ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 3,100 3,076 -24 -0.8% 3,068
High 3,128 3,151 23 0.7% 3,163
Low 3,090 3,050 -40 -1.3% 2,950
Close 3,099 3,133 34 1.1% 3,133
Range 38 101 63 165.8% 213
ATR 84 85 1 1.5% 0
Volume 2,209 1,079 -1,130 -51.2% 7,363
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,414 3,375 3,189
R3 3,313 3,274 3,161
R2 3,212 3,212 3,152
R1 3,173 3,173 3,142 3,193
PP 3,111 3,111 3,111 3,121
S1 3,072 3,072 3,124 3,092
S2 3,010 3,010 3,114
S3 2,909 2,971 3,105
S4 2,808 2,870 3,077
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,721 3,640 3,250
R3 3,508 3,427 3,192
R2 3,295 3,295 3,172
R1 3,214 3,214 3,153 3,255
PP 3,082 3,082 3,082 3,102
S1 3,001 3,001 3,113 3,042
S2 2,869 2,869 3,094
S3 2,656 2,788 3,074
S4 2,443 2,575 3,016
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 6.8% 88 2.8% 86% False False 1,472
10 3,163 2,928 235 7.5% 74 2.3% 87% False False 1,175
20 3,163 2,784 379 12.1% 77 2.5% 92% False False 1,108
40 3,163 2,725 438 14.0% 80 2.6% 93% False False 1,103
60 3,163 2,466 697 22.2% 74 2.4% 96% False False 946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,580
2.618 3,415
1.618 3,314
1.000 3,252
0.618 3,213
HIGH 3,151
0.618 3,112
0.500 3,101
0.382 3,089
LOW 3,050
0.618 2,988
1.000 2,949
1.618 2,887
2.618 2,786
4.250 2,621
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 3,122 3,108
PP 3,111 3,082
S1 3,101 3,057

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

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