ICE Cocoa Future March 2010

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	2,940	2,930	-10	-0.3%	2,825
High	2,962	2,976	14	0.5%	2,950
Low	2,906	2,908	2	0.1%	2,773
Close	2,908	2,922	14	0.5%	2,940
Range	56	68	12	21.4%	177
ATR	76	75	-1	-0.7%	0
Volume	1,221	697	-524	-42.9%	3,333

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,139	3,099	2,959
R3	3,071	3,031	2,941
R2	3,003	3,003	2,934
R1	2,963	2,963	2,928	2,949
PP	2,935	2,935	2,935	2,929
S1	2,895	2,895	2,916	2,881
S2	2,867	2,867	2,910
S3	2,799	2,827	2,903
S4	2,731	2,759	2,885

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,419	3,356	3,037
R3	3,242	3,179	2,989
R2	3,065	3,065	2,972
R1	3,002	3,002	2,956	3,034
PP	2,888	2,888	2,888	2,903
S1	2,825	2,825	2,924	2,857
S2	2,711	2,711	2,908
S3	2,534	2,648	2,891
S4	2,357	2,471	2,843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,976	2,773	203	6.9%	89	3.0%	73%	True	False	803
10	2,976	2,700	276	9.4%	71	2.4%	80%	True	False	824
20	2,976	2,488	488	16.7%	63	2.1%	89%	True	False	687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,265
2.618	3,154
1.618	3,086
1.000	3,044
0.618	3,018
HIGH	2,976
0.618	2,950
0.500	2,942
0.382	2,934
LOW	2,908
0.618	2,866
1.000	2,840
1.618	2,798
2.618	2,730
4.250	2,619

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	2,942	2,926
PP	2,935	2,924
S1	2,929	2,923

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