ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	2,565	2,672	107	4.2%	2,488
High	2,696	2,712	16	0.6%	2,712
Low	2,562	2,672	110	4.3%	2,488
Close	2,683	2,687	4	0.1%	2,687
Range	134	40	-94	-70.1%	224
ATR	69	67	-2	-3.0%	0
Volume	649	1,333	684	105.4%	2,713

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,810	2,789	2,709
R3	2,770	2,749	2,698
R2	2,730	2,730	2,694
R1	2,709	2,709	2,691	2,720
PP	2,690	2,690	2,690	2,696
S1	2,669	2,669	2,683	2,680
S2	2,650	2,650	2,680
S3	2,610	2,629	2,676
S4	2,570	2,589	2,665

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,301	3,218	2,810
R3	3,077	2,994	2,749
R2	2,853	2,853	2,728
R1	2,770	2,770	2,708	2,812
PP	2,629	2,629	2,629	2,650
S1	2,546	2,546	2,666	2,588
S2	2,405	2,405	2,646
S3	2,181	2,322	2,625
S4	1,957	2,098	2,564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,712	2,488	224	8.3%	66	2.4%	89%	True	False	542
10	2,712	2,488	224	8.3%	61	2.3%	89%	True	False	542
20	2,855	2,466	389	14.5%	60	2.2%	57%	False	False	677

Crabel Price Patterns
NR	True
NR4	True
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	9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,882
2.618	2,817
1.618	2,777
1.000	2,752
0.618	2,737
HIGH	2,712
0.618	2,697
0.500	2,692
0.382	2,687
LOW	2,672
0.618	2,647
1.000	2,632
1.618	2,607
2.618	2,567
4.250	2,502

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	2,692	2,660
PP	2,690	2,632
S1	2,689	2,605

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