ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 2,948 2,938 -10 -0.3% 3,099
High 2,963 2,942 -21 -0.7% 3,141
Low 2,896 2,914 18 0.6% 2,896
Close 2,917 2,917 0 0.0% 2,917
Range 67 28 -39 -58.2% 245
ATR 82 78 -4 -4.7% 0
Volume 29 147 118 406.9% 300
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,008 2,991 2,932
R3 2,980 2,963 2,925
R2 2,952 2,952 2,922
R1 2,935 2,935 2,920 2,930
PP 2,924 2,924 2,924 2,922
S1 2,907 2,907 2,914 2,902
S2 2,896 2,896 2,912
S3 2,868 2,879 2,909
S4 2,840 2,851 2,902
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,720 3,563 3,052
R3 3,475 3,318 2,984
R2 3,230 3,230 2,962
R1 3,073 3,073 2,939 3,029
PP 2,985 2,985 2,985 2,963
S1 2,828 2,828 2,895 2,784
S2 2,740 2,740 2,872
S3 2,495 2,583 2,850
S4 2,250 2,338 2,782
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% 81 2.8% 9% False False 60
10 3,165 2,896 269 9.2% 74 2.5% 8% False False 611
20 3,287 2,896 391 13.4% 80 2.7% 5% False False 5,980
40 3,485 2,896 589 20.2% 75 2.6% 4% False False 6,472
60 3,510 2,896 614 21.0% 73 2.5% 3% False False 6,628
80 3,510 2,896 614 21.0% 74 2.5% 3% False False 6,939
100 3,510 2,896 614 21.0% 77 2.6% 3% False False 6,049
120 3,510 2,824 686 23.5% 77 2.6% 14% False False 5,226
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 3,061
2.618 3,015
1.618 2,987
1.000 2,970
0.618 2,959
HIGH 2,942
0.618 2,931
0.500 2,928
0.382 2,925
LOW 2,914
0.618 2,897
1.000 2,886
1.618 2,869
2.618 2,841
4.250 2,795
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 2,928 2,931
PP 2,924 2,926
S1 2,921 2,922

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

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