ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 3,116 3,118 2 0.1% 3,068
High 3,138 3,190 52 1.7% 3,163
Low 3,055 3,118 63 2.1% 2,950
Close 3,096 3,188 92 3.0% 3,133
Range 83 72 -11 -13.3% 213
ATR 85 86 1 0.8% 0
Volume 1,306 753 -553 -42.3% 7,363
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,381 3,357 3,228
R3 3,309 3,285 3,208
R2 3,237 3,237 3,201
R1 3,213 3,213 3,195 3,225
PP 3,165 3,165 3,165 3,172
S1 3,141 3,141 3,181 3,153
S2 3,093 3,093 3,175
S3 3,021 3,069 3,168
S4 2,949 2,997 3,148
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,721 3,640 3,250
R3 3,508 3,427 3,192
R2 3,295 3,295 3,172
R1 3,214 3,214 3,153 3,255
PP 3,082 3,082 3,082 3,102
S1 3,001 3,001 3,113 3,042
S2 2,869 2,869 3,094
S3 2,656 2,788 3,074
S4 2,443 2,575 3,016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,190 2,950 240 7.5% 101 3.2% 99% True False 1,435
10 3,190 2,950 240 7.5% 79 2.5% 99% True False 1,231
20 3,190 2,784 406 12.7% 80 2.5% 100% True False 1,118
40 3,190 2,725 465 14.6% 79 2.5% 100% True False 1,117
60 3,190 2,488 702 22.0% 73 2.3% 100% True False 966
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,496
2.618 3,378
1.618 3,306
1.000 3,262
0.618 3,234
HIGH 3,190
0.618 3,162
0.500 3,154
0.382 3,146
LOW 3,118
0.618 3,074
1.000 3,046
1.618 3,002
2.618 2,930
4.250 2,812
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 3,177 3,165
PP 3,165 3,143
S1 3,154 3,120

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

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