ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 3,432 3,423 -9 -0.3% 3,428
High 3,443 3,423 -20 -0.6% 3,485
Low 3,356 3,382 26 0.8% 3,356
Close 3,425 3,406 -19 -0.6% 3,425
Range 87 41 -46 -52.9% 129
ATR 68 66 -2 -2.6% 0
Volume 6,419 9,785 3,366 52.4% 26,891
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,527 3,507 3,429
R3 3,486 3,466 3,417
R2 3,445 3,445 3,414
R1 3,425 3,425 3,410 3,415
PP 3,404 3,404 3,404 3,398
S1 3,384 3,384 3,402 3,374
S2 3,363 3,363 3,398
S3 3,322 3,343 3,395
S4 3,281 3,302 3,383
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,809 3,746 3,496
R3 3,680 3,617 3,460
R2 3,551 3,551 3,449
R1 3,488 3,488 3,437 3,455
PP 3,422 3,422 3,422 3,406
S1 3,359 3,359 3,413 3,326
S2 3,293 3,293 3,401
S3 3,164 3,230 3,390
S4 3,035 3,101 3,354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,485 3,356 129 3.8% 64 1.9% 39% False False 7,335
10 3,485 3,282 203 6.0% 63 1.8% 61% False False 6,958
20 3,485 3,230 255 7.5% 57 1.7% 69% False False 5,915
40 3,510 3,230 280 8.2% 64 1.9% 63% False False 6,582
60 3,510 3,102 408 12.0% 70 2.1% 75% False False 6,827
80 3,510 2,990 520 15.3% 74 2.2% 80% False False 5,668
100 3,510 2,784 726 21.3% 76 2.2% 86% False False 4,764
120 3,510 2,725 785 23.0% 76 2.2% 87% False False 4,155
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3,597
2.618 3,530
1.618 3,489
1.000 3,464
0.618 3,448
HIGH 3,423
0.618 3,407
0.500 3,403
0.382 3,398
LOW 3,382
0.618 3,357
1.000 3,341
1.618 3,316
2.618 3,275
4.250 3,208
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 3,405 3,421
PP 3,404 3,416
S1 3,403 3,411

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.