ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 3,045 3,090 45 1.5% 3,000
High 3,105 3,125 20 0.6% 3,125
Low 3,029 3,077 48 1.6% 2,993
Close 3,090 3,098 8 0.3% 3,098
Range 76 48 -28 -36.8% 132
ATR 85 82 -3 -3.1% 0
Volume 1,289 1,081 -208 -16.1% 2,897
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,244 3,219 3,124
R3 3,196 3,171 3,111
R2 3,148 3,148 3,107
R1 3,123 3,123 3,102 3,136
PP 3,100 3,100 3,100 3,106
S1 3,075 3,075 3,094 3,088
S2 3,052 3,052 3,089
S3 3,004 3,027 3,085
S4 2,956 2,979 3,072
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,468 3,415 3,171
R3 3,336 3,283 3,134
R2 3,204 3,204 3,122
R1 3,151 3,151 3,110 3,178
PP 3,072 3,072 3,072 3,085
S1 3,019 3,019 3,086 3,046
S2 2,940 2,940 3,074
S3 2,808 2,887 3,062
S4 2,676 2,755 3,025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,125 2,928 197 6.4% 59 1.9% 86% True False 879
10 3,125 2,784 341 11.0% 83 2.7% 92% True False 1,008
20 3,125 2,725 400 12.9% 82 2.6% 93% True False 1,083
40 3,125 2,700 425 13.7% 78 2.5% 94% True False 1,003
60 3,125 2,466 659 21.3% 70 2.3% 96% True False 908
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 14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,329
2.618 3,251
1.618 3,203
1.000 3,173
0.618 3,155
HIGH 3,125
0.618 3,107
0.500 3,101
0.382 3,095
LOW 3,077
0.618 3,047
1.000 3,029
1.618 2,999
2.618 2,951
4.250 2,873
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 3,101 3,085
PP 3,100 3,072
S1 3,099 3,059

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

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