ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 2,940 2,930 -10 -0.3% 2,825
High 2,962 2,976 14 0.5% 2,950
Low 2,906 2,908 2 0.1% 2,773
Close 2,908 2,922 14 0.5% 2,940
Range 56 68 12 21.4% 177
ATR 76 75 -1 -0.7% 0
Volume 1,221 697 -524 -42.9% 3,333
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,139 3,099 2,959
R3 3,071 3,031 2,941
R2 3,003 3,003 2,934
R1 2,963 2,963 2,928 2,949
PP 2,935 2,935 2,935 2,929
S1 2,895 2,895 2,916 2,881
S2 2,867 2,867 2,910
S3 2,799 2,827 2,903
S4 2,731 2,759 2,885
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 2,976 2,773 203 6.9% 89 3.0% 73% True False 803
10 2,976 2,700 276 9.4% 71 2.4% 80% True False 824
20 2,976 2,488 488 16.7% 63 2.1% 89% True False 687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,265
2.618 3,154
1.618 3,086
1.000 3,044
0.618 3,018
HIGH 2,976
0.618 2,950
0.500 2,942
0.382 2,934
LOW 2,908
0.618 2,866
1.000 2,840
1.618 2,798
2.618 2,730
4.250 2,619
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 2,942 2,926
PP 2,935 2,924
S1 2,929 2,923

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

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