ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 2,737 2,778 41 1.5% 2,702
High 2,737 2,819 82 3.0% 2,819
Low 2,700 2,760 60 2.2% 2,679
Close 2,721 2,798 77 2.8% 2,798
Range 37 59 22 59.5% 140
ATR 62 65 3 4.2% 0
Volume 1,118 416 -702 -62.8% 4,521
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,969 2,943 2,830
R3 2,910 2,884 2,814
R2 2,851 2,851 2,809
R1 2,825 2,825 2,803 2,838
PP 2,792 2,792 2,792 2,799
S1 2,766 2,766 2,793 2,779
S2 2,733 2,733 2,787
S3 2,674 2,707 2,782
S4 2,615 2,648 2,766
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,185 3,132 2,875
R3 3,045 2,992 2,837
R2 2,905 2,905 2,824
R1 2,852 2,852 2,811 2,879
PP 2,765 2,765 2,765 2,779
S1 2,712 2,712 2,785 2,739
S2 2,625 2,625 2,772
S3 2,485 2,572 2,760
S4 2,345 2,432 2,721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,819 2,679 140 5.0% 38 1.4% 85% True False 904
10 2,819 2,488 331 11.8% 52 1.9% 94% True False 723
20 2,819 2,466 353 12.6% 54 1.9% 94% True False 729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,070
2.618 2,973
1.618 2,914
1.000 2,878
0.618 2,855
HIGH 2,819
0.618 2,796
0.500 2,790
0.382 2,783
LOW 2,760
0.618 2,724
1.000 2,701
1.618 2,665
2.618 2,606
4.250 2,509
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 2,795 2,785
PP 2,792 2,772
S1 2,790 2,760

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

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