ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 2,512 2,580 68 2.7% 2,544
High 2,594 2,595 1 0.0% 2,595
Low 2,466 2,525 59 2.4% 2,466
Close 2,590 2,590 0 0.0% 2,590
Range 128 70 -58 -45.3% 129
ATR 68 68 0 0.2% 0
Volume 419 721 302 72.1% 4,101
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,780 2,755 2,629
R3 2,710 2,685 2,609
R2 2,640 2,640 2,603
R1 2,615 2,615 2,596 2,628
PP 2,570 2,570 2,570 2,576
S1 2,545 2,545 2,584 2,558
S2 2,500 2,500 2,577
S3 2,430 2,475 2,571
S4 2,360 2,405 2,552
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,937 2,893 2,661
R3 2,808 2,764 2,625
R2 2,679 2,679 2,614
R1 2,635 2,635 2,602 2,657
PP 2,550 2,550 2,550 2,562
S1 2,506 2,506 2,578 2,528
S2 2,421 2,421 2,566
S3 2,292 2,377 2,555
S4 2,163 2,248 2,519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,595 2,466 129 5.0% 62 2.4% 96% True False 820
10 2,756 2,466 290 11.2% 61 2.3% 43% False False 798
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,893
2.618 2,778
1.618 2,708
1.000 2,665
0.618 2,638
HIGH 2,595
0.618 2,568
0.500 2,560
0.382 2,552
LOW 2,525
0.618 2,482
1.000 2,455
1.618 2,412
2.618 2,342
4.250 2,228
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 2,580 2,570
PP 2,570 2,550
S1 2,560 2,531

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

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