ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 2,750 2,737 -13 -0.5% 2,488
High 2,784 2,737 -47 -1.7% 2,712
Low 2,750 2,700 -50 -1.8% 2,488
Close 2,761 2,721 -40 -1.4% 2,687
Range 34 37 3 8.8% 224
ATR 62 62 0 -0.1% 0
Volume 1,462 1,118 -344 -23.5% 2,713
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,830 2,813 2,741
R3 2,793 2,776 2,731
R2 2,756 2,756 2,728
R1 2,739 2,739 2,724 2,729
PP 2,719 2,719 2,719 2,715
S1 2,702 2,702 2,718 2,692
S2 2,682 2,682 2,714
S3 2,645 2,665 2,711
S4 2,608 2,628 2,701
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 2,784 2,672 112 4.1% 34 1.3% 44% False False 1,087
10 2,784 2,488 296 10.9% 48 1.8% 79% False False 706
20 2,784 2,466 318 11.7% 53 1.9% 80% False False 749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,894
2.618 2,834
1.618 2,797
1.000 2,774
0.618 2,760
HIGH 2,737
0.618 2,723
0.500 2,719
0.382 2,714
LOW 2,700
0.618 2,677
1.000 2,663
1.618 2,640
2.618 2,603
4.250 2,543
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 2,720 2,742
PP 2,719 2,735
S1 2,719 2,728

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

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