ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 3,015 3,253 238 7.9% 3,090
High 3,286 3,263 -23 -0.7% 3,176
Low 2,990 3,185 195 6.5% 3,000
Close 3,258 3,234 -24 -0.7% 3,023
Range 296 78 -218 -73.6% 176
ATR 99 98 -2 -1.5% 0
Volume 3,888 2,696 -1,192 -30.7% 6,105
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,461 3,426 3,277
R3 3,383 3,348 3,255
R2 3,305 3,305 3,248
R1 3,270 3,270 3,241 3,249
PP 3,227 3,227 3,227 3,217
S1 3,192 3,192 3,227 3,171
S2 3,149 3,149 3,220
S3 3,071 3,114 3,213
S4 2,993 3,036 3,191
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,594 3,485 3,120
R3 3,418 3,309 3,071
R2 3,242 3,242 3,055
R1 3,133 3,133 3,039 3,100
PP 3,066 3,066 3,066 3,050
S1 2,957 2,957 3,007 2,924
S2 2,890 2,890 2,991
S3 2,714 2,781 2,975
S4 2,538 2,605 2,926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,286 2,990 296 9.2% 127 3.9% 82% False False 2,396
10 3,286 2,990 296 9.2% 97 3.0% 82% False False 1,613
20 3,286 2,950 336 10.4% 88 2.7% 85% False False 1,422
40 3,286 2,725 561 17.3% 86 2.7% 91% False False 1,288
60 3,286 2,679 607 18.8% 79 2.5% 91% False False 1,144
80 3,286 2,466 820 25.4% 75 2.3% 94% False False 1,027
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,595
2.618 3,467
1.618 3,389
1.000 3,341
0.618 3,311
HIGH 3,263
0.618 3,233
0.500 3,224
0.382 3,215
LOW 3,185
0.618 3,137
1.000 3,107
1.618 3,059
2.618 2,981
4.250 2,854
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 3,231 3,202
PP 3,227 3,170
S1 3,224 3,138

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

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