ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 2,891 2,940 49 1.7% 2,825
High 2,950 2,962 12 0.4% 2,950
Low 2,875 2,906 31 1.1% 2,773
Close 2,940 2,908 -32 -1.1% 2,940
Range 75 56 -19 -25.3% 177
ATR 77 76 -2 -2.0% 0
Volume 493 1,221 728 147.7% 3,333
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,093 3,057 2,939
R3 3,037 3,001 2,923
R2 2,981 2,981 2,918
R1 2,945 2,945 2,913 2,935
PP 2,925 2,925 2,925 2,921
S1 2,889 2,889 2,903 2,879
S2 2,869 2,869 2,898
S3 2,813 2,833 2,893
S4 2,757 2,777 2,877
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 2,962 2,773 189 6.5% 83 2.9% 71% True False 776
10 2,962 2,700 262 9.0% 67 2.3% 79% True False 788
20 2,962 2,488 474 16.3% 62 2.1% 89% True False 688
Crabel Price Patterns
NR True
NR4 True
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 8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,200
2.618 3,109
1.618 3,053
1.000 3,018
0.618 2,997
HIGH 2,962
0.618 2,941
0.500 2,934
0.382 2,927
LOW 2,906
0.618 2,871
1.000 2,850
1.618 2,815
2.618 2,759
4.250 2,668
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 2,934 2,902
PP 2,925 2,897
S1 2,917 2,891

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

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