ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 2,968 3,000 32 1.1% 2,800
High 2,974 3,064 90 3.0% 2,996
Low 2,942 2,993 51 1.7% 2,784
Close 2,957 3,055 98 3.3% 2,957
Range 32 71 39 121.9% 212
ATR 84 85 2 2.0% 0
Volume 704 527 -177 -25.1% 5,298
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,250 3,224 3,094
R3 3,179 3,153 3,075
R2 3,108 3,108 3,068
R1 3,082 3,082 3,062 3,095
PP 3,037 3,037 3,037 3,044
S1 3,011 3,011 3,048 3,024
S2 2,966 2,966 3,042
S3 2,895 2,940 3,035
S4 2,824 2,869 3,016
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,548 3,465 3,074
R3 3,336 3,253 3,015
R2 3,124 3,124 2,996
R1 3,041 3,041 2,976 3,083
PP 2,912 2,912 2,912 2,933
S1 2,829 2,829 2,938 2,871
S2 2,700 2,700 2,918
S3 2,488 2,617 2,899
S4 2,276 2,405 2,840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,064 2,824 240 7.9% 68 2.2% 96% True False 1,052
10 3,064 2,784 280 9.2% 83 2.7% 97% True False 985
20 3,064 2,725 339 11.1% 84 2.8% 97% True False 1,077
40 3,064 2,700 364 11.9% 76 2.5% 98% True False 989
60 3,064 2,466 598 19.6% 70 2.3% 98% True False 890
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 12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,366
2.618 3,250
1.618 3,179
1.000 3,135
0.618 3,108
HIGH 3,064
0.618 3,037
0.500 3,029
0.382 3,020
LOW 2,993
0.618 2,949
1.000 2,922
1.618 2,878
2.618 2,807
4.250 2,691
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 3,046 3,035
PP 3,037 3,016
S1 3,029 2,996

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

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