ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 2,810 2,791 -19 -0.7% 2,917
High 2,810 2,840 30 1.1% 2,917
Low 2,761 2,791 30 1.1% 2,780
Close 2,787 2,838 51 1.8% 2,855
Range 49 49 0 0.0% 137
ATR 67 66 -1 -1.5% 0
Volume 18 35 17 94.4% 138
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,970 2,953 2,865
R3 2,921 2,904 2,851
R2 2,872 2,872 2,847
R1 2,855 2,855 2,842 2,864
PP 2,823 2,823 2,823 2,827
S1 2,806 2,806 2,834 2,815
S2 2,774 2,774 2,829
S3 2,725 2,757 2,825
S4 2,676 2,708 2,811
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,262 3,195 2,930
R3 3,125 3,058 2,893
R2 2,988 2,988 2,880
R1 2,921 2,921 2,868 2,886
PP 2,851 2,851 2,851 2,833
S1 2,784 2,784 2,842 2,749
S2 2,714 2,714 2,830
S3 2,577 2,647 2,817
S4 2,440 2,510 2,780
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,868 2,761 107 3.8% 39 1.4% 72% False False 19
10 2,963 2,761 202 7.1% 48 1.7% 38% False False 37
20 3,165 2,761 404 14.2% 64 2.3% 19% False False 1,167
40 3,485 2,761 724 25.5% 74 2.6% 11% False False 5,474
60 3,510 2,761 749 26.4% 71 2.5% 10% False False 5,836
80 3,510 2,761 749 26.4% 72 2.5% 10% False False 6,237
100 3,510 2,761 749 26.4% 72 2.5% 10% False False 5,839
120 3,510 2,761 749 26.4% 76 2.7% 10% False False 5,156
Crabel Price Patterns
NR False
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 5
Fibonacci Retracements and Extensions
4.250 3,048
2.618 2,968
1.618 2,919
1.000 2,889
0.618 2,870
HIGH 2,840
0.618 2,821
0.500 2,816
0.382 2,810
LOW 2,791
0.618 2,761
1.000 2,742
1.618 2,712
2.618 2,663
4.250 2,583
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 2,831 2,830
PP 2,823 2,822
S1 2,816 2,815

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

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