ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 3,152 3,100 -52 -1.6% 3,090
High 3,176 3,100 -76 -2.4% 3,176
Low 3,097 3,000 -97 -3.1% 3,000
Close 3,116 3,023 -93 -3.0% 3,023
Range 79 100 21 26.6% 176
ATR 82 84 2 3.0% 0
Volume 1,583 2,859 1,276 80.6% 6,105
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,341 3,282 3,078
R3 3,241 3,182 3,051
R2 3,141 3,141 3,041
R1 3,082 3,082 3,032 3,062
PP 3,041 3,041 3,041 3,031
S1 2,982 2,982 3,014 2,962
S2 2,941 2,941 3,005
S3 2,841 2,882 2,996
S4 2,741 2,782 2,968
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,594 3,485 3,120
R3 3,418 3,309 3,071
R2 3,242 3,242 3,055
R1 3,133 3,133 3,039 3,100
PP 3,066 3,066 3,066 3,050
S1 2,957 2,957 3,007 2,924
S2 2,890 2,890 2,991
S3 2,714 2,781 2,975
S4 2,538 2,605 2,926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,176 3,000 176 5.8% 75 2.5% 13% False True 1,221
10 3,236 3,000 236 7.8% 75 2.5% 10% False True 1,160
20 3,236 2,928 308 10.2% 74 2.5% 31% False False 1,168
40 3,236 2,725 511 16.9% 79 2.6% 58% False False 1,167
60 3,236 2,562 674 22.3% 76 2.5% 68% False False 1,068
80 3,236 2,466 770 25.5% 71 2.3% 72% False False 955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,525
2.618 3,362
1.618 3,262
1.000 3,200
0.618 3,162
HIGH 3,100
0.618 3,062
0.500 3,050
0.382 3,038
LOW 3,000
0.618 2,938
1.000 2,900
1.618 2,838
2.618 2,738
4.250 2,575
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 3,050 3,088
PP 3,041 3,066
S1 3,032 3,045

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

View Archives - Comment on this page... - Back to Index of Symbols