ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 2,866 2,909 43 1.5% 2,954
High 2,895 2,978 83 2.9% 3,004
Low 2,847 2,909 62 2.2% 2,847
Close 2,888 2,952 64 2.2% 2,888
Range 48 69 21 43.8% 157
ATR 73 74 1 1.7% 0
Volume 214 2,055 1,841 860.3% 4,205
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,153 3,122 2,990
R3 3,084 3,053 2,971
R2 3,015 3,015 2,965
R1 2,984 2,984 2,958 3,000
PP 2,946 2,946 2,946 2,954
S1 2,915 2,915 2,946 2,931
S2 2,877 2,877 2,939
S3 2,808 2,846 2,933
S4 2,739 2,777 2,914
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,384 3,293 2,974
R3 3,227 3,136 2,931
R2 3,070 3,070 2,917
R1 2,979 2,979 2,902 2,946
PP 2,913 2,913 2,913 2,897
S1 2,822 2,822 2,874 2,789
S2 2,756 2,756 2,859
S3 2,599 2,665 2,845
S4 2,442 2,508 2,802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,004 2,847 157 5.3% 63 2.1% 67% False False 1,166
10 3,004 2,843 161 5.5% 70 2.4% 68% False False 1,013
20 3,004 2,700 304 10.3% 68 2.3% 83% False False 901
40 3,004 2,466 538 18.2% 64 2.2% 90% False False 797
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 15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,271
2.618 3,159
1.618 3,090
1.000 3,047
0.618 3,021
HIGH 2,978
0.618 2,952
0.500 2,944
0.382 2,935
LOW 2,909
0.618 2,866
1.000 2,840
1.618 2,797
2.618 2,728
4.250 2,616
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 2,949 2,939
PP 2,946 2,926
S1 2,944 2,913

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

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