ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	2,808	2,839	31	1.1%	2,917
High	2,814	2,855	41	1.5%	2,917
Low	2,800	2,818	18	0.6%	2,780
Close	2,812	2,855	43	1.5%	2,855
Range	14	37	23	164.3%	137
ATR	71	69	-2	-2.8%	0
Volume	29	10	-19	-65.5%	138

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,954	2,941	2,875
R3	2,917	2,904	2,865
R2	2,880	2,880	2,862
R1	2,867	2,867	2,858	2,874
PP	2,843	2,843	2,843	2,846
S1	2,830	2,830	2,852	2,837
S2	2,806	2,806	2,848
S3	2,769	2,793	2,845
S4	2,732	2,756	2,835

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,262	3,195	2,930
R3	3,125	3,058	2,893
R2	2,988	2,988	2,880
R1	2,921	2,921	2,868	2,886
PP	2,851	2,851	2,851	2,833
S1	2,784	2,784	2,842	2,749
S2	2,714	2,714	2,830
S3	2,577	2,647	2,817
S4	2,440	2,510	2,780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,917	2,780	137	4.8%	49	1.7%	55%	False	False	27
10	3,141	2,780	361	12.6%	65	2.3%	21%	False	False	43
20	3,165	2,780	385	13.5%	69	2.4%	19%	False	False	3,007
40	3,485	2,780	705	24.7%	73	2.6%	11%	False	False	5,874
60	3,510	2,780	730	25.6%	71	2.5%	10%	False	False	6,098
80	3,510	2,780	730	25.6%	72	2.5%	10%	False	False	6,566
100	3,510	2,780	730	25.6%	74	2.6%	10%	False	False	5,902
120	3,510	2,780	730	25.6%	76	2.7%	10%	False	False	5,183

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,012
2.618	2,952
1.618	2,915
1.000	2,892
0.618	2,878
HIGH	2,855
0.618	2,841
0.500	2,837
0.382	2,832
LOW	2,818
0.618	2,795
1.000	2,781
1.618	2,758
2.618	2,721
4.250	2,661

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	2,849	2,843
PP	2,843	2,830
S1	2,837	2,818

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