ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 2,826 2,830 4 0.1% 2,909
High 2,867 2,887 20 0.7% 2,931
Low 2,810 2,818 8 0.3% 2,780
Close 2,829 2,865 36 1.3% 2,865
Range 57 69 12 21.1% 151
ATR 77 76 -1 -0.7% 0
Volume 11,117 7,160 -3,957 -35.6% 40,032
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,064 3,033 2,903
R3 2,995 2,964 2,884
R2 2,926 2,926 2,878
R1 2,895 2,895 2,871 2,911
PP 2,857 2,857 2,857 2,864
S1 2,826 2,826 2,859 2,842
S2 2,788 2,788 2,852
S3 2,719 2,757 2,846
S4 2,650 2,688 2,827
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,312 3,239 2,948
R3 3,161 3,088 2,907
R2 3,010 3,010 2,893
R1 2,937 2,937 2,879 2,898
PP 2,859 2,859 2,859 2,839
S1 2,786 2,786 2,851 2,747
S2 2,708 2,708 2,837
S3 2,557 2,635 2,823
S4 2,406 2,484 2,782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,931 2,780 151 5.3% 69 2.4% 56% False False 8,006
10 3,150 2,780 370 12.9% 80 2.8% 23% False False 7,603
20 3,175 2,780 395 13.8% 78 2.7% 22% False False 8,715
40 3,512 2,780 732 25.5% 75 2.6% 12% False False 6,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,180
2.618 3,068
1.618 2,999
1.000 2,956
0.618 2,930
HIGH 2,887
0.618 2,861
0.500 2,853
0.382 2,844
LOW 2,818
0.618 2,775
1.000 2,749
1.618 2,706
2.618 2,637
4.250 2,525
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 2,861 2,855
PP 2,857 2,844
S1 2,853 2,834

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

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