ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	2,875	2,801	-74	-2.6%	3,099
High	2,875	2,813	-62	-2.2%	3,141
Low	2,816	2,780	-36	-1.3%	2,896
Close	2,819	2,813	-6	-0.2%	2,917
Range	59	33	-26	-44.1%	245
ATR	78	75	-3	-3.6%	0
Volume	42	11	-31	-73.8%	300

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,901	2,890	2,831
R3	2,868	2,857	2,822
R2	2,835	2,835	2,819
R1	2,824	2,824	2,816	2,830
PP	2,802	2,802	2,802	2,805
S1	2,791	2,791	2,810	2,797
S2	2,769	2,769	2,807
S3	2,736	2,758	2,804
S4	2,703	2,725	2,795

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,720	3,563	3,052
R3	3,475	3,318	2,984
R2	3,230	3,230	2,962
R1	3,073	3,073	2,939	3,029
PP	2,985	2,985	2,985	2,963
S1	2,828	2,828	2,895	2,784
S2	2,740	2,740	2,872
S3	2,495	2,583	2,850
S4	2,250	2,338	2,782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,963	2,780	183	6.5%	57	2.0%	18%	False	True	55
10	3,141	2,780	361	12.8%	69	2.4%	9%	False	True	62
20	3,165	2,780	385	13.7%	75	2.7%	9%	False	True	4,323
40	3,485	2,780	705	25.1%	75	2.7%	5%	False	True	6,167
60	3,510	2,780	730	26.0%	72	2.6%	5%	False	True	6,265
80	3,510	2,780	730	26.0%	73	2.6%	5%	False	True	6,744
100	3,510	2,780	730	26.0%	74	2.6%	5%	False	True	5,967
120	3,510	2,780	730	26.0%	76	2.7%	5%	False	True	5,193

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	13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,953
2.618	2,899
1.618	2,866
1.000	2,846
0.618	2,833
HIGH	2,813
0.618	2,800
0.500	2,797
0.382	2,793
LOW	2,780
0.618	2,760
1.000	2,747
1.618	2,727
2.618	2,694
4.250	2,640

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	2,808	2,849
PP	2,802	2,837
S1	2,797	2,825

Download as Excel Spreadsheet

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

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