ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 3,290 3,122 -168 -5.1% 3,015
High 3,206 3,178 -28 -0.9% 3,350
Low 3,077 3,117 40 1.3% 2,990
Close 3,095 3,122 27 0.9% 3,265
Range 129 61 -68 -52.7% 360
ATR 101 100 -1 -1.3% 0
Volume 3,141 2,878 -263 -8.4% 13,606
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,322 3,283 3,156
R3 3,261 3,222 3,139
R2 3,200 3,200 3,133
R1 3,161 3,161 3,128 3,153
PP 3,139 3,139 3,139 3,135
S1 3,100 3,100 3,116 3,092
S2 3,078 3,078 3,111
S3 3,017 3,039 3,105
S4 2,956 2,978 3,088
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,282 4,133 3,463
R3 3,922 3,773 3,364
R2 3,562 3,562 3,331
R1 3,413 3,413 3,298 3,488
PP 3,202 3,202 3,202 3,239
S1 3,053 3,053 3,232 3,128
S2 2,842 2,842 3,199
S3 2,482 2,693 3,166
S4 2,122 2,333 3,067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,350 3,077 273 8.7% 86 2.8% 16% False False 2,608
10 3,350 2,990 360 11.5% 107 3.4% 37% False False 2,502
20 3,350 2,950 400 12.8% 95 3.0% 43% False False 1,817
40 3,350 2,725 625 20.0% 87 2.8% 64% False False 1,433
60 3,350 2,725 625 20.0% 83 2.7% 64% False False 1,286
80 3,350 2,466 884 28.3% 76 2.4% 74% False False 1,147
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,437
2.618 3,338
1.618 3,277
1.000 3,239
0.618 3,216
HIGH 3,178
0.618 3,155
0.500 3,148
0.382 3,140
LOW 3,117
0.618 3,079
1.000 3,056
1.618 3,018
2.618 2,957
4.250 2,858
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 3,148 3,214
PP 3,139 3,183
S1 3,131 3,153

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

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