ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 2,886 2,821 -65 -2.3% 2,702
High 2,890 2,949 59 2.0% 2,819
Low 2,773 2,820 47 1.7% 2,679
Close 2,788 2,919 131 4.7% 2,798
Range 117 129 12 10.3% 140
ATR 71 77 6 9.1% 0
Volume 597 1,010 413 69.2% 4,521
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,283 3,230 2,990
R3 3,154 3,101 2,954
R2 3,025 3,025 2,943
R1 2,972 2,972 2,931 2,999
PP 2,896 2,896 2,896 2,909
S1 2,843 2,843 2,907 2,870
S2 2,767 2,767 2,895
S3 2,638 2,714 2,884
S4 2,509 2,585 2,848
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 2,949 2,760 189 6.5% 87 3.0% 84% True False 651
10 2,949 2,672 277 9.5% 61 2.1% 89% True False 869
20 2,949 2,466 483 16.5% 65 2.2% 94% True False 660
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 5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,497
2.618 3,287
1.618 3,158
1.000 3,078
0.618 3,029
HIGH 2,949
0.618 2,900
0.500 2,885
0.382 2,869
LOW 2,820
0.618 2,740
1.000 2,691
1.618 2,611
2.618 2,482
4.250 2,272
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 2,908 2,900
PP 2,896 2,880
S1 2,885 2,861

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

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