ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 3,400 3,371 -29 -0.9% 3,277
High 3,424 3,385 -39 -1.1% 3,424
Low 3,360 3,327 -33 -1.0% 3,246
Close 3,376 3,378 2 0.1% 3,376
Range 64 58 -6 -9.4% 178
ATR 79 77 -1 -1.9% 0
Volume 5,655 7,322 1,667 29.5% 31,928
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,537 3,516 3,410
R3 3,479 3,458 3,394
R2 3,421 3,421 3,389
R1 3,400 3,400 3,383 3,411
PP 3,363 3,363 3,363 3,369
S1 3,342 3,342 3,373 3,353
S2 3,305 3,305 3,367
S3 3,247 3,284 3,362
S4 3,189 3,226 3,346
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,883 3,807 3,474
R3 3,705 3,629 3,425
R2 3,527 3,527 3,409
R1 3,451 3,451 3,392 3,489
PP 3,349 3,349 3,349 3,368
S1 3,273 3,273 3,360 3,311
S2 3,171 3,171 3,343
S3 2,993 3,095 3,327
S4 2,815 2,917 3,278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,424 3,262 162 4.8% 67 2.0% 72% False False 6,372
10 3,424 3,175 249 7.4% 73 2.1% 82% False False 6,293
20 3,424 3,102 322 9.5% 75 2.2% 86% False False 7,835
40 3,439 3,077 362 10.7% 77 2.3% 83% False False 5,747
60 3,439 2,950 489 14.5% 80 2.4% 88% False False 4,368
80 3,439 2,725 714 21.1% 81 2.4% 91% False False 3,554
100 3,439 2,700 739 21.9% 79 2.3% 92% False False 3,026
120 3,439 2,466 973 28.8% 75 2.2% 94% False False 2,633
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,632
2.618 3,537
1.618 3,479
1.000 3,443
0.618 3,421
HIGH 3,385
0.618 3,363
0.500 3,356
0.382 3,349
LOW 3,327
0.618 3,291
1.000 3,269
1.618 3,233
2.618 3,175
4.250 3,081
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 3,371 3,377
PP 3,363 3,376
S1 3,356 3,376

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

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