ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 2,886 2,833 -53 -1.8% 2,920
High 2,886 2,854 -32 -1.1% 2,963
Low 2,804 2,782 -22 -0.8% 2,745
Close 2,833 2,820 -13 -0.5% 2,834
Range 82 72 -10 -12.2% 218
ATR 87 86 -1 -1.2% 0
Volume 6,512 7,146 634 9.7% 37,678
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,035 2,999 2,860
R3 2,963 2,927 2,840
R2 2,891 2,891 2,833
R1 2,855 2,855 2,827 2,837
PP 2,819 2,819 2,819 2,810
S1 2,783 2,783 2,813 2,765
S2 2,747 2,747 2,807
S3 2,675 2,711 2,800
S4 2,603 2,639 2,780
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 2,935 2,782 153 5.4% 91 3.2% 25% False True 6,807
10 2,963 2,745 218 7.7% 98 3.5% 34% False False 6,893
20 2,963 2,745 218 7.7% 82 2.9% 34% False False 7,181
40 3,330 2,745 585 20.7% 84 3.0% 13% False False 7,979
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,160
2.618 3,042
1.618 2,970
1.000 2,926
0.618 2,898
HIGH 2,854
0.618 2,826
0.500 2,818
0.382 2,810
LOW 2,782
0.618 2,738
1.000 2,710
1.618 2,666
2.618 2,594
4.250 2,476
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 2,819 2,859
PP 2,819 2,846
S1 2,818 2,833

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

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