ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 3,013 2,999 -14 -0.5% 2,840
High 3,013 3,000 -13 -0.4% 3,002
Low 2,965 2,792 -173 -5.8% 2,725
Close 2,972 2,842 -130 -4.4% 2,980
Range 48 208 160 333.3% 277
ATR 82 91 9 11.0% 0
Volume 1,650 813 -837 -50.7% 5,790
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,502 3,380 2,956
R3 3,294 3,172 2,899
R2 3,086 3,086 2,880
R1 2,964 2,964 2,861 2,921
PP 2,878 2,878 2,878 2,857
S1 2,756 2,756 2,823 2,713
S2 2,670 2,670 2,804
S3 2,462 2,548 2,785
S4 2,254 2,340 2,728
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,733 3,634 3,132
R3 3,456 3,357 3,056
R2 3,179 3,179 3,031
R1 3,080 3,080 3,005 3,130
PP 2,902 2,902 2,902 2,927
S1 2,803 2,803 2,955 2,853
S2 2,625 2,625 2,929
S3 2,348 2,526 2,904
S4 2,071 2,249 2,828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,039 2,792 247 8.7% 89 3.1% 20% False True 847
10 3,039 2,725 314 11.0% 97 3.4% 37% False False 1,030
20 3,039 2,725 314 11.0% 81 2.9% 37% False False 1,131
40 3,039 2,488 551 19.4% 73 2.6% 64% False False 920
60 3,039 2,466 573 20.2% 68 2.4% 66% False False 829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,884
2.618 3,545
1.618 3,337
1.000 3,208
0.618 3,129
HIGH 3,000
0.618 2,921
0.500 2,896
0.382 2,871
LOW 2,792
0.618 2,663
1.000 2,584
1.618 2,455
2.618 2,247
4.250 1,908
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 2,896 2,916
PP 2,878 2,891
S1 2,860 2,867

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

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