ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 3,400 3,428 28 0.8% 3,307
High 3,429 3,473 44 1.3% 3,429
Low 3,380 3,402 22 0.7% 3,282
Close 3,400 3,461 61 1.8% 3,400
Range 49 71 22 44.9% 147
ATR 67 67 0 0.7% 0
Volume 5,994 5,877 -117 -2.0% 32,912
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,658 3,631 3,500
R3 3,587 3,560 3,481
R2 3,516 3,516 3,474
R1 3,489 3,489 3,468 3,503
PP 3,445 3,445 3,445 3,452
S1 3,418 3,418 3,454 3,432
S2 3,374 3,374 3,448
S3 3,303 3,347 3,441
S4 3,232 3,276 3,422
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,811 3,753 3,481
R3 3,664 3,606 3,440
R2 3,517 3,517 3,427
R1 3,459 3,459 3,413 3,488
PP 3,370 3,370 3,370 3,385
S1 3,312 3,312 3,387 3,341
S2 3,223 3,223 3,373
S3 3,076 3,165 3,360
S4 2,929 3,018 3,319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,473 3,282 191 5.5% 68 2.0% 94% True False 6,962
10 3,473 3,246 227 6.6% 60 1.7% 95% True False 6,265
20 3,490 3,230 260 7.5% 66 1.9% 89% False False 6,779
40 3,510 3,110 400 11.6% 68 2.0% 88% False False 6,394
60 3,510 3,102 408 11.8% 70 2.0% 88% False False 6,429
80 3,510 2,990 520 15.0% 75 2.2% 91% False False 5,335
100 3,510 2,784 726 21.0% 76 2.2% 93% False False 4,490
120 3,510 2,725 785 22.7% 76 2.2% 94% False False 3,927
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 12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,775
2.618 3,659
1.618 3,588
1.000 3,544
0.618 3,517
HIGH 3,473
0.618 3,446
0.500 3,438
0.382 3,429
LOW 3,402
0.618 3,358
1.000 3,331
1.618 3,287
2.618 3,216
4.250 3,100
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 3,453 3,447
PP 3,445 3,432
S1 3,438 3,418

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

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