ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 2,938 2,917 -21 -0.7% 3,099
High 2,942 2,917 -25 -0.8% 3,141
Low 2,914 2,817 -97 -3.3% 2,896
Close 2,917 2,855 -62 -2.1% 2,917
Range 28 100 72 257.1% 245
ATR 78 80 2 2.0% 0
Volume 147 46 -101 -68.7% 300
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,163 3,109 2,910
R3 3,063 3,009 2,883
R2 2,963 2,963 2,873
R1 2,909 2,909 2,864 2,886
PP 2,863 2,863 2,863 2,852
S1 2,809 2,809 2,846 2,786
S2 2,763 2,763 2,837
S3 2,663 2,709 2,828
S4 2,563 2,609 2,800
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 3,068 2,817 251 8.8% 84 2.9% 15% False True 61
10 3,165 2,817 348 12.2% 74 2.6% 11% False True 166
20 3,203 2,817 386 13.5% 79 2.8% 10% False True 5,411
40 3,485 2,817 668 23.4% 77 2.7% 6% False True 6,373
60 3,510 2,817 693 24.3% 73 2.6% 5% False True 6,506
80 3,510 2,817 693 24.3% 74 2.6% 5% False True 6,870
100 3,510 2,817 693 24.3% 77 2.7% 5% False True 6,034
120 3,510 2,817 693 24.3% 77 2.7% 5% False True 5,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,342
2.618 3,179
1.618 3,079
1.000 3,017
0.618 2,979
HIGH 2,917
0.618 2,879
0.500 2,867
0.382 2,855
LOW 2,817
0.618 2,755
1.000 2,717
1.618 2,655
2.618 2,555
4.250 2,392
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 2,867 2,890
PP 2,863 2,878
S1 2,859 2,867

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

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