ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	2,868	2,810	-58	-2.0%	2,917
High	2,868	2,810	-58	-2.0%	2,917
Low	2,820	2,761	-59	-2.1%	2,780
Close	2,827	2,787	-40	-1.4%	2,855
Range	48	49	1	2.1%	137
ATR	67	67	0	-0.1%	0
Volume	6	18	12	200.0%	138

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,933	2,909	2,814
R3	2,884	2,860	2,800
R2	2,835	2,835	2,796
R1	2,811	2,811	2,791	2,799
PP	2,786	2,786	2,786	2,780
S1	2,762	2,762	2,783	2,750
S2	2,737	2,737	2,778
S3	2,688	2,713	2,774
S4	2,639	2,664	2,760

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	2,868	2,761	107	3.8%	36	1.3%	24%	False	True	14
10	2,965	2,761	204	7.3%	50	1.8%	13%	False	True	38
20	3,165	2,761	404	14.5%	64	2.3%	6%	False	True	1,731
40	3,485	2,761	724	26.0%	73	2.6%	4%	False	True	5,572
60	3,510	2,761	749	26.9%	71	2.6%	3%	False	True	5,908
80	3,510	2,761	749	26.9%	72	2.6%	3%	False	True	6,335
100	3,510	2,761	749	26.9%	73	2.6%	3%	False	True	5,870
120	3,510	2,761	749	26.9%	75	2.7%	3%	False	True	5,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,018
2.618	2,938
1.618	2,889
1.000	2,859
0.618	2,840
HIGH	2,810
0.618	2,791
0.500	2,786
0.382	2,780
LOW	2,761
0.618	2,731
1.000	2,712
1.618	2,682
2.618	2,633
4.250	2,553

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	2,787	2,815
PP	2,786	2,805
S1	2,786	2,796

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