ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 2,880 2,886 6 0.2% 2,920
High 2,935 2,886 -49 -1.7% 2,963
Low 2,857 2,804 -53 -1.9% 2,745
Close 2,895 2,833 -62 -2.1% 2,834
Range 78 82 4 5.1% 218
ATR 87 87 0 0.3% 0
Volume 6,924 6,512 -412 -6.0% 37,678
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,087 3,042 2,878
R3 3,005 2,960 2,856
R2 2,923 2,923 2,848
R1 2,878 2,878 2,841 2,860
PP 2,841 2,841 2,841 2,832
S1 2,796 2,796 2,825 2,778
S2 2,759 2,759 2,818
S3 2,677 2,714 2,810
S4 2,595 2,632 2,788
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 6.4% 95 3.4% 28% False False 6,711
10 2,963 2,745 218 7.7% 94 3.3% 40% False False 7,110
20 2,970 2,745 225 7.9% 81 2.9% 39% False False 7,165
40 3,406 2,745 661 23.3% 86 3.0% 13% False False 7,928
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,235
2.618 3,101
1.618 3,019
1.000 2,968
0.618 2,937
HIGH 2,886
0.618 2,855
0.500 2,845
0.382 2,835
LOW 2,804
0.618 2,753
1.000 2,722
1.618 2,671
2.618 2,589
4.250 2,456
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 2,845 2,859
PP 2,841 2,850
S1 2,837 2,842

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

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