ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 3,396 3,385 -11 -0.3% 3,371
High 3,408 3,510 102 3.0% 3,437
Low 3,354 3,377 23 0.7% 3,327
Close 3,365 3,498 133 4.0% 3,394
Range 54 133 79 146.3% 110
ATR 67 73 6 8.3% 0
Volume 3,924 7,930 4,006 102.1% 28,435
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,861 3,812 3,571
R3 3,728 3,679 3,535
R2 3,595 3,595 3,522
R1 3,546 3,546 3,510 3,571
PP 3,462 3,462 3,462 3,474
S1 3,413 3,413 3,486 3,438
S2 3,329 3,329 3,474
S3 3,196 3,280 3,461
S4 3,063 3,147 3,425
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,716 3,665 3,455
R3 3,606 3,555 3,424
R2 3,496 3,496 3,414
R1 3,445 3,445 3,404 3,471
PP 3,386 3,386 3,386 3,399
S1 3,335 3,335 3,384 3,361
S2 3,276 3,276 3,374
S3 3,166 3,225 3,364
S4 3,056 3,115 3,334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,510 3,354 156 4.5% 65 1.9% 92% True False 6,087
10 3,510 3,327 183 5.2% 60 1.7% 93% True False 5,625
20 3,510 3,110 400 11.4% 70 2.0% 97% True False 6,008
40 3,510 3,102 408 11.7% 71 2.0% 97% True False 6,254
60 3,510 2,990 520 14.9% 77 2.2% 98% True False 4,854
80 3,510 2,784 726 20.8% 78 2.2% 98% True False 3,918
100 3,510 2,725 785 22.4% 78 2.2% 98% True False 3,357
120 3,510 2,466 1,044 29.8% 76 2.2% 99% True False 2,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,075
2.618 3,858
1.618 3,725
1.000 3,643
0.618 3,592
HIGH 3,510
0.618 3,459
0.500 3,444
0.382 3,428
LOW 3,377
0.618 3,295
1.000 3,244
1.618 3,162
2.618 3,029
4.250 2,812
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 3,480 3,476
PP 3,462 3,454
S1 3,444 3,432

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

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