ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	2,821	2,891	70	2.5%	2,825
High	2,949	2,950	1	0.0%	2,950
Low	2,820	2,875	55	2.0%	2,773
Close	2,919	2,940	21	0.7%	2,940
Range	129	75	-54	-41.9%	177
ATR	77	77	0	-0.2%	0
Volume	1,010	493	-517	-51.2%	3,333

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,147	3,118	2,981
R3	3,072	3,043	2,961
R2	2,997	2,997	2,954
R1	2,968	2,968	2,947	2,983
PP	2,922	2,922	2,922	2,929
S1	2,893	2,893	2,933	2,908
S2	2,847	2,847	2,926
S3	2,772	2,818	2,919
S4	2,697	2,743	2,899

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,419	3,356	3,037
R3	3,242	3,179	2,989
R2	3,065	3,065	2,972
R1	3,002	3,002	2,956	3,034
PP	2,888	2,888	2,888	2,903
S1	2,825	2,825	2,924	2,857
S2	2,711	2,711	2,908
S3	2,534	2,648	2,891
S4	2,357	2,471	2,843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,950	2,773	177	6.0%	90	3.1%	94%	True	False	666
10	2,950	2,679	271	9.2%	64	2.2%	96%	True	False	785
20	2,950	2,488	462	15.7%	63	2.1%	98%	True	False	663

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	6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,269
2.618	3,146
1.618	3,071
1.000	3,025
0.618	2,996
HIGH	2,950
0.618	2,921
0.500	2,913
0.382	2,904
LOW	2,875
0.618	2,829
1.000	2,800
1.618	2,754
2.618	2,679
4.250	2,556

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	2,931	2,914
PP	2,922	2,888
S1	2,913	2,862

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