ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 3,428 3,450 22 0.6% 3,307
High 3,473 3,458 -15 -0.4% 3,429
Low 3,402 3,413 11 0.3% 3,282
Close 3,461 3,422 -39 -1.1% 3,400
Range 71 45 -26 -36.6% 147
ATR 67 66 -1 -2.0% 0
Volume 5,877 8,455 2,578 43.9% 32,912
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,566 3,539 3,447
R3 3,521 3,494 3,434
R2 3,476 3,476 3,430
R1 3,449 3,449 3,426 3,440
PP 3,431 3,431 3,431 3,427
S1 3,404 3,404 3,418 3,395
S2 3,386 3,386 3,414
S3 3,341 3,359 3,410
S4 3,296 3,314 3,397
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 3,473 3,307 166 4.9% 63 1.8% 69% False False 7,179
10 3,473 3,257 216 6.3% 56 1.6% 76% False False 6,523
20 3,473 3,230 243 7.1% 64 1.9% 79% False False 6,470
40 3,510 3,146 364 10.6% 68 2.0% 76% False False 6,508
60 3,510 3,102 408 11.9% 70 2.0% 78% False False 6,543
80 3,510 2,990 520 15.2% 74 2.2% 83% False False 5,432
100 3,510 2,784 726 21.2% 76 2.2% 88% False False 4,569
120 3,510 2,725 785 22.9% 76 2.2% 89% False False 3,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,649
2.618 3,576
1.618 3,531
1.000 3,503
0.618 3,486
HIGH 3,458
0.618 3,441
0.500 3,436
0.382 3,430
LOW 3,413
0.618 3,385
1.000 3,368
1.618 3,340
2.618 3,295
4.250 3,222
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 3,436 3,427
PP 3,431 3,425
S1 3,427 3,424

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

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