ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 3,232 3,231 -1 0.0% 3,265
High 3,275 3,269 -6 -0.2% 3,310
Low 3,230 3,231 1 0.0% 3,237
Close 3,237 3,247 10 0.3% 3,271
Range 45 38 -7 -15.6% 73
ATR 73 71 -3 -3.4% 0
Volume 2,926 3,982 1,056 36.1% 32,963
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,363 3,343 3,268
R3 3,325 3,305 3,257
R2 3,287 3,287 3,254
R1 3,267 3,267 3,250 3,277
PP 3,249 3,249 3,249 3,254
S1 3,229 3,229 3,244 3,239
S2 3,211 3,211 3,240
S3 3,173 3,191 3,237
S4 3,135 3,153 3,226
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,492 3,454 3,311
R3 3,419 3,381 3,291
R2 3,346 3,346 3,284
R1 3,308 3,308 3,278 3,327
PP 3,273 3,273 3,273 3,282
S1 3,235 3,235 3,264 3,254
S2 3,200 3,200 3,258
S3 3,127 3,162 3,251
S4 3,054 3,089 3,231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,298 3,230 68 2.1% 40 1.2% 25% False False 4,851
10 3,510 3,230 280 8.6% 76 2.3% 6% False False 7,649
20 3,510 3,230 280 8.6% 66 2.0% 6% False False 6,771
40 3,510 3,102 408 12.6% 71 2.2% 36% False False 7,367
60 3,510 2,990 520 16.0% 78 2.4% 49% False False 5,807
80 3,510 2,848 662 20.4% 77 2.4% 60% False False 4,643
100 3,510 2,725 785 24.2% 78 2.4% 66% False False 3,936
120 3,510 2,497 1,013 31.2% 77 2.4% 74% False False 3,416
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,431
2.618 3,368
1.618 3,330
1.000 3,307
0.618 3,292
HIGH 3,269
0.618 3,254
0.500 3,250
0.382 3,246
LOW 3,231
0.618 3,208
1.000 3,193
1.618 3,170
2.618 3,132
4.250 3,070
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 3,250 3,256
PP 3,249 3,253
S1 3,248 3,250

Download as Excel Spreadsheet

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

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