ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 3,290 3,286 -4 -0.1% 3,154
High 3,315 3,290 -25 -0.8% 3,319
Low 3,275 3,235 -40 -1.2% 3,110
Close 3,293 3,248 -45 -1.4% 3,299
Range 40 55 15 37.5% 209
ATR 82 81 -2 -2.1% 0
Volume 8,878 4,174 -4,704 -53.0% 34,417
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,423 3,390 3,278
R3 3,368 3,335 3,263
R2 3,313 3,313 3,258
R1 3,280 3,280 3,253 3,269
PP 3,258 3,258 3,258 3,252
S1 3,225 3,225 3,243 3,214
S2 3,203 3,203 3,238
S3 3,148 3,170 3,233
S4 3,093 3,115 3,218
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,870 3,793 3,414
R3 3,661 3,584 3,356
R2 3,452 3,452 3,337
R1 3,375 3,375 3,318 3,414
PP 3,243 3,243 3,243 3,262
S1 3,166 3,166 3,280 3,205
S2 3,034 3,034 3,261
S3 2,825 2,957 3,242
S4 2,616 2,748 3,184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,319 3,146 173 5.3% 89 2.7% 59% False False 6,489
10 3,319 3,103 216 6.7% 76 2.3% 67% False False 8,542
20 3,395 3,102 293 9.0% 77 2.4% 50% False False 7,671
40 3,439 2,990 449 13.8% 83 2.6% 57% False False 5,063
60 3,439 2,784 655 20.2% 80 2.5% 71% False False 3,738
80 3,439 2,725 714 22.0% 81 2.5% 73% False False 3,078
100 3,439 2,488 951 29.3% 78 2.4% 80% False False 2,619
120 3,439 2,466 973 30.0% 74 2.3% 80% False False 2,290
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,524
2.618 3,434
1.618 3,379
1.000 3,345
0.618 3,324
HIGH 3,290
0.618 3,269
0.500 3,263
0.382 3,256
LOW 3,235
0.618 3,201
1.000 3,180
1.618 3,146
2.618 3,091
4.250 3,001
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 3,263 3,248
PP 3,258 3,247
S1 3,253 3,247

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

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