ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 3,136 3,130 -6 -0.2% 3,423
High 3,154 3,150 -4 -0.1% 3,423
Low 3,070 3,060 -10 -0.3% 3,172
Close 3,144 3,090 -54 -1.7% 3,184
Range 84 90 6 7.1% 251
ATR 81 82 1 0.8% 0
Volume 15,130 11,235 -3,895 -25.7% 54,757
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,370 3,320 3,140
R3 3,280 3,230 3,115
R2 3,190 3,190 3,107
R1 3,140 3,140 3,098 3,120
PP 3,100 3,100 3,100 3,090
S1 3,050 3,050 3,082 3,030
S2 3,010 3,010 3,074
S3 2,920 2,960 3,065
S4 2,830 2,870 3,041
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 4,013 3,849 3,322
R3 3,762 3,598 3,253
R2 3,511 3,511 3,230
R1 3,347 3,347 3,207 3,304
PP 3,260 3,260 3,260 3,238
S1 3,096 3,096 3,161 3,053
S2 3,009 3,009 3,138
S3 2,758 2,845 3,115
S4 2,507 2,594 3,046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,287 3,040 247 8.0% 92 3.0% 20% False False 11,918
10 3,443 3,040 403 13.0% 96 3.1% 12% False False 10,934
20 3,485 3,040 445 14.4% 78 2.5% 11% False False 8,740
40 3,510 3,040 470 15.2% 72 2.3% 11% False False 7,644
60 3,510 3,040 470 15.2% 74 2.4% 11% False False 7,753
80 3,510 3,040 470 15.2% 75 2.4% 11% False False 6,626
100 3,510 2,950 560 18.1% 77 2.5% 25% False False 5,618
120 3,510 2,725 785 25.4% 78 2.5% 46% False False 4,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,533
2.618 3,386
1.618 3,296
1.000 3,240
0.618 3,206
HIGH 3,150
0.618 3,116
0.500 3,105
0.382 3,094
LOW 3,060
0.618 3,004
1.000 2,970
1.618 2,914
2.618 2,824
4.250 2,678
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 3,105 3,097
PP 3,100 3,095
S1 3,095 3,092

These figures are updated between 7pm and 10pm EST after a trading day.

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