ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 3,150 3,136 -14 -0.4% 3,423
High 3,154 3,154 0 0.0% 3,423
Low 3,040 3,070 30 1.0% 3,172
Close 3,132 3,144 12 0.4% 3,184
Range 114 84 -30 -26.3% 251
ATR 81 81 0 0.3% 0
Volume 10,187 15,130 4,943 48.5% 54,757
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,375 3,343 3,190
R3 3,291 3,259 3,167
R2 3,207 3,207 3,159
R1 3,175 3,175 3,152 3,191
PP 3,123 3,123 3,123 3,131
S1 3,091 3,091 3,136 3,107
S2 3,039 3,039 3,129
S3 2,955 3,007 3,121
S4 2,871 2,923 3,098
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 3,287 3,040 247 7.9% 89 2.8% 42% False False 13,573
10 3,485 3,040 445 14.2% 94 3.0% 23% False False 10,424
20 3,485 3,040 445 14.2% 75 2.4% 23% False False 8,474
40 3,510 3,040 470 14.9% 72 2.3% 22% False False 7,505
60 3,510 3,040 470 14.9% 73 2.3% 22% False False 7,676
80 3,510 3,040 470 14.9% 74 2.4% 22% False False 6,533
100 3,510 2,950 560 17.8% 77 2.4% 35% False False 5,511
120 3,510 2,725 785 25.0% 78 2.5% 53% False False 4,785
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,511
2.618 3,374
1.618 3,290
1.000 3,238
0.618 3,206
HIGH 3,154
0.618 3,122
0.500 3,112
0.382 3,102
LOW 3,070
0.618 3,018
1.000 2,986
1.618 2,934
2.618 2,850
4.250 2,713
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 3,133 3,137
PP 3,123 3,129
S1 3,112 3,122

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

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