ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 3,349 3,360 11 0.3% 3,290
High 3,373 3,413 40 1.2% 3,317
Low 3,339 3,355 16 0.5% 3,077
Close 3,361 3,411 50 1.5% 3,303
Range 34 58 24 70.6% 240
ATR 93 90 -2 -2.7% 0
Volume 1,647 2,010 363 22.0% 12,582
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,567 3,547 3,443
R3 3,509 3,489 3,427
R2 3,451 3,451 3,422
R1 3,431 3,431 3,416 3,441
PP 3,393 3,393 3,393 3,398
S1 3,373 3,373 3,406 3,383
S2 3,335 3,335 3,400
S3 3,277 3,315 3,395
S4 3,219 3,257 3,379
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 3,413 3,193 220 6.4% 70 2.1% 99% True False 2,574
10 3,413 3,077 336 9.9% 80 2.3% 99% True False 2,404
20 3,413 2,990 423 12.4% 87 2.6% 100% True False 2,145
40 3,413 2,784 629 18.4% 84 2.5% 100% True False 1,641
60 3,413 2,725 688 20.2% 82 2.4% 100% True False 1,458
80 3,413 2,488 925 27.1% 77 2.3% 100% True False 1,265
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 7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,660
2.618 3,565
1.618 3,507
1.000 3,471
0.618 3,449
HIGH 3,413
0.618 3,391
0.500 3,384
0.382 3,377
LOW 3,355
0.618 3,319
1.000 3,297
1.618 3,261
2.618 3,203
4.250 3,109
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 3,402 3,389
PP 3,393 3,366
S1 3,384 3,344

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

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