ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 2,882 2,844 -38 -1.3% 2,920
High 2,913 2,898 -15 -0.5% 2,963
Low 2,804 2,782 -22 -0.8% 2,745
Close 2,834 2,873 39 1.4% 2,834
Range 109 116 7 6.4% 218
ATR 85 88 2 2.6% 0
Volume 8,062 5,394 -2,668 -33.1% 37,678
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,199 3,152 2,937
R3 3,083 3,036 2,905
R2 2,967 2,967 2,894
R1 2,920 2,920 2,884 2,944
PP 2,851 2,851 2,851 2,863
S1 2,804 2,804 2,862 2,828
S2 2,735 2,735 2,852
S3 2,619 2,688 2,841
S4 2,503 2,572 2,809
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 7.6% 109 3.8% 59% False False 6,894
10 2,963 2,745 218 7.6% 95 3.3% 59% False False 7,115
20 3,099 2,745 354 12.3% 85 3.0% 36% False False 7,414
40 3,450 2,745 705 24.5% 85 3.0% 18% False False 7,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,391
2.618 3,202
1.618 3,086
1.000 3,014
0.618 2,970
HIGH 2,898
0.618 2,854
0.500 2,840
0.382 2,826
LOW 2,782
0.618 2,710
1.000 2,666
1.618 2,594
2.618 2,478
4.250 2,289
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 2,862 2,873
PP 2,851 2,873
S1 2,840 2,873

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

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