ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 2,930 2,922 -8 -0.3% 2,825
High 2,976 2,922 -54 -1.8% 2,950
Low 2,908 2,843 -65 -2.2% 2,773
Close 2,922 2,845 -77 -2.6% 2,940
Range 68 79 11 16.2% 177
ATR 75 75 0 0.4% 0
Volume 697 1,045 348 49.9% 3,333
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,107 3,055 2,888
R3 3,028 2,976 2,867
R2 2,949 2,949 2,859
R1 2,897 2,897 2,852 2,884
PP 2,870 2,870 2,870 2,863
S1 2,818 2,818 2,838 2,805
S2 2,791 2,791 2,831
S3 2,712 2,739 2,823
S4 2,633 2,660 2,802
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 2,820 156 5.5% 81 2.9% 16% False False 893
10 2,976 2,700 276 9.7% 75 2.6% 53% False False 783
20 2,976 2,488 488 17.2% 63 2.2% 73% False False 735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 3,258
2.618 3,129
1.618 3,050
1.000 3,001
0.618 2,971
HIGH 2,922
0.618 2,892
0.500 2,883
0.382 2,873
LOW 2,843
0.618 2,794
1.000 2,764
1.618 2,715
2.618 2,636
4.250 2,507
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 2,883 2,910
PP 2,870 2,888
S1 2,858 2,867

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

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