ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 2,858 2,908 50 1.7% 2,870
High 2,941 2,963 22 0.7% 2,929
Low 2,855 2,873 18 0.6% 2,754
Close 2,905 2,893 -12 -0.4% 2,920
Range 86 90 4 4.7% 175
ATR 83 84 0 0.6% 0
Volume 8,344 6,664 -1,680 -20.1% 34,155
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,180 3,126 2,943
R3 3,090 3,036 2,918
R2 3,000 3,000 2,910
R1 2,946 2,946 2,901 2,928
PP 2,910 2,910 2,910 2,901
S1 2,856 2,856 2,885 2,838
S2 2,820 2,820 2,877
S3 2,730 2,766 2,868
S4 2,640 2,676 2,844
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 2,963 2,745 218 7.5% 105 3.6% 68% True False 6,979
10 2,963 2,745 218 7.5% 86 3.0% 68% True False 7,093
20 3,150 2,745 405 14.0% 82 2.8% 37% False False 7,255
40 3,512 2,745 767 26.5% 84 2.9% 19% False False 7,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,346
2.618 3,199
1.618 3,109
1.000 3,053
0.618 3,019
HIGH 2,963
0.618 2,929
0.500 2,918
0.382 2,907
LOW 2,873
0.618 2,817
1.000 2,783
1.618 2,727
2.618 2,637
4.250 2,491
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 2,918 2,880
PP 2,910 2,867
S1 2,901 2,854

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

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