ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 3,341 3,400 59 1.8% 3,277
High 3,395 3,424 29 0.9% 3,424
Low 3,340 3,360 20 0.6% 3,246
Close 3,388 3,376 -12 -0.4% 3,376
Range 55 64 9 16.4% 178
ATR 80 79 -1 -1.4% 0
Volume 4,351 5,655 1,304 30.0% 31,928
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,579 3,541 3,411
R3 3,515 3,477 3,394
R2 3,451 3,451 3,388
R1 3,413 3,413 3,382 3,400
PP 3,387 3,387 3,387 3,380
S1 3,349 3,349 3,370 3,336
S2 3,323 3,323 3,364
S3 3,259 3,285 3,358
S4 3,195 3,221 3,341
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,883 3,807 3,474
R3 3,705 3,629 3,425
R2 3,527 3,527 3,409
R1 3,451 3,451 3,392 3,489
PP 3,349 3,349 3,349 3,368
S1 3,273 3,273 3,360 3,311
S2 3,171 3,171 3,343
S3 2,993 3,095 3,327
S4 2,815 2,917 3,278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,424 3,246 178 5.3% 70 2.1% 73% True False 6,385
10 3,424 3,175 249 7.4% 74 2.2% 81% True False 6,557
20 3,424 3,102 322 9.5% 76 2.3% 85% True False 7,970
40 3,439 3,077 362 10.7% 77 2.3% 83% False False 5,607
60 3,439 2,950 489 14.5% 80 2.4% 87% False False 4,267
80 3,439 2,725 714 21.1% 81 2.4% 91% False False 3,470
100 3,439 2,700 739 21.9% 79 2.3% 91% False False 2,956
120 3,439 2,466 973 28.8% 75 2.2% 94% False False 2,579
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 3 trading days
Fibonacci Retracements and Extensions
4.250 3,696
2.618 3,592
1.618 3,528
1.000 3,488
0.618 3,464
HIGH 3,424
0.618 3,400
0.500 3,392
0.382 3,384
LOW 3,360
0.618 3,320
1.000 3,296
1.618 3,256
2.618 3,192
4.250 3,088
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 3,392 3,373
PP 3,387 3,371
S1 3,381 3,368

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

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