ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 2,613 2,563 -50 -1.9% 2,544
High 2,613 2,612 -1 0.0% 2,595
Low 2,559 2,538 -21 -0.8% 2,466
Close 2,589 2,554 -35 -1.4% 2,590
Range 54 74 20 37.0% 129
ATR 67 67 1 0.8% 0
Volume 721 93 -628 -87.1% 4,101
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,790 2,746 2,595
R3 2,716 2,672 2,574
R2 2,642 2,642 2,568
R1 2,598 2,598 2,561 2,583
PP 2,568 2,568 2,568 2,561
S1 2,524 2,524 2,547 2,509
S2 2,494 2,494 2,540
S3 2,420 2,450 2,534
S4 2,346 2,376 2,513
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 5.8% 76 3.0% 60% False False 482
10 2,650 2,466 184 7.2% 60 2.3% 48% False False 748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,927
2.618 2,806
1.618 2,732
1.000 2,686
0.618 2,658
HIGH 2,612
0.618 2,584
0.500 2,575
0.382 2,566
LOW 2,538
0.618 2,492
1.000 2,464
1.618 2,418
2.618 2,344
4.250 2,224
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 2,575 2,569
PP 2,568 2,564
S1 2,561 2,559

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

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