ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 3,356 3,333 -23 -0.7% 3,392
High 3,378 3,354 -24 -0.7% 3,430
Low 3,325 3,270 -55 -1.7% 3,296
Close 3,333 3,293 -40 -1.2% 3,333
Range 53 84 31 58.5% 134
ATR 85 85 0 -0.1% 0
Volume 3,543 6,597 3,054 86.2% 16,756
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,558 3,509 3,339
R3 3,474 3,425 3,316
R2 3,390 3,390 3,308
R1 3,341 3,341 3,301 3,324
PP 3,306 3,306 3,306 3,297
S1 3,257 3,257 3,285 3,240
S2 3,222 3,222 3,278
S3 3,138 3,173 3,270
S4 3,054 3,089 3,247
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 3,409 3,270 139 4.2% 74 2.2% 17% False True 4,074
10 3,439 3,270 169 5.1% 71 2.2% 14% False True 3,027
20 3,439 3,077 362 11.0% 77 2.3% 60% False False 2,859
40 3,439 2,942 497 15.1% 81 2.5% 71% False False 2,091
60 3,439 2,725 714 21.7% 83 2.5% 80% False False 1,770
80 3,439 2,672 767 23.3% 78 2.4% 81% False False 1,556
100 3,439 2,466 973 29.5% 75 2.3% 85% False False 1,368
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,711
2.618 3,574
1.618 3,490
1.000 3,438
0.618 3,406
HIGH 3,354
0.618 3,322
0.500 3,312
0.382 3,302
LOW 3,270
0.618 3,218
1.000 3,186
1.618 3,134
2.618 3,050
4.250 2,913
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 3,312 3,333
PP 3,306 3,319
S1 3,299 3,306

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

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