.618 2,753
4.250 2,702
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 2,853 2,839
PP 2,851 2,824
S1 2,850 2,810

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

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