ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 3,115 3,120 5 0.2% 3,008
High 3,165 3,150 -15 -0.5% 3,124
Low 3,115 3,060 -55 -1.8% 2,955
Close 3,153 3,079 -74 -2.3% 3,093
Range 50 90 40 80.0% 169
ATR 82 82 1 1.0% 0
Volume 922 168 -754 -81.8% 46,355
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,366 3,313 3,129
R3 3,276 3,223 3,104
R2 3,186 3,186 3,096
R1 3,133 3,133 3,087 3,115
PP 3,096 3,096 3,096 3,087
S1 3,043 3,043 3,071 3,025
S2 3,006 3,006 3,063
S3 2,916 2,953 3,054
S4 2,826 2,863 3,030
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,564 3,498 3,186
R3 3,395 3,329 3,139
R2 3,226 3,226 3,124
R1 3,160 3,160 3,108 3,193
PP 3,057 3,057 3,057 3,074
S1 2,991 2,991 3,078 3,024
S2 2,888 2,888 3,062
S3 2,719 2,822 3,047
S4 2,550 2,653 3,000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,165 2,967 198 6.4% 80 2.6% 57% False False 4,525
10 3,165 2,955 210 6.8% 81 2.6% 59% False False 8,584
20 3,485 2,955 530 17.2% 86 2.8% 23% False False 9,171
40 3,490 2,955 535 17.4% 76 2.5% 23% False False 7,975
60 3,510 2,955 555 18.0% 74 2.4% 22% False False 7,319
80 3,510 2,955 555 18.0% 74 2.4% 22% False False 7,114
100 3,510 2,955 555 18.0% 77 2.5% 22% False False 6,102
120 3,510 2,784 726 23.6% 77 2.5% 41% False False 5,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,533
2.618 3,386
1.618 3,296
1.000 3,240
0.618 3,206
HIGH 3,150
0.618 3,116
0.500 3,105
0.382 3,094
LOW 3,060
0.618 3,004
1.000 2,970
1.618 2,914
2.618 2,824
4.250 2,678
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 3,105 3,092
PP 3,096 3,088
S1 3,088 3,083

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

View Archives - Comment on this page... - Back to Index of Symbols