ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 2,580 2,613 33 1.3% 2,544
High 2,595 2,613 18 0.7% 2,595
Low 2,525 2,559 34 1.3% 2,466
Close 2,590 2,589 -1 0.0% 2,590
Range 70 54 -16 -22.9% 129
ATR 68 67 -1 -1.5% 0
Volume 721 721 0 0.0% 4,101
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,749 2,723 2,619
R3 2,695 2,669 2,604
R2 2,641 2,641 2,599
R1 2,615 2,615 2,594 2,601
PP 2,587 2,587 2,587 2,580
S1 2,561 2,561 2,584 2,547
S2 2,533 2,533 2,579
S3 2,479 2,507 2,574
S4 2,425 2,453 2,559
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 2,613 2,466 147 5.7% 65 2.5% 84% True False 713
10 2,703 2,466 237 9.2% 56 2.1% 52% False False 784
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 True
Stretch 8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,843
2.618 2,754
1.618 2,700
1.000 2,667
0.618 2,646
HIGH 2,613
0.618 2,592
0.500 2,586
0.382 2,580
LOW 2,559
0.618 2,526
1.000 2,505
1.618 2,472
2.618 2,418
4.250 2,330
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 2,588 2,573
PP 2,587 2,556
S1 2,586 2,540

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

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