ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 2,950 2,840 -110 -3.7% 2,909
High 2,960 2,841 -119 -4.0% 2,985
Low 2,865 2,740 -125 -4.4% 2,835
Close 2,867 2,748 -119 -4.2% 2,867
Range 95 101 6 6.3% 150
ATR 77 81 4 4.6% 0
Volume 829 1,701 872 105.2% 7,232
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,079 3,015 2,804
R3 2,978 2,914 2,776
R2 2,877 2,877 2,767
R1 2,813 2,813 2,757 2,795
PP 2,776 2,776 2,776 2,767
S1 2,712 2,712 2,739 2,694
S2 2,675 2,675 2,729
S3 2,574 2,611 2,720
S4 2,473 2,510 2,692
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,346 3,256 2,950
R3 3,196 3,106 2,908
R2 3,046 3,046 2,895
R1 2,956 2,956 2,881 2,926
PP 2,896 2,896 2,896 2,881
S1 2,806 2,806 2,853 2,776
S2 2,746 2,746 2,840
S3 2,596 2,656 2,826
S4 2,446 2,506 2,785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,985 2,740 245 8.9% 83 3.0% 3% False True 1,375
10 3,004 2,740 264 9.6% 73 2.7% 3% False True 1,270
20 3,004 2,740 264 9.6% 76 2.8% 3% False True 1,044
40 3,004 2,466 538 19.6% 66 2.4% 52% False False 872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 3,270
2.618 3,105
1.618 3,004
1.000 2,942
0.618 2,903
HIGH 2,841
0.618 2,802
0.500 2,791
0.382 2,779
LOW 2,740
0.618 2,678
1.000 2,639
1.618 2,577
2.618 2,476
4.250 2,311
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 2,791 2,863
PP 2,776 2,824
S1 2,762 2,786

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

View Archives - Comment on this page... - Back to Index of Symbols