ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 2,570 2,531 -39 -1.5% 2,544
High 2,614 2,537 -77 -2.9% 2,595
Low 2,551 2,516 -35 -1.4% 2,466
Close 2,544 2,534 -10 -0.4% 2,590
Range 63 21 -42 -66.7% 129
ATR 67 64 -3 -4.2% 0
Volume 931 245 -686 -73.7% 4,101
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,592 2,584 2,546
R3 2,571 2,563 2,540
R2 2,550 2,550 2,538
R1 2,542 2,542 2,536 2,546
PP 2,529 2,529 2,529 2,531
S1 2,521 2,521 2,532 2,525
S2 2,508 2,508 2,530
S3 2,487 2,500 2,528
S4 2,466 2,479 2,522
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 2,614 2,516 98 3.9% 56 2.2% 18% False True 542
10 2,614 2,466 148 5.8% 57 2.2% 46% False False 734
20 2,880 2,466 414 16.3% 55 2.2% 16% False False 644
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,626
2.618 2,592
1.618 2,571
1.000 2,558
0.618 2,550
HIGH 2,537
0.618 2,529
0.500 2,527
0.382 2,524
LOW 2,516
0.618 2,503
1.000 2,495
1.618 2,482
2.618 2,461
4.250 2,427
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 2,532 2,565
PP 2,529 2,555
S1 2,527 2,544

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

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