ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 2,885 2,975 90 3.1% 2,949
High 2,964 2,996 32 1.1% 3,039
Low 2,848 2,928 80 2.8% 2,792
Close 2,961 2,946 -15 -0.5% 2,819
Range 116 68 -48 -41.4% 247
ATR 89 88 -2 -1.7% 0
Volume 2,470 795 -1,675 -67.8% 4,756
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,161 3,121 2,983
R3 3,093 3,053 2,965
R2 3,025 3,025 2,958
R1 2,985 2,985 2,952 2,971
PP 2,957 2,957 2,957 2,950
S1 2,917 2,917 2,940 2,903
S2 2,889 2,889 2,934
S3 2,821 2,849 2,927
S4 2,753 2,781 2,909
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,624 3,469 2,955
R3 3,377 3,222 2,887
R2 3,130 3,130 2,864
R1 2,975 2,975 2,842 2,929
PP 2,883 2,883 2,883 2,861
S1 2,728 2,728 2,796 2,682
S2 2,636 2,636 2,774
S3 2,389 2,481 2,751
S4 2,142 2,234 2,683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,996 2,784 212 7.2% 79 2.7% 76% True False 1,133
10 3,039 2,784 255 8.7% 84 2.8% 64% False False 990
20 3,039 2,725 314 10.7% 85 2.9% 70% False False 1,129
40 3,039 2,672 367 12.5% 75 2.6% 75% False False 1,021
60 3,039 2,466 573 19.5% 71 2.4% 84% False False 886
Crabel Price Patterns
NR True
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 True
Stretch 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,285
2.618 3,174
1.618 3,106
1.000 3,064
0.618 3,038
HIGH 2,996
0.618 2,970
0.500 2,962
0.382 2,954
LOW 2,928
0.618 2,886
1.000 2,860
1.618 2,818
2.618 2,750
4.250 2,639
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 2,962 2,934
PP 2,957 2,922
S1 2,951 2,910

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

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