ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 3,285 3,191 -94 -2.9% 3,423
High 3,287 3,203 -84 -2.6% 3,423
Low 3,175 3,143 -32 -1.0% 3,172
Close 3,184 3,152 -32 -1.0% 3,184
Range 112 60 -52 -46.4% 251
ATR 80 79 -1 -1.8% 0
Volume 11,424 11,614 190 1.7% 54,757
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,346 3,309 3,185
R3 3,286 3,249 3,169
R2 3,226 3,226 3,163
R1 3,189 3,189 3,158 3,178
PP 3,166 3,166 3,166 3,160
S1 3,129 3,129 3,147 3,118
S2 3,106 3,106 3,141
S3 3,046 3,069 3,136
S4 2,986 3,009 3,119
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 4,013 3,849 3,322
R3 3,762 3,598 3,253
R2 3,511 3,511 3,230
R1 3,347 3,347 3,207 3,304
PP 3,260 3,260 3,260 3,238
S1 3,096 3,096 3,161 3,053
S2 3,009 3,009 3,138
S3 2,758 2,845 3,115
S4 2,507 2,594 3,046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,410 3,143 267 8.5% 109 3.5% 3% False True 11,317
10 3,485 3,143 342 10.9% 86 2.7% 3% False True 9,326
20 3,485 3,143 342 10.9% 73 2.3% 3% False True 7,784
40 3,510 3,143 367 11.6% 69 2.2% 2% False True 7,193
60 3,510 3,102 408 12.9% 72 2.3% 12% False False 7,491
80 3,510 2,990 520 16.5% 76 2.4% 31% False False 6,299
100 3,510 2,928 582 18.5% 76 2.4% 38% False False 5,273
120 3,510 2,725 785 24.9% 77 2.5% 54% False False 4,588
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,458
2.618 3,360
1.618 3,300
1.000 3,263
0.618 3,240
HIGH 3,203
0.618 3,180
0.500 3,173
0.382 3,166
LOW 3,143
0.618 3,106
1.000 3,083
1.618 3,046
2.618 2,986
4.250 2,888
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 3,173 3,215
PP 3,166 3,194
S1 3,159 3,173

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

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