ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 2,505 2,525 20 0.8% 2,756
High 2,522 2,577 55 2.2% 2,756
Low 2,500 2,525 25 1.0% 2,545
Close 2,514 2,536 22 0.9% 2,549
Range 22 52 30 136.4% 211
ATR 63 63 0 0.0% 0
Volume 1,246 458 -788 -63.2% 3,887
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,702 2,671 2,565
R3 2,650 2,619 2,550
R2 2,598 2,598 2,546
R1 2,567 2,567 2,541 2,583
PP 2,546 2,546 2,546 2,554
S1 2,515 2,515 2,531 2,531
S2 2,494 2,494 2,526
S3 2,442 2,463 2,522
S4 2,390 2,411 2,507
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 3,250 3,110 2,665
R3 3,039 2,899 2,607
R2 2,828 2,828 2,588
R1 2,688 2,688 2,568 2,653
PP 2,617 2,617 2,617 2,599
S1 2,477 2,477 2,530 2,442
S2 2,406 2,406 2,510
S3 2,195 2,266 2,491
S4 1,984 2,055 2,433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,593 2,500 93 3.7% 37 1.4% 39% False False 1,006
10 2,880 2,500 380 15.0% 54 2.1% 9% False False 782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,798
2.618 2,713
1.618 2,661
1.000 2,629
0.618 2,609
HIGH 2,577
0.618 2,557
0.500 2,551
0.382 2,545
LOW 2,525
0.618 2,493
1.000 2,473
1.618 2,441
2.618 2,389
4.250 2,304
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 2,551 2,539
PP 2,546 2,538
S1 2,541 2,537

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

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