ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 2,920 2,857 -63 -2.2% 2,870
High 2,920 2,889 -31 -1.1% 2,929
Low 2,828 2,745 -83 -2.9% 2,754
Close 2,866 2,848 -18 -0.6% 2,920
Range 92 144 52 56.5% 175
ATR 78 82 5 6.1% 0
Volume 8,600 6,008 -2,592 -30.1% 34,155
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,259 3,198 2,927
R3 3,115 3,054 2,888
R2 2,971 2,971 2,874
R1 2,910 2,910 2,861 2,869
PP 2,827 2,827 2,827 2,807
S1 2,766 2,766 2,835 2,725
S2 2,683 2,683 2,822
S3 2,539 2,622 2,808
S4 2,395 2,478 2,769
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,393 3,331 3,016
R3 3,218 3,156 2,968
R2 3,043 3,043 2,952
R1 2,981 2,981 2,936 3,012
PP 2,868 2,868 2,868 2,883
S1 2,806 2,806 2,904 2,837
S2 2,693 2,693 2,888
S3 2,518 2,631 2,872
S4 2,343 2,456 2,824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,929 2,745 184 6.5% 97 3.4% 56% False True 7,670
10 2,929 2,745 184 6.5% 80 2.8% 56% False True 7,562
20 3,175 2,745 430 15.1% 82 2.9% 24% False True 7,178
40 3,512 2,745 767 26.9% 82 2.9% 13% False True 7,319
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 17
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3,501
2.618 3,266
1.618 3,122
1.000 3,033
0.618 2,978
HIGH 2,889
0.618 2,834
0.500 2,817
0.382 2,800
LOW 2,745
0.618 2,656
1.000 2,601
1.618 2,512
2.618 2,368
4.250 2,133
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 2,838 2,844
PP 2,827 2,841
S1 2,817 2,837

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

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