ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	2,855	2,844	-11	-0.4%	2,868
High	2,855	2,910	55	1.9%	2,910
Low	2,844	2,820	-24	-0.8%	2,761
Close	2,844	2,910	66	2.3%	2,910
Range	11	90	79	718.2%	149
ATR	63	65	2	3.1%	0
Volume	4	5	1	25.0%	68

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,150	3,120	2,960
R3	3,060	3,030	2,935
R2	2,970	2,970	2,927
R1	2,940	2,940	2,918	2,955
PP	2,880	2,880	2,880	2,888
S1	2,850	2,850	2,902	2,865
S2	2,790	2,790	2,894
S3	2,700	2,760	2,885
S4	2,610	2,670	2,861

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,307	3,258	2,992
R3	3,158	3,109	2,951
R2	3,009	3,009	2,937
R1	2,960	2,960	2,924	2,985
PP	2,860	2,860	2,860	2,873
S1	2,811	2,811	2,896	2,836
S2	2,711	2,711	2,883
S3	2,562	2,662	2,869
S4	2,413	2,513	2,828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,910	2,761	149	5.1%	49	1.7%	100%	True	False	13
10	2,917	2,761	156	5.4%	49	1.7%	96%	False	False	20
20	3,165	2,761	404	13.9%	62	2.1%	37%	False	False	316
40	3,485	2,761	724	24.9%	72	2.5%	21%	False	False	5,084
60	3,510	2,761	749	25.7%	71	2.4%	20%	False	False	5,626
80	3,510	2,761	749	25.7%	70	2.4%	20%	False	False	5,925
100	3,510	2,761	749	25.7%	71	2.5%	20%	False	False	5,791
120	3,510	2,761	749	25.7%	74	2.5%	20%	False	False	5,130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3,293
2.618	3,146
1.618	3,056
1.000	3,000
0.618	2,966
HIGH	2,910
0.618	2,876
0.500	2,865
0.382	2,854
LOW	2,820
0.618	2,764
1.000	2,730
1.618	2,674
2.618	2,584
4.250	2,438

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	2,895	2,890
PP	2,880	2,870
S1	2,865	2,851

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