Help my caterpillar

So I have been caring for a caterpillar I found on the side of my house and took in to protect it from the crazy weather but I don't know what kind of caterpillar it is. Here is some information:

It was black with little orange

It had lightly dense hair

It is in a black cocoon with orangey red stripes (I know it's in a cocoon)

The cocoon is not hanging

I'm from New Jersey 

I need to know if my caterpillar is alive and what kind it is. I have done some "research" but came inconclusive. If you have any idea, please attach a photo so I can verify! Thanks!