ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 2,531 2,488 -43 -1.7% 2,613
High 2,537 2,509 -28 -1.1% 2,614
Low 2,516 2,488 -28 -1.1% 2,516
Close 2,534 2,513 -21 -0.8% 2,534
Range 21 21 0 0.0% 98
ATR 64 63 -1 -2.0% 0
Volume 245 252 7 2.9% 1,990
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,566 2,561 2,525
R3 2,545 2,540 2,519
R2 2,524 2,524 2,517
R1 2,519 2,519 2,515 2,522
PP 2,503 2,503 2,503 2,505
S1 2,498 2,498 2,511 2,501
S2 2,482 2,482 2,509
S3 2,461 2,477 2,507
S4 2,440 2,456 2,501
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,849 2,789 2,588
R3 2,751 2,691 2,561
R2 2,653 2,653 2,552
R1 2,593 2,593 2,543 2,574
PP 2,555 2,555 2,555 2,545
S1 2,495 2,495 2,525 2,476
S2 2,457 2,457 2,516
S3 2,359 2,397 2,507
S4 2,261 2,299 2,480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,614 2,488 126 5.0% 47 1.9% 20% False True 448
10 2,614 2,466 148 5.9% 54 2.2% 32% False False 634
20 2,880 2,466 414 16.5% 53 2.1% 11% False False 635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 12
Fibonacci Retracements and Extensions
4.250 2,598
2.618 2,564
1.618 2,543
1.000 2,530
0.618 2,522
HIGH 2,509
0.618 2,501
0.500 2,499
0.382 2,496
LOW 2,488
0.618 2,475
1.000 2,467
1.618 2,454
2.618 2,433
4.250 2,399
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 2,508 2,551
PP 2,503 2,538
S1 2,499 2,526

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

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