ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 3,385 3,476 91 2.7% 3,371
High 3,510 3,490 -20 -0.6% 3,437
Low 3,377 3,400 23 0.7% 3,327
Close 3,498 3,424 -74 -2.1% 3,394
Range 133 90 -43 -32.3% 110
ATR 73 74 2 2.5% 0
Volume 7,930 14,643 6,713 84.7% 28,435
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,708 3,656 3,474
R3 3,618 3,566 3,449
R2 3,528 3,528 3,441
R1 3,476 3,476 3,432 3,457
PP 3,438 3,438 3,438 3,429
S1 3,386 3,386 3,416 3,367
S2 3,348 3,348 3,408
S3 3,258 3,296 3,399
S4 3,168 3,206 3,375
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,716 3,665 3,455
R3 3,606 3,555 3,424
R2 3,496 3,496 3,414
R1 3,445 3,445 3,404 3,471
PP 3,386 3,386 3,386 3,399
S1 3,335 3,335 3,384 3,361
S2 3,276 3,276 3,374
S3 3,166 3,225 3,364
S4 3,056 3,115 3,334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,510 3,354 156 4.6% 75 2.2% 45% False False 7,389
10 3,510 3,327 183 5.3% 63 1.9% 53% False False 6,655
20 3,510 3,146 364 10.6% 72 2.1% 76% False False 6,547
40 3,510 3,102 408 11.9% 73 2.1% 79% False False 6,579
60 3,510 2,990 520 15.2% 78 2.3% 83% False False 5,086
80 3,510 2,784 726 21.2% 78 2.3% 88% False False 4,094
100 3,510 2,725 785 22.9% 78 2.3% 89% False False 3,498
120 3,510 2,488 1,022 29.8% 76 2.2% 92% False False 3,026
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,873
2.618 3,726
1.618 3,636
1.000 3,580
0.618 3,546
HIGH 3,490
0.618 3,456
0.500 3,445
0.382 3,434
LOW 3,400
0.618 3,344
1.000 3,310
1.618 3,254
2.618 3,164
4.250 3,018
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 3,445 3,432
PP 3,438 3,429
S1 3,431 3,427

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

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