ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 3,271 3,292 21 0.6% 3,290
High 3,317 3,354 37 1.1% 3,317
Low 3,245 3,274 29 0.9% 3,077
Close 3,303 3,332 29 0.9% 3,303
Range 72 80 8 11.1% 240
ATR 98 97 -1 -1.3% 0
Volume 2,902 4,611 1,709 58.9% 12,582
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,560 3,526 3,376
R3 3,480 3,446 3,354
R2 3,400 3,400 3,347
R1 3,366 3,366 3,339 3,383
PP 3,320 3,320 3,320 3,329
S1 3,286 3,286 3,325 3,303
S2 3,240 3,240 3,317
S3 3,160 3,206 3,310
S4 3,080 3,126 3,288
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,952 3,868 3,435
R3 3,712 3,628 3,369
R2 3,472 3,472 3,347
R1 3,388 3,388 3,325 3,430
PP 3,232 3,232 3,232 3,254
S1 3,148 3,148 3,281 3,190
S2 2,992 2,992 3,259
S3 2,752 2,908 3,237
S4 2,512 2,668 3,171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,354 3,117 237 7.1% 77 2.3% 91% True False 2,810
10 3,354 3,077 277 8.3% 83 2.5% 92% True False 2,691
20 3,354 2,990 364 10.9% 90 2.7% 94% True False 2,055
40 3,354 2,784 570 17.1% 85 2.5% 96% True False 1,581
60 3,354 2,725 629 18.9% 83 2.5% 97% True False 1,425
80 3,354 2,466 888 26.7% 78 2.3% 98% True False 1,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,694
2.618 3,563
1.618 3,483
1.000 3,434
0.618 3,403
HIGH 3,354
0.618 3,323
0.500 3,314
0.382 3,305
LOW 3,274
0.618 3,225
1.000 3,194
1.618 3,145
2.618 3,065
4.250 2,934
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 3,326 3,313
PP 3,320 3,293
S1 3,314 3,274

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

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