ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 3,198 3,155 -43 -1.3% 3,068
High 3,236 3,155 -81 -2.5% 3,163
Low 3,167 3,075 -92 -2.9% 2,950
Close 3,175 3,084 -91 -2.9% 3,133
Range 69 80 11 15.9% 213
ATR 84 85 1 1.3% 0
Volume 1,100 1,152 52 4.7% 7,363
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,345 3,294 3,128
R3 3,265 3,214 3,106
R2 3,185 3,185 3,099
R1 3,134 3,134 3,091 3,120
PP 3,105 3,105 3,105 3,097
S1 3,054 3,054 3,077 3,040
S2 3,025 3,025 3,069
S3 2,945 2,974 3,062
S4 2,865 2,894 3,040
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 3,236 3,050 186 6.0% 81 2.6% 18% False False 1,078
10 3,236 2,950 286 9.3% 79 2.6% 47% False False 1,275
20 3,236 2,784 452 14.7% 81 2.6% 66% False False 1,170
40 3,236 2,725 511 16.6% 80 2.6% 70% False False 1,125
60 3,236 2,488 748 24.3% 74 2.4% 80% False False 979
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 15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,495
2.618 3,364
1.618 3,284
1.000 3,235
0.618 3,204
HIGH 3,155
0.618 3,124
0.500 3,115
0.382 3,106
LOW 3,075
0.618 3,026
1.000 2,995
1.618 2,946
2.618 2,866
4.250 2,735
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 3,115 3,156
PP 3,105 3,132
S1 3,094 3,108

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

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