ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 2,832 2,826 -6 -0.2% 3,105
High 2,844 2,867 23 0.8% 3,150
Low 2,780 2,810 30 1.1% 2,903
Close 2,823 2,829 6 0.2% 2,917
Range 64 57 -7 -10.9% 247
ATR 78 77 -2 -1.9% 0
Volume 8,586 11,117 2,531 29.5% 36,006
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,006 2,975 2,860
R3 2,949 2,918 2,845
R2 2,892 2,892 2,839
R1 2,861 2,861 2,834 2,877
PP 2,835 2,835 2,835 2,843
S1 2,804 2,804 2,824 2,820
S2 2,778 2,778 2,819
S3 2,721 2,747 2,813
S4 2,664 2,690 2,798
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 3,731 3,571 3,053
R3 3,484 3,324 2,985
R2 3,237 3,237 2,962
R1 3,077 3,077 2,940 3,034
PP 2,990 2,990 2,990 2,968
S1 2,830 2,830 2,894 2,787
S2 2,743 2,743 2,872
S3 2,496 2,583 2,849
S4 2,249 2,336 2,781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,951 2,780 171 6.0% 64 2.3% 29% False False 7,732
10 3,150 2,780 370 13.1% 79 2.8% 13% False False 7,416
20 3,180 2,780 400 14.1% 79 2.8% 12% False False 8,705
40 3,512 2,780 732 25.9% 74 2.6% 7% False False 6,348
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 15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,109
2.618 3,016
1.618 2,959
1.000 2,924
0.618 2,902
HIGH 2,867
0.618 2,845
0.500 2,839
0.382 2,832
LOW 2,810
0.618 2,775
1.000 2,753
1.618 2,718
2.618 2,661
4.250 2,568
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 2,839 2,827
PP 2,835 2,825
S1 2,832 2,824

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

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