ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 3,359 3,356 -3 -0.1% 3,392
High 3,395 3,378 -17 -0.5% 3,430
Low 3,309 3,325 16 0.5% 3,296
Close 3,386 3,333 -53 -1.6% 3,333
Range 86 53 -33 -38.4% 134
ATR 87 85 -2 -2.1% 0
Volume 5,527 3,543 -1,984 -35.9% 16,756
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,504 3,472 3,362
R3 3,451 3,419 3,348
R2 3,398 3,398 3,343
R1 3,366 3,366 3,338 3,356
PP 3,345 3,345 3,345 3,340
S1 3,313 3,313 3,328 3,303
S2 3,292 3,292 3,323
S3 3,239 3,260 3,318
S4 3,186 3,207 3,304
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,755 3,678 3,407
R3 3,621 3,544 3,370
R2 3,487 3,487 3,358
R1 3,410 3,410 3,345 3,382
PP 3,353 3,353 3,353 3,339
S1 3,276 3,276 3,321 3,248
S2 3,219 3,219 3,308
S3 3,085 3,142 3,296
S4 2,951 3,008 3,259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,430 3,296 134 4.0% 81 2.4% 28% False False 3,351
10 3,439 3,274 165 5.0% 71 2.1% 36% False False 2,828
20 3,439 2,990 449 13.5% 88 2.6% 76% False False 2,723
40 3,439 2,928 511 15.3% 81 2.4% 79% False False 1,946
60 3,439 2,725 714 21.4% 82 2.5% 85% False False 1,686
80 3,439 2,562 877 26.3% 79 2.4% 88% False False 1,481
100 3,439 2,466 973 29.2% 74 2.2% 89% False False 1,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,603
2.618 3,517
1.618 3,464
1.000 3,431
0.618 3,411
HIGH 3,378
0.618 3,358
0.500 3,352
0.382 3,345
LOW 3,325
0.618 3,292
1.000 3,272
1.618 3,239
2.618 3,186
4.250 3,100
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 3,352 3,346
PP 3,345 3,341
S1 3,339 3,337

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

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