ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 3,275 3,285 10 0.3% 3,423
High 3,287 3,287 0 0.0% 3,423
Low 3,211 3,175 -36 -1.1% 3,172
Close 3,260 3,184 -76 -2.3% 3,184
Range 76 112 36 47.4% 251
ATR 77 80 2 3.2% 0
Volume 19,512 11,424 -8,088 -41.5% 54,757
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,551 3,480 3,246
R3 3,439 3,368 3,215
R2 3,327 3,327 3,205
R1 3,256 3,256 3,194 3,236
PP 3,215 3,215 3,215 3,205
S1 3,144 3,144 3,174 3,124
S2 3,103 3,103 3,163
S3 2,991 3,032 3,153
S4 2,879 2,920 3,122
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 4,013 3,849 3,322
R3 3,762 3,598 3,253
R2 3,511 3,511 3,230
R1 3,347 3,347 3,207 3,304
PP 3,260 3,260 3,260 3,238
S1 3,096 3,096 3,161 3,053
S2 3,009 3,009 3,138
S3 2,758 2,845 3,115
S4 2,507 2,594 3,046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,423 3,172 251 7.9% 105 3.3% 5% False False 10,951
10 3,485 3,172 313 9.8% 85 2.7% 4% False False 8,764
20 3,485 3,172 313 9.8% 74 2.3% 4% False False 7,336
40 3,510 3,172 338 10.6% 70 2.2% 4% False False 7,053
60 3,510 3,102 408 12.8% 72 2.3% 20% False False 7,356
80 3,510 2,990 520 16.3% 77 2.4% 37% False False 6,190
100 3,510 2,848 662 20.8% 76 2.4% 51% False False 5,181
120 3,510 2,725 785 24.7% 77 2.4% 58% False False 4,503
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,763
2.618 3,580
1.618 3,468
1.000 3,399
0.618 3,356
HIGH 3,287
0.618 3,244
0.500 3,231
0.382 3,218
LOW 3,175
0.618 3,106
1.000 3,063
1.618 2,994
2.618 2,882
4.250 2,699
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 3,231 3,271
PP 3,215 3,242
S1 3,200 3,213

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

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