ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 3,068 3,097 29 0.9% 3,000
High 3,090 3,135 45 1.5% 3,125
Low 3,057 3,080 23 0.8% 2,993
Close 3,077 3,118 41 1.3% 3,098
Range 33 55 22 66.7% 132
ATR 79 78 -2 -1.9% 0
Volume 921 1,322 401 43.5% 2,897
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,276 3,252 3,148
R3 3,221 3,197 3,133
R2 3,166 3,166 3,128
R1 3,142 3,142 3,123 3,154
PP 3,111 3,111 3,111 3,117
S1 3,087 3,087 3,113 3,099
S2 3,056 3,056 3,108
S3 3,001 3,032 3,103
S4 2,946 2,977 3,088
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 3,135 2,993 142 4.6% 57 1.8% 88% True False 1,028
10 3,135 2,784 351 11.3% 64 2.0% 95% True False 1,043
20 3,135 2,725 410 13.1% 79 2.5% 96% True False 1,049
40 3,135 2,725 410 13.1% 77 2.5% 96% True False 1,021
60 3,135 2,466 669 21.5% 70 2.2% 97% True False 923
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,369
2.618 3,279
1.618 3,224
1.000 3,190
0.618 3,169
HIGH 3,135
0.618 3,114
0.500 3,108
0.382 3,101
LOW 3,080
0.618 3,046
1.000 3,025
1.618 2,991
2.618 2,936
4.250 2,846
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 3,115 3,111
PP 3,111 3,103
S1 3,108 3,096

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

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