ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 3,476 3,455 -21 -0.6% 3,400
High 3,490 3,469 -21 -0.6% 3,510
Low 3,400 3,249 -151 -4.4% 3,249
Close 3,424 3,251 -173 -5.1% 3,251
Range 90 220 130 144.4% 261
ATR 74 85 10 14.0% 0
Volume 14,643 10,124 -4,519 -30.9% 42,584
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,983 3,837 3,372
R3 3,763 3,617 3,312
R2 3,543 3,543 3,291
R1 3,397 3,397 3,271 3,360
PP 3,323 3,323 3,323 3,305
S1 3,177 3,177 3,231 3,140
S2 3,103 3,103 3,211
S3 2,883 2,957 3,191
S4 2,663 2,737 3,130
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,120 3,946 3,395
R3 3,859 3,685 3,323
R2 3,598 3,598 3,299
R1 3,424 3,424 3,275 3,381
PP 3,337 3,337 3,337 3,315
S1 3,163 3,163 3,227 3,120
S2 3,076 3,076 3,203
S3 2,815 2,902 3,179
S4 2,554 2,641 3,107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,510 3,249 261 8.0% 110 3.4% 1% False True 8,516
10 3,510 3,249 261 8.0% 79 2.4% 1% False True 7,101
20 3,510 3,175 335 10.3% 77 2.4% 23% False False 6,829
40 3,510 3,102 408 12.5% 77 2.4% 37% False False 6,782
60 3,510 2,990 520 16.0% 80 2.5% 50% False False 5,236
80 3,510 2,784 726 22.3% 80 2.5% 64% False False 4,211
100 3,510 2,725 785 24.1% 80 2.5% 67% False False 3,587
120 3,510 2,488 1,022 31.4% 77 2.4% 75% False False 3,104
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 52 trading days
Fibonacci Retracements and Extensions
4.250 4,404
2.618 4,045
1.618 3,825
1.000 3,689
0.618 3,605
HIGH 3,469
0.618 3,385
0.500 3,359
0.382 3,333
LOW 3,249
0.618 3,113
1.000 3,029
1.618 2,893
2.618 2,673
4.250 2,314
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 3,359 3,380
PP 3,323 3,337
S1 3,287 3,294

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

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