ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 3,436 3,392 -44 -1.3% 3,292
High 3,439 3,430 -9 -0.3% 3,439
Low 3,375 3,310 -65 -1.9% 3,274
Close 3,390 3,379 -11 -0.3% 3,390
Range 64 120 56 87.5% 165
ATR 87 89 2 2.7% 0
Volume 1,767 2,983 1,216 68.8% 11,530
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,733 3,676 3,445
R3 3,613 3,556 3,412
R2 3,493 3,493 3,401
R1 3,436 3,436 3,390 3,405
PP 3,373 3,373 3,373 3,357
S1 3,316 3,316 3,368 3,285
S2 3,253 3,253 3,357
S3 3,133 3,196 3,346
S4 3,013 3,076 3,313
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,863 3,791 3,481
R3 3,698 3,626 3,435
R2 3,533 3,533 3,420
R1 3,461 3,461 3,405 3,497
PP 3,368 3,368 3,368 3,386
S1 3,296 3,296 3,375 3,332
S2 3,203 3,203 3,360
S3 3,038 3,131 3,345
S4 2,873 2,966 3,299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,439 3,310 129 3.8% 69 2.0% 53% False True 1,980
10 3,439 3,117 322 9.5% 73 2.2% 81% False False 2,395
20 3,439 2,990 449 13.3% 91 2.7% 87% False False 2,317
40 3,439 2,784 655 19.4% 82 2.4% 91% False False 1,723
60 3,439 2,725 714 21.1% 82 2.4% 92% False False 1,526
80 3,439 2,488 951 28.1% 78 2.3% 94% False False 1,321
100 3,439 2,466 973 28.8% 74 2.2% 94% False False 1,187
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 15
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,940
2.618 3,744
1.618 3,624
1.000 3,550
0.618 3,504
HIGH 3,430
0.618 3,384
0.500 3,370
0.382 3,356
LOW 3,310
0.618 3,236
1.000 3,190
1.618 3,116
2.618 2,996
4.250 2,800
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 3,376 3,378
PP 3,373 3,376
S1 3,370 3,375

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.