ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 3,265 3,213 -52 -1.6% 3,333
High 3,273 3,228 -45 -1.4% 3,360
Low 3,209 3,102 -107 -3.3% 3,228
Close 3,214 3,140 -74 -2.3% 3,237
Range 64 126 62 96.9% 132
ATR 81 84 3 4.0% 0
Volume 7,846 9,989 2,143 27.3% 39,391
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,535 3,463 3,209
R3 3,409 3,337 3,175
R2 3,283 3,283 3,163
R1 3,211 3,211 3,152 3,184
PP 3,157 3,157 3,157 3,143
S1 3,085 3,085 3,128 3,058
S2 3,031 3,031 3,117
S3 2,905 2,959 3,105
S4 2,779 2,833 3,071
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,671 3,586 3,310
R3 3,539 3,454 3,273
R2 3,407 3,407 3,261
R1 3,322 3,322 3,249 3,299
PP 3,275 3,275 3,275 3,263
S1 3,190 3,190 3,225 3,167
S2 3,143 3,143 3,213
S3 3,011 3,058 3,201
S4 2,879 2,926 3,164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,360 3,102 258 8.2% 81 2.6% 15% False True 8,600
10 3,395 3,102 293 9.3% 78 2.5% 13% False True 6,800
20 3,439 3,102 337 10.7% 76 2.4% 11% False True 4,603
40 3,439 2,950 489 15.6% 85 2.7% 39% False False 3,210
60 3,439 2,725 714 22.7% 83 2.7% 58% False False 2,490
80 3,439 2,725 714 22.7% 81 2.6% 58% False False 2,115
100 3,439 2,466 973 31.0% 76 2.4% 69% False False 1,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3,764
2.618 3,558
1.618 3,432
1.000 3,354
0.618 3,306
HIGH 3,228
0.618 3,180
0.500 3,165
0.382 3,150
LOW 3,102
0.618 3,024
1.000 2,976
1.618 2,898
2.618 2,772
4.250 2,567
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 3,165 3,200
PP 3,157 3,180
S1 3,148 3,160

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

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