ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 2,488 2,525 37 1.5% 2,613
High 2,509 2,553 44 1.8% 2,614
Low 2,488 2,500 12 0.5% 2,516
Close 2,513 2,509 -4 -0.2% 2,534
Range 21 53 32 152.4% 98
ATR 63 62 -1 -1.1% 0
Volume 252 253 1 0.4% 1,990
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,680 2,647 2,538
R3 2,627 2,594 2,524
R2 2,574 2,574 2,519
R1 2,541 2,541 2,514 2,531
PP 2,521 2,521 2,521 2,516
S1 2,488 2,488 2,504 2,478
S2 2,468 2,468 2,499
S3 2,415 2,435 2,494
S4 2,362 2,382 2,480
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,849 2,789 2,588
R3 2,751 2,691 2,561
R2 2,653 2,653 2,552
R1 2,593 2,593 2,543 2,574
PP 2,555 2,555 2,555 2,545
S1 2,495 2,495 2,525 2,476
S2 2,457 2,457 2,516
S3 2,359 2,397 2,507
S4 2,261 2,299 2,480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,614 2,488 126 5.0% 46 1.8% 17% False False 354
10 2,614 2,466 148 5.9% 56 2.2% 29% False False 533
20 2,880 2,466 414 16.5% 54 2.1% 10% False False 625
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,778
2.618 2,692
1.618 2,639
1.000 2,606
0.618 2,586
HIGH 2,553
0.618 2,533
0.500 2,527
0.382 2,520
LOW 2,500
0.618 2,467
1.000 2,447
1.618 2,414
2.618 2,361
4.250 2,275
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 2,527 2,521
PP 2,521 2,517
S1 2,515 2,513

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

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