ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	2,750	2,737	-13	-0.5%	2,488
High	2,784	2,737	-47	-1.7%	2,712
Low	2,750	2,700	-50	-1.8%	2,488
Close	2,761	2,721	-40	-1.4%	2,687
Range	34	37	3	8.8%	224
ATR	62	62	0	-0.1%	0
Volume	1,462	1,118	-344	-23.5%	2,713

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,830	2,813	2,741
R3	2,793	2,776	2,731
R2	2,756	2,756	2,728
R1	2,739	2,739	2,724	2,729
PP	2,719	2,719	2,719	2,715
S1	2,702	2,702	2,718	2,692
S2	2,682	2,682	2,714
S3	2,645	2,665	2,711
S4	2,608	2,628	2,701

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	2,784	2,672	112	4.1%	34	1.3%	44%	False	False	1,087
10	2,784	2,488	296	10.9%	48	1.8%	79%	False	False	706
20	2,784	2,466	318	11.7%	53	1.9%	80%	False	False	749

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,894
2.618	2,834
1.618	2,797
1.000	2,774
0.618	2,760
HIGH	2,737
0.618	2,723
0.500	2,719
0.382	2,714
LOW	2,700
0.618	2,677
1.000	2,663
1.618	2,640
2.618	2,603
4.250	2,543

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	2,720	2,742
PP	2,719	2,735
S1	2,719	2,728

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