ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 3,100 3,015 -85 -2.7% 3,090
High 3,100 3,286 186 6.0% 3,176
Low 3,000 2,990 -10 -0.3% 3,000
Close 3,023 3,258 235 7.8% 3,023
Range 100 296 196 196.0% 176
ATR 84 99 15 18.0% 0
Volume 2,859 3,888 1,029 36.0% 6,105
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,066 3,958 3,421
R3 3,770 3,662 3,339
R2 3,474 3,474 3,312
R1 3,366 3,366 3,285 3,420
PP 3,178 3,178 3,178 3,205
S1 3,070 3,070 3,231 3,124
S2 2,882 2,882 3,204
S3 2,586 2,774 3,177
S4 2,290 2,478 3,095
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,594 3,485 3,120
R3 3,418 3,309 3,071
R2 3,242 3,242 3,055
R1 3,133 3,133 3,039 3,100
PP 3,066 3,066 3,066 3,050
S1 2,957 2,957 3,007 2,924
S2 2,890 2,890 2,991
S3 2,714 2,781 2,975
S4 2,538 2,605 2,926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,286 2,990 296 9.1% 128 3.9% 91% True True 1,906
10 3,286 2,990 296 9.1% 96 2.9% 91% True True 1,418
20 3,286 2,942 344 10.6% 86 2.6% 92% True False 1,322
40 3,286 2,725 561 17.2% 85 2.6% 95% True False 1,226
60 3,286 2,672 614 18.8% 79 2.4% 95% True False 1,122
80 3,286 2,466 820 25.2% 75 2.3% 97% True False 995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 4,544
2.618 4,061
1.618 3,765
1.000 3,582
0.618 3,469
HIGH 3,286
0.618 3,173
0.500 3,138
0.382 3,103
LOW 2,990
0.618 2,807
1.000 2,694
1.618 2,511
2.618 2,215
4.250 1,732
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 3,218 3,218
PP 3,178 3,178
S1 3,138 3,138

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

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