ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 2,844 2,880 36 1.3% 2,920
High 2,898 2,935 37 1.3% 2,963
Low 2,782 2,857 75 2.7% 2,745
Close 2,873 2,895 22 0.8% 2,834
Range 116 78 -38 -32.8% 218
ATR 88 87 -1 -0.8% 0
Volume 5,394 6,924 1,530 28.4% 37,678
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,130 3,090 2,938
R3 3,052 3,012 2,916
R2 2,974 2,974 2,909
R1 2,934 2,934 2,902 2,954
PP 2,896 2,896 2,896 2,906
S1 2,856 2,856 2,888 2,876
S2 2,818 2,818 2,881
S3 2,740 2,778 2,874
S4 2,662 2,700 2,852
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,501 3,386 2,954
R3 3,283 3,168 2,894
R2 3,065 3,065 2,874
R1 2,950 2,950 2,854 2,899
PP 2,847 2,847 2,847 2,822
S1 2,732 2,732 2,814 2,681
S2 2,629 2,629 2,794
S3 2,411 2,514 2,774
S4 2,193 2,296 2,714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,963 2,782 181 6.3% 96 3.3% 62% False False 7,077
10 2,963 2,745 218 7.5% 96 3.3% 69% False False 7,374
20 2,971 2,745 226 7.8% 81 2.8% 66% False False 7,450
40 3,437 2,745 692 23.9% 87 3.0% 22% False False 7,825
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 27
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,267
2.618 3,139
1.618 3,061
1.000 3,013
0.618 2,983
HIGH 2,935
0.618 2,905
0.500 2,896
0.382 2,887
LOW 2,857
0.618 2,809
1.000 2,779
1.618 2,731
2.618 2,653
4.250 2,526
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 2,896 2,883
PP 2,896 2,871
S1 2,895 2,859

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

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