ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	2,791	2,855	64	2.3%	2,917
High	2,840	2,855	15	0.5%	2,917
Low	2,791	2,844	53	1.9%	2,780
Close	2,838	2,844	6	0.2%	2,855
Range	49	11	-38	-77.6%	137
ATR	66	63	-4	-5.3%	0
Volume	35	4	-31	-88.6%	138

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,881	2,873	2,850
R3	2,870	2,862	2,847
R2	2,859	2,859	2,846
R1	2,851	2,851	2,845	2,850
PP	2,848	2,848	2,848	2,847
S1	2,840	2,840	2,843	2,839
S2	2,837	2,837	2,842
S3	2,826	2,829	2,841
S4	2,815	2,818	2,838

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%	78%	False	False	14
10	2,942	2,761	181	6.4%	43	1.5%	46%	False	False	34
20	3,165	2,761	404	14.2%	62	2.2%	21%	False	False	673
40	3,485	2,761	724	25.5%	72	2.5%	11%	False	False	5,289
60	3,510	2,761	749	26.3%	71	2.5%	11%	False	False	5,700
80	3,510	2,761	749	26.3%	70	2.5%	11%	False	False	6,112
100	3,510	2,761	749	26.3%	71	2.5%	11%	False	False	5,811
120	3,510	2,761	749	26.3%	75	2.6%	11%	False	False	5,145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4
Narrowest range in 186 trading days

Fibonacci Retracements and Extensions
4.250	2,902
2.618	2,884
1.618	2,873
1.000	2,866
0.618	2,862
HIGH	2,855
0.618	2,851
0.500	2,850
0.382	2,848
LOW	2,844
0.618	2,837
1.000	2,833
1.618	2,826
2.618	2,815
4.250	2,797

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	2,850	2,832
PP	2,848	2,820
S1	2,846	2,808

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols