ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 3,147 3,100 -47 -1.5% 3,000
High 3,163 3,128 -35 -1.1% 3,125
Low 2,950 3,090 140 4.7% 2,993
Close 3,098 3,099 1 0.0% 3,098
Range 213 38 -175 -82.2% 132
ATR 87 84 -4 -4.0% 0
Volume 1,832 2,209 377 20.6% 2,897
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,220 3,197 3,120
R3 3,182 3,159 3,109
R2 3,144 3,144 3,106
R1 3,121 3,121 3,102 3,114
PP 3,106 3,106 3,106 3,102
S1 3,083 3,083 3,096 3,076
S2 3,068 3,068 3,092
S3 3,030 3,045 3,089
S4 2,992 3,007 3,078
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,468 3,415 3,171
R3 3,336 3,283 3,134
R2 3,204 3,204 3,122
R1 3,151 3,151 3,110 3,178
PP 3,072 3,072 3,072 3,085
S1 3,019 3,019 3,086 3,046
S2 2,940 2,940 3,074
S3 2,808 2,887 3,062
S4 2,676 2,755 3,025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,163 2,950 213 6.9% 77 2.5% 70% False False 1,473
10 3,163 2,848 315 10.2% 75 2.4% 80% False False 1,315
20 3,163 2,731 432 13.9% 83 2.7% 85% False False 1,120
40 3,163 2,725 438 14.1% 81 2.6% 85% False False 1,091
60 3,163 2,466 697 22.5% 73 2.3% 91% False False 949
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,290
2.618 3,227
1.618 3,189
1.000 3,166
0.618 3,151
HIGH 3,128
0.618 3,113
0.500 3,109
0.382 3,105
LOW 3,090
0.618 3,067
1.000 3,052
1.618 3,029
2.618 2,991
4.250 2,929
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 3,109 3,085
PP 3,106 3,071
S1 3,102 3,057

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

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