ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 3,120 3,075 -45 -1.4% 3,008
High 3,150 3,096 -54 -1.7% 3,124
Low 3,060 3,066 6 0.2% 2,955
Close 3,079 3,071 -8 -0.3% 3,093
Range 90 30 -60 -66.7% 169
ATR 82 79 -4 -4.5% 0
Volume 168 172 4 2.4% 46,355
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,168 3,149 3,088
R3 3,138 3,119 3,079
R2 3,108 3,108 3,077
R1 3,089 3,089 3,074 3,084
PP 3,078 3,078 3,078 3,075
S1 3,059 3,059 3,068 3,054
S2 3,048 3,048 3,066
S3 3,018 3,029 3,063
S4 2,988 2,999 3,055
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,564 3,498 3,186
R3 3,395 3,329 3,139
R2 3,226 3,226 3,124
R1 3,160 3,160 3,108 3,193
PP 3,057 3,057 3,057 3,074
S1 2,991 2,991 3,078 3,024
S2 2,888 2,888 3,062
S3 2,719 2,822 3,047
S4 2,550 2,653 3,000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,165 3,006 159 5.2% 74 2.4% 41% False False 2,583
10 3,165 2,955 210 6.8% 76 2.5% 55% False False 7,089
20 3,485 2,955 530 17.3% 85 2.8% 22% False False 8,756
40 3,485 2,955 530 17.3% 75 2.4% 22% False False 7,613
60 3,510 2,955 555 18.1% 74 2.4% 21% False False 7,258
80 3,510 2,955 555 18.1% 74 2.4% 21% False False 7,096
100 3,510 2,955 555 18.1% 77 2.5% 21% False False 6,097
120 3,510 2,784 726 23.6% 77 2.5% 40% False False 5,267
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 18
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3,224
2.618 3,175
1.618 3,145
1.000 3,126
0.618 3,115
HIGH 3,096
0.618 3,085
0.500 3,081
0.382 3,077
LOW 3,066
0.618 3,047
1.000 3,036
1.618 3,017
2.618 2,987
4.250 2,939
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 3,081 3,113
PP 3,078 3,099
S1 3,074 3,085

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

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