ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 3,253 3,235 -18 -0.6% 3,090
High 3,263 3,280 17 0.5% 3,176
Low 3,185 3,235 50 1.6% 3,000
Close 3,234 3,264 30 0.9% 3,023
Range 78 45 -33 -42.3% 176
ATR 98 94 -4 -3.8% 0
Volume 2,696 3,825 1,129 41.9% 6,105
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,395 3,374 3,289
R3 3,350 3,329 3,276
R2 3,305 3,305 3,272
R1 3,284 3,284 3,268 3,295
PP 3,260 3,260 3,260 3,265
S1 3,239 3,239 3,260 3,250
S2 3,215 3,215 3,256
S3 3,170 3,194 3,252
S4 3,125 3,149 3,239
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 9.1% 120 3.7% 93% False False 2,970
10 3,286 2,990 296 9.1% 94 2.9% 93% False False 1,885
20 3,286 2,950 336 10.3% 87 2.7% 93% False False 1,587
40 3,286 2,725 561 17.2% 85 2.6% 96% False False 1,332
60 3,286 2,700 586 18.0% 80 2.4% 96% False False 1,188
80 3,286 2,466 820 25.1% 74 2.3% 97% False False 1,065
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 9
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,471
2.618 3,398
1.618 3,353
1.000 3,325
0.618 3,308
HIGH 3,280
0.618 3,263
0.500 3,258
0.382 3,252
LOW 3,235
0.618 3,207
1.000 3,190
1.618 3,162
2.618 3,117
4.250 3,044
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 3,262 3,222
PP 3,260 3,180
S1 3,258 3,138

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

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