ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 2,947 2,948 1 0.0% 3,115
High 2,965 2,963 -2 -0.1% 3,165
Low 2,903 2,896 -7 -0.2% 3,054
Close 2,955 2,917 -38 -1.3% 3,098
Range 62 67 5 8.1% 111
ATR 83 82 -1 -1.4% 0
Volume 47 29 -18 -38.3% 1,319
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,126 3,089 2,954
R3 3,059 3,022 2,935
R2 2,992 2,992 2,929
R1 2,955 2,955 2,923 2,940
PP 2,925 2,925 2,925 2,918
S1 2,888 2,888 2,911 2,873
S2 2,858 2,858 2,905
S3 2,791 2,821 2,899
S4 2,724 2,754 2,880
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 2,896 245 8.4% 88 3.0% 9% False True 42
10 3,165 2,896 269 9.2% 81 2.8% 8% False True 1,312
20 3,287 2,896 391 13.4% 82 2.8% 5% False True 6,948
40 3,485 2,896 589 20.2% 76 2.6% 4% False True 6,541
60 3,510 2,896 614 21.0% 74 2.5% 3% False True 6,720
80 3,510 2,896 614 21.0% 75 2.6% 3% False True 6,958
100 3,510 2,896 614 21.0% 78 2.7% 3% False True 6,057
120 3,510 2,784 726 24.9% 77 2.6% 18% False False 5,229
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 20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,248
2.618 3,138
1.618 3,071
1.000 3,030
0.618 3,004
HIGH 2,963
0.618 2,937
0.500 2,930
0.382 2,922
LOW 2,896
0.618 2,855
1.000 2,829
1.618 2,788
2.618 2,721
4.250 2,611
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 2,930 2,982
PP 2,925 2,960
S1 2,921 2,939

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

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