ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 3,450 3,414 -36 -1.0% 3,307
High 3,458 3,485 27 0.8% 3,429
Low 3,413 3,411 -2 -0.1% 3,282
Close 3,422 3,431 9 0.3% 3,400
Range 45 74 29 64.4% 147
ATR 66 66 1 0.9% 0
Volume 8,455 6,140 -2,315 -27.4% 32,912
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,664 3,622 3,472
R3 3,590 3,548 3,451
R2 3,516 3,516 3,445
R1 3,474 3,474 3,438 3,495
PP 3,442 3,442 3,442 3,453
S1 3,400 3,400 3,424 3,421
S2 3,368 3,368 3,417
S3 3,294 3,326 3,411
S4 3,220 3,252 3,390
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 3,485 3,363 122 3.6% 59 1.7% 56% True False 6,767
10 3,485 3,257 228 6.6% 60 1.7% 76% True False 6,547
20 3,485 3,230 255 7.4% 57 1.7% 79% True False 6,271
40 3,510 3,175 335 9.8% 67 1.9% 76% False False 6,550
60 3,510 3,102 408 11.9% 70 2.0% 81% False False 6,611
80 3,510 2,990 520 15.2% 74 2.2% 85% False False 5,495
100 3,510 2,784 726 21.2% 76 2.2% 89% False False 4,623
120 3,510 2,725 785 22.9% 76 2.2% 90% False False 4,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,800
2.618 3,679
1.618 3,605
1.000 3,559
0.618 3,531
HIGH 3,485
0.618 3,457
0.500 3,448
0.382 3,439
LOW 3,411
0.618 3,365
1.000 3,337
1.618 3,291
2.618 3,217
4.250 3,097
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 3,448 3,444
PP 3,442 3,439
S1 3,437 3,435

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

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