ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 2,821 2,891 70 2.5% 2,825
High 2,949 2,950 1 0.0% 2,950
Low 2,820 2,875 55 2.0% 2,773
Close 2,919 2,940 21 0.7% 2,940
Range 129 75 -54 -41.9% 177
ATR 77 77 0 -0.2% 0
Volume 1,010 493 -517 -51.2% 3,333
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,147 3,118 2,981
R3 3,072 3,043 2,961
R2 2,997 2,997 2,954
R1 2,968 2,968 2,947 2,983
PP 2,922 2,922 2,922 2,929
S1 2,893 2,893 2,933 2,908
S2 2,847 2,847 2,926
S3 2,772 2,818 2,919
S4 2,697 2,743 2,899
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,419 3,356 3,037
R3 3,242 3,179 2,989
R2 3,065 3,065 2,972
R1 3,002 3,002 2,956 3,034
PP 2,888 2,888 2,888 2,903
S1 2,825 2,825 2,924 2,857
S2 2,711 2,711 2,908
S3 2,534 2,648 2,891
S4 2,357 2,471 2,843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,950 2,773 177 6.0% 90 3.1% 94% True False 666
10 2,950 2,679 271 9.2% 64 2.2% 96% True False 785
20 2,950 2,488 462 15.7% 63 2.1% 98% True False 663
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,269
2.618 3,146
1.618 3,071
1.000 3,025
0.618 2,996
HIGH 2,950
0.618 2,921
0.500 2,913
0.382 2,904
LOW 2,875
0.618 2,829
1.000 2,800
1.618 2,754
2.618 2,679
4.250 2,556
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 2,931 2,914
PP 2,922 2,888
S1 2,913 2,862

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

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