ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 3,183 3,140 -43 -1.4% 3,265
High 3,205 3,153 -52 -1.6% 3,273
Low 3,128 3,103 -25 -0.8% 3,102
Close 3,133 3,134 1 0.0% 3,134
Range 77 50 -27 -35.1% 171
ATR 83 81 -2 -2.8% 0
Volume 12,341 10,654 -1,687 -13.7% 55,794
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,280 3,257 3,162
R3 3,230 3,207 3,148
R2 3,180 3,180 3,143
R1 3,157 3,157 3,139 3,144
PP 3,130 3,130 3,130 3,123
S1 3,107 3,107 3,129 3,094
S2 3,080 3,080 3,125
S3 3,030 3,057 3,120
S4 2,980 3,007 3,107
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,683 3,579 3,228
R3 3,512 3,408 3,181
R2 3,341 3,341 3,165
R1 3,237 3,237 3,150 3,204
PP 3,170 3,170 3,170 3,153
S1 3,066 3,066 3,118 3,033
S2 2,999 2,999 3,103
S3 2,828 2,895 3,087
S4 2,657 2,724 3,040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,273 3,102 171 5.5% 80 2.5% 19% False False 11,158
10 3,360 3,102 258 8.2% 77 2.5% 12% False False 9,518
20 3,439 3,102 337 10.8% 74 2.4% 9% False False 6,173
40 3,439 2,990 449 14.3% 82 2.6% 32% False False 4,031
60 3,439 2,784 655 20.9% 80 2.6% 53% False False 3,057
80 3,439 2,725 714 22.8% 81 2.6% 57% False False 2,567
100 3,439 2,466 973 31.0% 77 2.5% 69% False False 2,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3,366
2.618 3,284
1.618 3,234
1.000 3,203
0.618 3,184
HIGH 3,153
0.618 3,134
0.500 3,128
0.382 3,122
LOW 3,103
0.618 3,072
1.000 3,053
1.618 3,022
2.618 2,972
4.250 2,891
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 3,132 3,157
PP 3,130 3,149
S1 3,128 3,142

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

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