ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 3,100 3,093 -7 -0.2% 3,116
High 3,127 3,175 48 1.5% 3,236
Low 3,042 3,093 51 1.7% 3,055
Close 3,078 3,161 83 2.7% 3,103
Range 85 82 -3 -3.5% 181
ATR 81 82 1 1.4% 0
Volume 244 957 713 292.2% 5,502
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,389 3,357 3,206
R3 3,307 3,275 3,184
R2 3,225 3,225 3,176
R1 3,193 3,193 3,169 3,209
PP 3,143 3,143 3,143 3,151
S1 3,111 3,111 3,153 3,127
S2 3,061 3,061 3,146
S3 2,979 3,029 3,138
S4 2,897 2,947 3,116
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,674 3,570 3,203
R3 3,493 3,389 3,153
R2 3,312 3,312 3,136
R1 3,208 3,208 3,120 3,170
PP 3,131 3,131 3,131 3,112
S1 3,027 3,027 3,086 2,989
S2 2,950 2,950 3,070
S3 2,769 2,846 3,053
S4 2,588 2,665 3,003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,175 3,042 133 4.2% 69 2.2% 89% True False 801
10 3,236 3,042 194 6.1% 71 2.2% 61% False False 1,045
20 3,236 2,824 412 13.0% 74 2.3% 82% False False 1,107
40 3,236 2,725 511 16.2% 78 2.5% 85% False False 1,106
60 3,236 2,497 739 23.4% 75 2.4% 90% False False 1,001
80 3,236 2,466 770 24.4% 70 2.2% 90% False False 910
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 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,524
2.618 3,390
1.618 3,308
1.000 3,257
0.618 3,226
HIGH 3,175
0.618 3,144
0.500 3,134
0.382 3,124
LOW 3,093
0.618 3,042
1.000 3,011
1.618 2,960
2.618 2,878
4.250 2,745
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 3,152 3,144
PP 3,143 3,126
S1 3,134 3,109

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

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