ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 2,570 2,577 7 0.3% 2,756
High 2,593 2,593 0 0.0% 2,756
Low 2,570 2,545 -25 -1.0% 2,545
Close 2,585 2,549 -36 -1.4% 2,549
Range 23 48 25 108.7% 211
ATR
Volume 816 1,257 441 54.0% 3,887
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,706 2,676 2,575
R3 2,658 2,628 2,562
R2 2,610 2,610 2,558
R1 2,580 2,580 2,553 2,571
PP 2,562 2,562 2,562 2,558
S1 2,532 2,532 2,545 2,523
S2 2,514 2,514 2,540
S3 2,466 2,484 2,536
S4 2,418 2,436 2,523
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 3,250 3,110 2,665
R3 3,039 2,899 2,607
R2 2,828 2,828 2,588
R1 2,688 2,688 2,568 2,653
PP 2,617 2,617 2,617 2,599
S1 2,477 2,477 2,530 2,442
S2 2,406 2,406 2,510
S3 2,195 2,266 2,491
S4 1,984 2,055 2,433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,756 2,545 211 8.3% 60 2.3% 2% False True 777
10 2,880 2,545 335 13.1% 52 2.0% 1% False True 636
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 2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,797
2.618 2,719
1.618 2,671
1.000 2,641
0.618 2,623
HIGH 2,593
0.618 2,575
0.500 2,569
0.382 2,563
LOW 2,545
0.618 2,515
1.000 2,497
1.618 2,467
2.618 2,419
4.250 2,341
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 2,569 2,598
PP 2,562 2,581
S1 2,556 2,565

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

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