ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 2,497 2,565 68 2.7% 2,613
High 2,577 2,696 119 4.6% 2,614
Low 2,497 2,562 65 2.6% 2,516
Close 2,575 2,683 108 4.2% 2,534
Range 80 134 54 67.5% 98
ATR 64 69 5 7.9% 0
Volume 226 649 423 187.2% 1,990
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,049 3,000 2,757
R3 2,915 2,866 2,720
R2 2,781 2,781 2,708
R1 2,732 2,732 2,695 2,757
PP 2,647 2,647 2,647 2,659
S1 2,598 2,598 2,671 2,623
S2 2,513 2,513 2,658
S3 2,379 2,464 2,646
S4 2,245 2,330 2,609
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 2,696 2,488 208 7.8% 62 2.3% 94% True False 325
10 2,696 2,466 230 8.6% 70 2.6% 94% True False 451
20 2,880 2,466 414 15.4% 62 2.3% 52% False False 616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 3,266
2.618 3,047
1.618 2,913
1.000 2,830
0.618 2,779
HIGH 2,696
0.618 2,645
0.500 2,629
0.382 2,613
LOW 2,562
0.618 2,479
1.000 2,428
1.618 2,345
2.618 2,211
4.250 1,993
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 2,665 2,654
PP 2,647 2,625
S1 2,629 2,597

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

View Archives - Comment on this page... - Back to Index of Symbols