ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 2,870 2,828 -42 -1.5% 2,909
High 2,882 2,829 -53 -1.8% 2,931
Low 2,818 2,766 -52 -1.8% 2,780
Close 2,834 2,802 -32 -1.1% 2,865
Range 64 63 -1 -1.6% 151
ATR 75 75 -1 -0.7% 0
Volume 6,072 4,337 -1,735 -28.6% 40,032
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,988 2,958 2,837
R3 2,925 2,895 2,819
R2 2,862 2,862 2,814
R1 2,832 2,832 2,808 2,816
PP 2,799 2,799 2,799 2,791
S1 2,769 2,769 2,796 2,753
S2 2,736 2,736 2,790
S3 2,673 2,706 2,785
S4 2,610 2,643 2,767
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,312 3,239 2,948
R3 3,161 3,088 2,907
R2 3,010 3,010 2,893
R1 2,937 2,937 2,879 2,898
PP 2,859 2,859 2,859 2,839
S1 2,786 2,786 2,851 2,747
S2 2,708 2,708 2,837
S3 2,557 2,635 2,823
S4 2,406 2,484 2,782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,887 2,766 121 4.3% 63 2.3% 30% False True 7,454
10 2,971 2,766 205 7.3% 65 2.3% 18% False True 7,526
20 3,175 2,766 409 14.6% 74 2.6% 9% False True 8,121
40 3,512 2,766 746 26.6% 76 2.7% 5% False True 6,656
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 11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,097
2.618 2,994
1.618 2,931
1.000 2,892
0.618 2,868
HIGH 2,829
0.618 2,805
0.500 2,798
0.382 2,790
LOW 2,766
0.618 2,727
1.000 2,703
1.618 2,664
2.618 2,601
4.250 2,498
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 2,801 2,827
PP 2,799 2,818
S1 2,798 2,810

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

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