ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 3,360 3,399 39 1.2% 3,290
High 3,413 3,422 9 0.3% 3,317
Low 3,355 3,355 0 0.0% 3,077
Close 3,411 3,419 8 0.2% 3,303
Range 58 67 9 15.5% 240
ATR 90 89 -2 -1.8% 0
Volume 2,010 1,495 -515 -25.6% 12,582
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,600 3,576 3,456
R3 3,533 3,509 3,437
R2 3,466 3,466 3,431
R1 3,442 3,442 3,425 3,454
PP 3,399 3,399 3,399 3,405
S1 3,375 3,375 3,413 3,387
S2 3,332 3,332 3,407
S3 3,265 3,308 3,401
S4 3,198 3,241 3,382
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 3,422 3,245 177 5.2% 62 1.8% 98% True False 2,533
10 3,422 3,077 345 10.1% 82 2.4% 99% True False 2,379
20 3,422 2,990 432 12.6% 87 2.5% 99% True False 2,162
40 3,422 2,784 638 18.7% 84 2.5% 100% True False 1,666
60 3,422 2,725 697 20.4% 82 2.4% 100% True False 1,471
80 3,422 2,488 934 27.3% 77 2.3% 100% True False 1,275
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,707
2.618 3,597
1.618 3,530
1.000 3,489
0.618 3,463
HIGH 3,422
0.618 3,396
0.500 3,389
0.382 3,381
LOW 3,355
0.618 3,314
1.000 3,288
1.618 3,247
2.618 3,180
4.250 3,070
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 3,409 3,406
PP 3,399 3,393
S1 3,389 3,381

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

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