ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 3,130 3,062 -68 -2.2% 3,191
High 3,150 3,090 -60 -1.9% 3,203
Low 3,060 2,965 -95 -3.1% 2,965
Close 3,090 2,972 -118 -3.8% 2,972
Range 90 125 35 38.9% 238
ATR 82 85 3 3.8% 0
Volume 11,235 12,039 804 7.2% 60,205
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,384 3,303 3,041
R3 3,259 3,178 3,006
R2 3,134 3,134 2,995
R1 3,053 3,053 2,983 3,031
PP 3,009 3,009 3,009 2,998
S1 2,928 2,928 2,961 2,906
S2 2,884 2,884 2,949
S3 2,759 2,803 2,938
S4 2,634 2,678 2,903
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,761 3,604 3,103
R3 3,523 3,366 3,037
R2 3,285 3,285 3,016
R1 3,128 3,128 2,994 3,088
PP 3,047 3,047 3,047 3,026
S1 2,890 2,890 2,950 2,850
S2 2,809 2,809 2,928
S3 2,571 2,652 2,907
S4 2,333 2,414 2,841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,203 2,965 238 8.0% 95 3.2% 3% False True 12,041
10 3,423 2,965 458 15.4% 100 3.4% 2% False True 11,496
20 3,485 2,965 520 17.5% 81 2.7% 1% False True 9,050
40 3,510 2,965 545 18.3% 74 2.5% 1% False True 7,762
60 3,510 2,965 545 18.3% 74 2.5% 1% False True 7,786
80 3,510 2,965 545 18.3% 76 2.5% 1% False True 6,754
100 3,510 2,950 560 18.8% 78 2.6% 4% False False 5,726
120 3,510 2,725 785 26.4% 79 2.6% 31% False False 4,957
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 7 trading days
Fibonacci Retracements and Extensions
4.250 3,621
2.618 3,417
1.618 3,292
1.000 3,215
0.618 3,167
HIGH 3,090
0.618 3,042
0.500 3,028
0.382 3,013
LOW 2,965
0.618 2,888
1.000 2,840
1.618 2,763
2.618 2,638
4.250 2,434
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 3,028 3,060
PP 3,009 3,030
S1 2,991 3,001

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

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