ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 2,525 2,512 -13 -0.5% 2,756
High 2,577 2,594 17 0.7% 2,756
Low 2,525 2,466 -59 -2.3% 2,545
Close 2,536 2,590 54 2.1% 2,549
Range 52 128 76 146.2% 211
ATR 63 68 5 7.3% 0
Volume 458 419 -39 -8.5% 3,887
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,934 2,890 2,660
R3 2,806 2,762 2,625
R2 2,678 2,678 2,613
R1 2,634 2,634 2,602 2,656
PP 2,550 2,550 2,550 2,561
S1 2,506 2,506 2,578 2,528
S2 2,422 2,422 2,567
S3 2,294 2,378 2,555
S4 2,166 2,250 2,520
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 2,594 2,466 128 4.9% 58 2.2% 97% True True 927
10 2,855 2,466 389 15.0% 59 2.3% 32% False True 812
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 7
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3,138
2.618 2,929
1.618 2,801
1.000 2,722
0.618 2,673
HIGH 2,594
0.618 2,545
0.500 2,530
0.382 2,515
LOW 2,466
0.618 2,387
1.000 2,338
1.618 2,259
2.618 2,131
4.250 1,922
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 2,570 2,570
PP 2,550 2,550
S1 2,530 2,530

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

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