ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 2,974 2,916 -58 -2.0% 2,940
High 2,992 2,925 -67 -2.2% 2,976
Low 2,910 2,866 -44 -1.5% 2,843
Close 2,917 2,868 -49 -1.7% 2,942
Range 82 59 -23 -28.0% 133
ATR 76 74 -1 -1.6% 0
Volume 1,340 1,554 214 16.0% 5,098
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,063 3,025 2,900
R3 3,004 2,966 2,884
R2 2,945 2,945 2,879
R1 2,907 2,907 2,873 2,897
PP 2,886 2,886 2,886 2,881
S1 2,848 2,848 2,863 2,838
S2 2,827 2,827 2,857
S3 2,768 2,789 2,852
S4 2,709 2,730 2,836
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,319 3,264 3,015
R3 3,186 3,131 2,979
R2 3,053 3,053 2,966
R1 2,998 2,998 2,954 3,026
PP 2,920 2,920 2,920 2,934
S1 2,865 2,865 2,930 2,893
S2 2,787 2,787 2,918
S3 2,654 2,732 2,905
S4 2,521 2,599 2,869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,004 2,866 138 4.8% 64 2.2% 1% False True 1,140
10 3,004 2,843 161 5.6% 71 2.5% 16% False False 958
20 3,004 2,672 332 11.6% 66 2.3% 59% False False 913
40 3,004 2,466 538 18.8% 64 2.2% 75% False False 765
Crabel Price Patterns
NR True
NR4 False
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 17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,176
2.618 3,079
1.618 3,020
1.000 2,984
0.618 2,961
HIGH 2,925
0.618 2,902
0.500 2,896
0.382 2,889
LOW 2,866
0.618 2,830
1.000 2,807
1.618 2,771
2.618 2,712
4.250 2,615
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 2,896 2,935
PP 2,886 2,913
S1 2,877 2,890

These figures are updated between 7pm and 10pm EST after a trading day.

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