ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 3,090 3,068 -22 -0.7% 3,000
High 3,125 3,090 -35 -1.1% 3,125
Low 3,077 3,057 -20 -0.6% 2,993
Close 3,098 3,077 -21 -0.7% 3,098
Range 48 33 -15 -31.3% 132
ATR 82 79 -3 -3.6% 0
Volume 1,081 921 -160 -14.8% 2,897
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,174 3,158 3,095
R3 3,141 3,125 3,086
R2 3,108 3,108 3,083
R1 3,092 3,092 3,080 3,100
PP 3,075 3,075 3,075 3,079
S1 3,059 3,059 3,074 3,067
S2 3,042 3,042 3,071
S3 3,009 3,026 3,068
S4 2,976 2,993 3,059
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 2,942 183 5.9% 52 1.7% 74% False False 904
10 3,125 2,784 341 11.1% 66 2.1% 86% False False 1,018
20 3,125 2,725 400 13.0% 81 2.6% 88% False False 1,024
40 3,125 2,725 400 13.0% 78 2.5% 88% False False 998
60 3,125 2,466 659 21.4% 69 2.3% 93% False False 915
Crabel Price Patterns
NR True
NR4 True
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 15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,230
2.618 3,176
1.618 3,143
1.000 3,123
0.618 3,110
HIGH 3,090
0.618 3,077
0.500 3,074
0.382 3,070
LOW 3,057
0.618 3,037
1.000 3,024
1.618 3,004
2.618 2,971
4.250 2,917
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 3,076 3,077
PP 3,075 3,077
S1 3,074 3,077

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

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