ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 2,857 2,858 1 0.0% 2,870
High 2,889 2,941 52 1.8% 2,929
Low 2,745 2,855 110 4.0% 2,754
Close 2,848 2,905 57 2.0% 2,920
Range 144 86 -58 -40.3% 175
ATR 82 83 1 0.9% 0
Volume 6,008 8,344 2,336 38.9% 34,155
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,158 3,118 2,952
R3 3,072 3,032 2,929
R2 2,986 2,986 2,921
R1 2,946 2,946 2,913 2,966
PP 2,900 2,900 2,900 2,911
S1 2,860 2,860 2,897 2,880
S2 2,814 2,814 2,889
S3 2,728 2,774 2,881
S4 2,642 2,688 2,858
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 2,941 2,745 196 6.7% 93 3.2% 82% True False 7,509
10 2,941 2,745 196 6.7% 82 2.8% 82% True False 7,538
20 3,150 2,745 405 13.9% 81 2.8% 40% False False 7,315
40 3,512 2,745 767 26.4% 82 2.8% 21% False False 7,475
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,307
2.618 3,166
1.618 3,080
1.000 3,027
0.618 2,994
HIGH 2,941
0.618 2,908
0.500 2,898
0.382 2,888
LOW 2,855
0.618 2,802
1.000 2,769
1.618 2,716
2.618 2,630
4.250 2,490
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 2,903 2,884
PP 2,900 2,864
S1 2,898 2,843

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

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