ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 3,068 2,947 -121 -3.9% 3,115
High 3,068 2,965 -103 -3.4% 3,165
Low 2,906 2,903 -3 -0.1% 3,054
Close 2,931 2,955 24 0.8% 3,098
Range 162 62 -100 -61.7% 111
ATR 85 83 -2 -1.9% 0
Volume 36 47 11 30.6% 1,319
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,127 3,103 2,989
R3 3,065 3,041 2,972
R2 3,003 3,003 2,966
R1 2,979 2,979 2,961 2,991
PP 2,941 2,941 2,941 2,947
S1 2,917 2,917 2,949 2,929
S2 2,879 2,879 2,944
S3 2,817 2,855 2,938
S4 2,755 2,793 2,921
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,439 3,379 3,159
R3 3,328 3,268 3,129
R2 3,217 3,217 3,118
R1 3,157 3,157 3,108 3,132
PP 3,106 3,106 3,106 3,093
S1 3,046 3,046 3,088 3,021
S2 2,995 2,995 3,078
S3 2,884 2,935 3,067
S4 2,773 2,824 3,037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,141 2,903 238 8.1% 80 2.7% 22% False True 70
10 3,165 2,903 262 8.9% 80 2.7% 20% False True 2,297
20 3,370 2,903 467 15.8% 89 3.0% 11% False True 7,444
40 3,485 2,903 582 19.7% 74 2.5% 9% False True 6,620
60 3,510 2,903 607 20.5% 74 2.5% 9% False True 6,789
80 3,510 2,903 607 20.5% 75 2.5% 9% False True 6,995
100 3,510 2,903 607 20.5% 78 2.6% 9% False True 6,059
120 3,510 2,784 726 24.6% 77 2.6% 24% False False 5,238
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,229
2.618 3,127
1.618 3,065
1.000 3,027
0.618 3,003
HIGH 2,965
0.618 2,941
0.500 2,934
0.382 2,927
LOW 2,903
0.618 2,865
1.000 2,841
1.618 2,803
2.618 2,741
4.250 2,640
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 2,948 3,022
PP 2,941 3,000
S1 2,934 2,977

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

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