ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 3,062 3,008 -54 -1.8% 3,191
High 3,090 3,029 -61 -2.0% 3,203
Low 2,965 2,955 -10 -0.3% 2,965
Close 2,972 3,019 47 1.6% 2,972
Range 125 74 -51 -40.8% 238
ATR 85 84 -1 -0.9% 0
Volume 12,039 13,503 1,464 12.2% 60,205
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,223 3,195 3,060
R3 3,149 3,121 3,039
R2 3,075 3,075 3,033
R1 3,047 3,047 3,026 3,061
PP 3,001 3,001 3,001 3,008
S1 2,973 2,973 3,012 2,987
S2 2,927 2,927 3,005
S3 2,853 2,899 2,999
S4 2,779 2,825 2,978
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 3,154 2,955 199 6.6% 97 3.2% 32% False True 12,418
10 3,410 2,955 455 15.1% 103 3.4% 14% False True 11,868
20 3,485 2,955 530 17.6% 83 2.7% 12% False True 9,413
40 3,510 2,955 555 18.4% 75 2.5% 12% False True 7,996
60 3,510 2,955 555 18.4% 74 2.5% 12% False True 7,869
80 3,510 2,955 555 18.4% 75 2.5% 12% False True 6,905
100 3,510 2,950 560 18.5% 78 2.6% 12% False False 5,850
120 3,510 2,725 785 26.0% 78 2.6% 37% False False 5,055
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 15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,344
2.618 3,223
1.618 3,149
1.000 3,103
0.618 3,075
HIGH 3,029
0.618 3,001
0.500 2,992
0.382 2,983
LOW 2,955
0.618 2,909
1.000 2,881
1.618 2,835
2.618 2,761
4.250 2,641
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 3,010 3,053
PP 3,001 3,041
S1 2,992 3,030

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

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