ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 31-Mar-2010

Day Change Summary
	Previous	Current
	30-Mar-2010	31-Mar-2010	Change	Change %	Previous Week
Open	2,925	2,960	35	1.2%	2,844
High	2,980	2,991	11	0.4%	2,935
Low	2,925	2,891	-34	-1.2%	2,782
Close	2,969	2,969	0	0.0%	2,854
Range	55	100	45	81.8%	153
ATR	83	84	1	1.5%	0
Volume	6,090	9,312	3,222	52.9%	33,502

Daily Pivots for day following 31-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,250	3,210	3,024
R3	3,150	3,110	2,997
R2	3,050	3,050	2,987
R1	3,010	3,010	2,978	3,030
PP	2,950	2,950	2,950	2,961
S1	2,910	2,910	2,960	2,930
S2	2,850	2,850	2,951
S3	2,750	2,810	2,942
S4	2,650	2,710	2,914

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,316	3,238	2,938
R3	3,163	3,085	2,896
R2	3,010	3,010	2,882
R1	2,932	2,932	2,868	2,971
PP	2,857	2,857	2,857	2,877
S1	2,779	2,779	2,840	2,818
S2	2,704	2,704	2,826
S3	2,551	2,626	2,812
S4	2,398	2,473	2,770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,991	2,782	209	7.0%	76	2.6%	89%	True	False	7,089
10	2,991	2,782	209	7.0%	86	2.9%	89%	True	False	6,900
20	2,991	2,745	246	8.3%	84	2.8%	91%	True	False	7,219
40	3,191	2,745	446	15.0%	82	2.8%	50%	False	False	7,952

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	22
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,416
2.618	3,253
1.618	3,153
1.000	3,091
0.618	3,053
HIGH	2,991
0.618	2,953
0.500	2,941
0.382	2,929
LOW	2,891
0.618	2,829
1.000	2,791
1.618	2,729
2.618	2,629
4.250	2,466

Fisher Pivots for day following 31-Mar-2010
Pivot	1 day	3 day
R1	2,960	2,954
PP	2,950	2,938
S1	2,941	2,923

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