ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 3,277 3,232 -45 -1.4% 3,265
High 3,282 3,275 -7 -0.2% 3,310
Low 3,268 3,230 -38 -1.2% 3,237
Close 3,271 3,237 -34 -1.0% 3,271
Range 14 45 31 221.4% 73
ATR 76 73 -2 -2.9% 0
Volume 3,190 2,926 -264 -8.3% 32,963
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,382 3,355 3,262
R3 3,337 3,310 3,249
R2 3,292 3,292 3,245
R1 3,265 3,265 3,241 3,279
PP 3,247 3,247 3,247 3,254
S1 3,220 3,220 3,233 3,234
S2 3,202 3,202 3,229
S3 3,157 3,175 3,225
S4 3,112 3,130 3,212
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,492 3,454 3,311
R3 3,419 3,381 3,291
R2 3,346 3,346 3,284
R1 3,308 3,308 3,278 3,327
PP 3,273 3,273 3,273 3,282
S1 3,235 3,235 3,264 3,254
S2 3,200 3,200 3,258
S3 3,127 3,162 3,251
S4 3,054 3,089 3,231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,310 3,230 80 2.5% 45 1.4% 9% False True 7,177
10 3,510 3,230 280 8.6% 77 2.4% 3% False True 7,847
20 3,510 3,230 280 8.6% 68 2.1% 3% False True 6,941
40 3,510 3,102 408 12.6% 73 2.2% 33% False False 7,405
60 3,510 2,990 520 16.1% 78 2.4% 48% False False 5,767
80 3,510 2,824 686 21.2% 77 2.4% 60% False False 4,602
100 3,510 2,725 785 24.3% 78 2.4% 65% False False 3,903
120 3,510 2,497 1,013 31.3% 77 2.4% 73% False False 3,384
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,466
2.618 3,393
1.618 3,348
1.000 3,320
0.618 3,303
HIGH 3,275
0.618 3,258
0.500 3,253
0.382 3,247
LOW 3,230
0.618 3,202
1.000 3,185
1.618 3,157
2.618 3,112
4.250 3,039
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 3,253 3,260
PP 3,247 3,252
S1 3,242 3,245

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

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