ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 3,235 3,263 28 0.9% 3,090
High 3,280 3,303 23 0.7% 3,176
Low 3,235 3,258 23 0.7% 3,000
Close 3,264 3,266 2 0.1% 3,023
Range 45 45 0 0.0% 176
ATR 94 91 -4 -3.7% 0
Volume 3,825 1,747 -2,078 -54.3% 6,105
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,411 3,383 3,291
R3 3,366 3,338 3,278
R2 3,321 3,321 3,274
R1 3,293 3,293 3,270 3,307
PP 3,276 3,276 3,276 3,283
S1 3,248 3,248 3,262 3,262
S2 3,231 3,231 3,258
S3 3,186 3,203 3,254
S4 3,141 3,158 3,241
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 3,303 2,990 313 9.6% 113 3.5% 88% True False 3,003
10 3,303 2,990 313 9.6% 91 2.8% 88% True False 1,945
20 3,303 2,950 353 10.8% 85 2.6% 90% True False 1,610
40 3,303 2,725 578 17.7% 85 2.6% 94% True False 1,361
60 3,303 2,700 603 18.5% 80 2.4% 94% True False 1,212
80 3,303 2,466 837 25.6% 74 2.3% 96% True False 1,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10
Fibonacci Retracements and Extensions
4.250 3,494
2.618 3,421
1.618 3,376
1.000 3,348
0.618 3,331
HIGH 3,303
0.618 3,286
0.500 3,281
0.382 3,275
LOW 3,258
0.618 3,230
1.000 3,213
1.618 3,185
2.618 3,140
4.250 3,067
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 3,281 3,259
PP 3,276 3,251
S1 3,271 3,244

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

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