ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	3,451	3,464	13	0.4%	3,436
High	3,512	3,465	-47	-1.3%	3,512
Low	3,441	3,388	-53	-1.5%	3,388
Close	3,458	3,454	-4	-0.1%	3,454
Range	71	77	6	8.5%	124
ATR
Volume	3,434	2,417	-1,017	-29.6%	10,896

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,667	3,637	3,496
R3	3,590	3,560	3,475
R2	3,513	3,513	3,468
R1	3,483	3,483	3,461	3,460
PP	3,436	3,436	3,436	3,424
S1	3,406	3,406	3,447	3,383
S2	3,359	3,359	3,440
S3	3,282	3,329	3,433
S4	3,205	3,252	3,412

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,823	3,763	3,522
R3	3,699	3,639	3,488
R2	3,575	3,575	3,477
R1	3,515	3,515	3,465	3,545
PP	3,451	3,451	3,451	3,467
S1	3,391	3,391	3,443	3,421
S2	3,327	3,327	3,431
S3	3,203	3,267	3,420
S4	3,079	3,143	3,386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,512	3,388	124	3.6%	61	1.8%	53%	False	True	2,676
10	3,512	3,307	205	5.9%	54	1.6%	72%	False	False	2,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3,792
2.618	3,667
1.618	3,590
1.000	3,542
0.618	3,513
HIGH	3,465
0.618	3,436
0.500	3,427
0.382	3,417
LOW	3,388
0.618	3,340
1.000	3,311
1.618	3,263
2.618	3,186
4.250	3,061

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	3,445	3,453
PP	3,436	3,451
S1	3,427	3,450

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