ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 3,357 3,275 -82 -2.4% 3,428
High 3,370 3,287 -83 -2.5% 3,485
Low 3,172 3,211 39 1.2% 3,356
Close 3,268 3,260 -8 -0.2% 3,425
Range 198 76 -122 -61.6% 129
ATR 78 77 0 -0.1% 0
Volume 9,945 19,512 9,567 96.2% 26,891
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,481 3,446 3,302
R3 3,405 3,370 3,281
R2 3,329 3,329 3,274
R1 3,294 3,294 3,267 3,274
PP 3,253 3,253 3,253 3,242
S1 3,218 3,218 3,253 3,198
S2 3,177 3,177 3,246
S3 3,101 3,142 3,239
S4 3,025 3,066 3,218
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 3,443 3,172 271 8.3% 100 3.1% 32% False False 9,950
10 3,485 3,172 313 9.6% 79 2.4% 28% False False 8,358
20 3,485 3,172 313 9.6% 71 2.2% 28% False False 6,964
40 3,510 3,172 338 10.4% 69 2.1% 26% False False 6,953
60 3,510 3,102 408 12.5% 72 2.2% 39% False False 7,258
80 3,510 2,990 520 16.0% 76 2.3% 52% False False 6,067
100 3,510 2,824 686 21.0% 76 2.3% 64% False False 5,075
120 3,510 2,725 785 24.1% 77 2.4% 68% False False 4,413
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,610
2.618 3,486
1.618 3,410
1.000 3,363
0.618 3,334
HIGH 3,287
0.618 3,258
0.500 3,249
0.382 3,240
LOW 3,211
0.618 3,164
1.000 3,135
1.618 3,088
2.618 3,012
4.250 2,888
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 3,256 3,291
PP 3,253 3,281
S1 3,249 3,270

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

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