ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 3,363 3,400 37 1.1% 3,307
High 3,418 3,429 11 0.3% 3,429
Low 3,363 3,380 17 0.5% 3,282
Close 3,392 3,400 8 0.2% 3,400
Range 55 49 -6 -10.9% 147
ATR 68 67 -1 -2.0% 0
Volume 7,369 5,994 -1,375 -18.7% 32,912
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,550 3,524 3,427
R3 3,501 3,475 3,413
R2 3,452 3,452 3,409
R1 3,426 3,426 3,404 3,425
PP 3,403 3,403 3,403 3,402
S1 3,377 3,377 3,396 3,376
S2 3,354 3,354 3,391
S3 3,305 3,328 3,387
S4 3,256 3,279 3,373
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,811 3,753 3,481
R3 3,664 3,606 3,440
R2 3,517 3,517 3,427
R1 3,459 3,459 3,413 3,488
PP 3,370 3,370 3,370 3,385
S1 3,312 3,312 3,387 3,341
S2 3,223 3,223 3,373
S3 3,076 3,165 3,360
S4 2,929 3,018 3,319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,429 3,282 147 4.3% 61 1.8% 80% True False 6,582
10 3,429 3,245 184 5.4% 60 1.8% 84% True False 6,242
20 3,510 3,230 280 8.2% 70 2.0% 61% False False 6,882
40 3,510 3,110 400 11.8% 68 2.0% 73% False False 6,525
60 3,510 3,102 408 12.0% 70 2.1% 73% False False 6,408
80 3,510 2,990 520 15.3% 75 2.2% 79% False False 5,278
100 3,510 2,784 726 21.4% 75 2.2% 85% False False 4,444
120 3,510 2,725 785 23.1% 77 2.3% 86% False False 3,887
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 3,637
2.618 3,557
1.618 3,508
1.000 3,478
0.618 3,459
HIGH 3,429
0.618 3,410
0.500 3,405
0.382 3,399
LOW 3,380
0.618 3,350
1.000 3,331
1.618 3,301
2.618 3,252
4.250 3,172
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 3,405 3,389
PP 3,403 3,379
S1 3,402 3,368

Download as Excel Spreadsheet

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

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