ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 2,999 2,870 -129 -4.3% 2,949
High 3,000 2,870 -130 -4.3% 3,039
Low 2,792 2,796 4 0.1% 2,792
Close 2,842 2,819 -23 -0.8% 2,819
Range 208 74 -134 -64.4% 247
ATR 91 90 -1 -1.3% 0
Volume 813 1,073 260 32.0% 4,756
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,050 3,009 2,860
R3 2,976 2,935 2,839
R2 2,902 2,902 2,833
R1 2,861 2,861 2,826 2,845
PP 2,828 2,828 2,828 2,820
S1 2,787 2,787 2,812 2,771
S2 2,754 2,754 2,805
S3 2,680 2,713 2,799
S4 2,606 2,639 2,778
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,624 3,469 2,955
R3 3,377 3,222 2,887
R2 3,130 3,130 2,864
R1 2,975 2,975 2,842 2,929
PP 2,883 2,883 2,883 2,861
S1 2,728 2,728 2,796 2,682
S2 2,636 2,636 2,774
S3 2,389 2,481 2,751
S4 2,142 2,234 2,683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,039 2,792 247 8.8% 93 3.3% 11% False False 951
10 3,039 2,725 314 11.1% 95 3.4% 30% False False 1,054
20 3,039 2,725 314 11.1% 83 2.9% 30% False False 1,099
40 3,039 2,488 551 19.5% 75 2.6% 60% False False 941
60 3,039 2,466 573 20.3% 68 2.4% 62% False False 842
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,185
2.618 3,064
1.618 2,990
1.000 2,944
0.618 2,916
HIGH 2,870
0.618 2,842
0.500 2,833
0.382 2,824
LOW 2,796
0.618 2,750
1.000 2,722
1.618 2,676
2.618 2,602
4.250 2,482
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 2,833 2,903
PP 2,828 2,875
S1 2,824 2,847

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

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