ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 3,061 3,090 29 0.9% 3,116
High 3,129 3,114 -15 -0.5% 3,236
Low 3,060 3,085 25 0.8% 3,055
Close 3,103 3,104 1 0.0% 3,103
Range 69 29 -40 -58.0% 181
ATR 84 80 -4 -4.7% 0
Volume 1,191 462 -729 -61.2% 5,502
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,188 3,175 3,120
R3 3,159 3,146 3,112
R2 3,130 3,130 3,109
R1 3,117 3,117 3,107 3,124
PP 3,101 3,101 3,101 3,104
S1 3,088 3,088 3,101 3,095
S2 3,072 3,072 3,099
S3 3,043 3,059 3,096
S4 3,014 3,030 3,088
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,674 3,570 3,203
R3 3,493 3,389 3,153
R2 3,312 3,312 3,136
R1 3,208 3,208 3,120 3,170
PP 3,131 3,131 3,131 3,112
S1 3,027 3,027 3,086 2,989
S2 2,950 2,950 3,070
S3 2,769 2,846 3,053
S4 2,588 2,665 3,003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,236 3,060 176 5.7% 64 2.1% 25% False False 931
10 3,236 2,950 286 9.2% 81 2.6% 54% False False 1,240
20 3,236 2,784 452 14.6% 73 2.4% 71% False False 1,129
40 3,236 2,725 511 16.5% 77 2.5% 74% False False 1,130
60 3,236 2,488 748 24.1% 73 2.4% 82% False False 990
80 3,236 2,466 770 24.8% 69 2.2% 83% False False 904
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 3,237
2.618 3,190
1.618 3,161
1.000 3,143
0.618 3,132
HIGH 3,114
0.618 3,103
0.500 3,100
0.382 3,096
LOW 3,085
0.618 3,067
1.000 3,056
1.618 3,038
2.618 3,009
4.250 2,962
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 3,103 3,108
PP 3,101 3,106
S1 3,100 3,105

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

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