ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 2,772 2,731 -41 -1.5% 2,909
High 2,789 2,952 163 5.8% 2,985
Low 2,725 2,731 6 0.2% 2,835
Close 2,772 2,902 130 4.7% 2,867
Range 64 221 157 245.3% 150
ATR 80 90 10 12.7% 0
Volume 920 1,307 387 42.1% 7,232
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,525 3,434 3,024
R3 3,304 3,213 2,963
R2 3,083 3,083 2,943
R1 2,992 2,992 2,922 3,038
PP 2,862 2,862 2,862 2,884
S1 2,771 2,771 2,882 2,817
S2 2,641 2,641 2,861
S3 2,420 2,550 2,841
S4 2,199 2,329 2,780
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 2,725 260 9.0% 106 3.7% 68% False False 1,369
10 2,985 2,725 260 9.0% 88 3.0% 68% False False 1,292
20 3,004 2,725 279 9.6% 83 2.9% 63% False False 1,098
40 3,004 2,466 538 18.5% 72 2.5% 81% False False 865
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 6
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 3,891
2.618 3,531
1.618 3,310
1.000 3,173
0.618 3,089
HIGH 2,952
0.618 2,868
0.500 2,842
0.382 2,815
LOW 2,731
0.618 2,594
1.000 2,510
1.618 2,373
2.618 2,152
4.250 1,792
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 2,882 2,881
PP 2,862 2,860
S1 2,842 2,839

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

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