ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 3,275 3,275 0 0.0% 3,400
High 3,298 3,290 -8 -0.2% 3,510
Low 3,237 3,246 9 0.3% 3,249
Close 3,265 3,251 -14 -0.4% 3,251
Range 61 44 -17 -27.9% 261
ATR 82 79 -3 -3.3% 0
Volume 7,699 6,461 -1,238 -16.1% 42,584
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,394 3,367 3,275
R3 3,350 3,323 3,263
R2 3,306 3,306 3,259
R1 3,279 3,279 3,255 3,271
PP 3,262 3,262 3,262 3,258
S1 3,235 3,235 3,247 3,227
S2 3,218 3,218 3,243
S3 3,174 3,191 3,239
S4 3,130 3,147 3,227
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 3,490 3,237 253 7.8% 95 2.9% 6% False False 10,908
10 3,510 3,237 273 8.4% 80 2.5% 5% False False 8,497
20 3,510 3,235 275 8.5% 72 2.2% 6% False False 7,128
40 3,510 3,102 408 12.5% 75 2.3% 37% False False 7,370
60 3,510 2,990 520 16.0% 80 2.5% 50% False False 5,686
80 3,510 2,784 726 22.3% 78 2.4% 64% False False 4,546
100 3,510 2,725 785 24.1% 79 2.4% 67% False False 3,863
120 3,510 2,488 1,022 31.4% 77 2.4% 75% False False 3,338
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 False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3,477
2.618 3,405
1.618 3,361
1.000 3,334
0.618 3,317
HIGH 3,290
0.618 3,273
0.500 3,268
0.382 3,263
LOW 3,246
0.618 3,219
1.000 3,202
1.618 3,175
2.618 3,131
4.250 3,059
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 3,268 3,274
PP 3,262 3,266
S1 3,257 3,259

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

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