ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 2,908 2,882 -26 -0.9% 2,920
High 2,963 2,913 -50 -1.7% 2,963
Low 2,873 2,804 -69 -2.4% 2,745
Close 2,893 2,834 -59 -2.0% 2,834
Range 90 109 19 21.1% 218
ATR 84 85 2 2.2% 0
Volume 6,664 8,062 1,398 21.0% 37,678
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,177 3,115 2,894
R3 3,068 3,006 2,864
R2 2,959 2,959 2,854
R1 2,897 2,897 2,844 2,874
PP 2,850 2,850 2,850 2,839
S1 2,788 2,788 2,824 2,765
S2 2,741 2,741 2,814
S3 2,632 2,679 2,804
S4 2,523 2,570 2,774
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,501 3,386 2,954
R3 3,283 3,168 2,894
R2 3,065 3,065 2,874
R1 2,950 2,950 2,854 2,899
PP 2,847 2,847 2,847 2,822
S1 2,732 2,732 2,814 2,681
S2 2,629 2,629 2,794
S3 2,411 2,514 2,774
S4 2,193 2,296 2,714
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 7.7% 104 3.7% 41% False False 7,535
10 2,963 2,745 218 7.7% 90 3.2% 41% False False 7,183
20 3,150 2,745 405 14.3% 85 3.0% 22% False False 7,393
40 3,465 2,745 720 25.4% 84 3.0% 12% False False 7,684
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 20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,376
2.618 3,198
1.618 3,089
1.000 3,022
0.618 2,980
HIGH 2,913
0.618 2,871
0.500 2,859
0.382 2,846
LOW 2,804
0.618 2,737
1.000 2,695
1.618 2,628
2.618 2,519
4.250 2,341
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 2,859 2,884
PP 2,850 2,867
S1 2,842 2,851

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

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