ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 3,423 3,395 -28 -0.8% 3,428
High 3,423 3,410 -13 -0.4% 3,485
Low 3,382 3,312 -70 -2.1% 3,356
Close 3,406 3,363 -43 -1.3% 3,425
Range 41 98 57 139.0% 129
ATR 66 68 2 3.5% 0
Volume 9,785 4,091 -5,694 -58.2% 26,891
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,656 3,607 3,417
R3 3,558 3,509 3,390
R2 3,460 3,460 3,381
R1 3,411 3,411 3,372 3,387
PP 3,362 3,362 3,362 3,349
S1 3,313 3,313 3,354 3,289
S2 3,264 3,264 3,345
S3 3,166 3,215 3,336
S4 3,068 3,117 3,309
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,809 3,746 3,496
R3 3,680 3,617 3,460
R2 3,551 3,551 3,449
R1 3,488 3,488 3,437 3,455
PP 3,422 3,422 3,422 3,406
S1 3,359 3,359 3,413 3,326
S2 3,293 3,293 3,401
S3 3,164 3,230 3,390
S4 3,035 3,101 3,354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,485 3,312 173 5.1% 69 2.1% 29% False True 6,978
10 3,485 3,282 203 6.0% 68 2.0% 40% False False 6,970
20 3,485 3,230 255 7.6% 60 1.8% 52% False False 5,797
40 3,510 3,230 280 8.3% 66 2.0% 48% False False 6,462
60 3,510 3,102 408 12.1% 70 2.1% 64% False False 6,846
80 3,510 2,990 520 15.5% 75 2.2% 72% False False 5,713
100 3,510 2,784 726 21.6% 75 2.2% 80% False False 4,797
120 3,510 2,725 785 23.3% 76 2.3% 81% False False 4,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3,827
2.618 3,667
1.618 3,569
1.000 3,508
0.618 3,471
HIGH 3,410
0.618 3,373
0.500 3,361
0.382 3,349
LOW 3,312
0.618 3,251
1.000 3,214
1.618 3,153
2.618 3,055
4.250 2,896
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 3,362 3,378
PP 3,362 3,373
S1 3,361 3,368

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

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