ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	2,497	2,565	68	2.7%	2,613
High	2,577	2,696	119	4.6%	2,614
Low	2,497	2,562	65	2.6%	2,516
Close	2,575	2,683	108	4.2%	2,534
Range	80	134	54	67.5%	98
ATR	64	69	5	7.9%	0
Volume	226	649	423	187.2%	1,990

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,049	3,000	2,757
R3	2,915	2,866	2,720
R2	2,781	2,781	2,708
R1	2,732	2,732	2,695	2,757
PP	2,647	2,647	2,647	2,659
S1	2,598	2,598	2,671	2,623
S2	2,513	2,513	2,658
S3	2,379	2,464	2,646
S4	2,245	2,330	2,609

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,849	2,789	2,588
R3	2,751	2,691	2,561
R2	2,653	2,653	2,552
R1	2,593	2,593	2,543	2,574
PP	2,555	2,555	2,555	2,545
S1	2,495	2,495	2,525	2,476
S2	2,457	2,457	2,516
S3	2,359	2,397	2,507
S4	2,261	2,299	2,480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,696	2,488	208	7.8%	62	2.3%	94%	True	False	325
10	2,696	2,466	230	8.6%	70	2.6%	94%	True	False	451
20	2,880	2,466	414	15.4%	62	2.3%	52%	False	False	616

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	14
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	3,266
2.618	3,047
1.618	2,913
1.000	2,830
0.618	2,779
HIGH	2,696
0.618	2,645
0.500	2,629
0.382	2,613
LOW	2,562
0.618	2,479
1.000	2,428
1.618	2,345
2.618	2,211
4.250	1,993

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	2,665	2,654
PP	2,647	2,625
S1	2,629	2,597

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