ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 3,118 3,198 80 2.6% 3,068
High 3,190 3,236 46 1.4% 3,163
Low 3,118 3,167 49 1.6% 2,950
Close 3,188 3,175 -13 -0.4% 3,133
Range 72 69 -3 -4.2% 213
ATR 86 84 -1 -1.4% 0
Volume 753 1,100 347 46.1% 7,363
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,400 3,356 3,213
R3 3,331 3,287 3,194
R2 3,262 3,262 3,188
R1 3,218 3,218 3,181 3,206
PP 3,193 3,193 3,193 3,186
S1 3,149 3,149 3,169 3,137
S2 3,124 3,124 3,162
S3 3,055 3,080 3,156
S4 2,986 3,011 3,137
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 3,236 3,050 186 5.9% 73 2.3% 67% True False 1,289
10 3,236 2,950 286 9.0% 79 2.5% 79% True False 1,289
20 3,236 2,784 452 14.2% 81 2.6% 87% True False 1,137
40 3,236 2,725 511 16.1% 79 2.5% 88% True False 1,114
60 3,236 2,488 748 23.6% 73 2.3% 92% True False 972
Crabel Price Patterns
NR True
NR4 True
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 16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,529
2.618 3,417
1.618 3,348
1.000 3,305
0.618 3,279
HIGH 3,236
0.618 3,210
0.500 3,202
0.382 3,193
LOW 3,167
0.618 3,124
1.000 3,098
1.618 3,055
2.618 2,986
4.250 2,874
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 3,202 3,165
PP 3,193 3,155
S1 3,184 3,146

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

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