ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 2,672 2,702 30 1.1% 2,488
High 2,712 2,712 0 0.0% 2,712
Low 2,672 2,679 7 0.3% 2,488
Close 2,687 2,702 15 0.6% 2,687
Range 40 33 -7 -17.5% 224
ATR 67 64 -2 -3.6% 0
Volume 1,333 1,186 -147 -11.0% 2,713
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,797 2,782 2,720
R3 2,764 2,749 2,711
R2 2,731 2,731 2,708
R1 2,716 2,716 2,705 2,719
PP 2,698 2,698 2,698 2,699
S1 2,683 2,683 2,699 2,686
S2 2,665 2,665 2,696
S3 2,632 2,650 2,693
S4 2,599 2,617 2,684
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,301 3,218 2,810
R3 3,077 2,994 2,749
R2 2,853 2,853 2,728
R1 2,770 2,770 2,708 2,812
PP 2,629 2,629 2,629 2,650
S1 2,546 2,546 2,666 2,588
S2 2,405 2,405 2,646
S3 2,181 2,322 2,625
S4 1,957 2,098 2,564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,712 2,497 215 8.0% 68 2.5% 95% True False 729
10 2,712 2,488 224 8.3% 57 2.1% 96% True False 588
20 2,756 2,466 290 10.7% 59 2.2% 81% False False 693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,852
2.618 2,798
1.618 2,765
1.000 2,745
0.618 2,732
HIGH 2,712
0.618 2,699
0.500 2,696
0.382 2,692
LOW 2,679
0.618 2,659
1.000 2,646
1.618 2,626
2.618 2,593
4.250 2,539
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 2,700 2,680
PP 2,698 2,659
S1 2,696 2,637

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

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