ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 2,949 2,973 24 0.8% 2,840
High 2,997 3,039 42 1.4% 3,002
Low 2,940 2,961 21 0.7% 2,725
Close 2,946 3,023 77 2.6% 2,980
Range 57 78 21 36.8% 277
ATR 83 84 1 0.9% 0
Volume 730 490 -240 -32.9% 5,790
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,242 3,210 3,066
R3 3,164 3,132 3,044
R2 3,086 3,086 3,037
R1 3,054 3,054 3,030 3,070
PP 3,008 3,008 3,008 3,016
S1 2,976 2,976 3,016 2,992
S2 2,930 2,930 3,009
S3 2,852 2,898 3,002
S4 2,774 2,820 2,980
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,733 3,634 3,132
R3 3,456 3,357 3,056
R2 3,179 3,179 3,031
R1 3,080 3,080 3,005 3,130
PP 2,902 2,902 2,902 2,927
S1 2,803 2,803 2,955 2,853
S2 2,625 2,625 2,929
S3 2,348 2,526 2,904
S4 2,071 2,249 2,828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,039 2,731 308 10.2% 90 3.0% 95% True False 877
10 3,039 2,725 314 10.4% 85 2.8% 95% True False 1,161
20 3,039 2,725 314 10.4% 78 2.6% 95% True False 1,081
40 3,039 2,488 551 18.2% 70 2.3% 97% True False 884
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 7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,371
2.618 3,243
1.618 3,165
1.000 3,117
0.618 3,087
HIGH 3,039
0.618 3,009
0.500 3,000
0.382 2,991
LOW 2,961
0.618 2,913
1.000 2,883
1.618 2,835
2.618 2,757
4.250 2,630
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 3,015 3,012
PP 3,008 3,001
S1 3,000 2,990

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

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