ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 25-Jun-2009

Day Change Summary
	Previous	Current
	24-Jun-2009	25-Jun-2009	Change	Change %	Previous Week
Open	2,525	2,512	-13	-0.5%	2,756
High	2,577	2,594	17	0.7%	2,756
Low	2,525	2,466	-59	-2.3%	2,545
Close	2,536	2,590	54	2.1%	2,549
Range	52	128	76	146.2%	211
ATR	63	68	5	7.3%	0
Volume	458	419	-39	-8.5%	3,887

Daily Pivots for day following 25-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,934	2,890	2,660
R3	2,806	2,762	2,625
R2	2,678	2,678	2,613
R1	2,634	2,634	2,602	2,656
PP	2,550	2,550	2,550	2,561
S1	2,506	2,506	2,578	2,528
S2	2,422	2,422	2,567
S3	2,294	2,378	2,555
S4	2,166	2,250	2,520

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,250	3,110	2,665
R3	3,039	2,899	2,607
R2	2,828	2,828	2,588
R1	2,688	2,688	2,568	2,653
PP	2,617	2,617	2,617	2,599
S1	2,477	2,477	2,530	2,442
S2	2,406	2,406	2,510
S3	2,195	2,266	2,491
S4	1,984	2,055	2,433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,594	2,466	128	4.9%	58	2.2%	97%	True	True	927
10	2,855	2,466	389	15.0%	59	2.3%	32%	False	True	812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	3,138
2.618	2,929
1.618	2,801
1.000	2,722
0.618	2,673
HIGH	2,594
0.618	2,545
0.500	2,530
0.382	2,515
LOW	2,466
0.618	2,387
1.000	2,338
1.618	2,259
2.618	2,131
4.250	1,922

Fisher Pivots for day following 25-Jun-2009
Pivot	1 day	3 day
R1	2,570	2,570
PP	2,550	2,550
S1	2,530	2,530

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