ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 3,191 3,150 -41 -1.3% 3,423
High 3,203 3,154 -49 -1.5% 3,423
Low 3,143 3,040 -103 -3.3% 3,172
Close 3,152 3,132 -20 -0.6% 3,184
Range 60 114 54 90.0% 251
ATR 79 81 3 3.2% 0
Volume 11,614 10,187 -1,427 -12.3% 54,757
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,451 3,405 3,195
R3 3,337 3,291 3,163
R2 3,223 3,223 3,153
R1 3,177 3,177 3,142 3,143
PP 3,109 3,109 3,109 3,092
S1 3,063 3,063 3,122 3,029
S2 2,995 2,995 3,111
S3 2,881 2,949 3,101
S4 2,767 2,835 3,069
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 3,370 3,040 330 10.5% 112 3.6% 28% False True 12,536
10 3,485 3,040 445 14.2% 91 2.9% 21% False True 9,757
20 3,485 3,040 445 14.2% 75 2.4% 21% False True 8,011
40 3,510 3,040 470 15.0% 71 2.3% 20% False True 7,235
60 3,510 3,040 470 15.0% 73 2.3% 20% False True 7,551
80 3,510 3,040 470 15.0% 74 2.4% 20% False True 6,378
100 3,510 2,942 568 18.1% 76 2.4% 33% False False 5,367
120 3,510 2,725 785 25.1% 78 2.5% 52% False False 4,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,639
2.618 3,452
1.618 3,338
1.000 3,268
0.618 3,224
HIGH 3,154
0.618 3,110
0.500 3,097
0.382 3,084
LOW 3,040
0.618 2,970
1.000 2,926
1.618 2,856
2.618 2,742
4.250 2,556
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 3,120 3,164
PP 3,109 3,153
S1 3,097 3,143

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

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