ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 2,833 2,820 -13 -0.5% 2,844
High 2,854 2,872 18 0.6% 2,935
Low 2,782 2,796 14 0.5% 2,782
Close 2,820 2,854 34 1.2% 2,854
Range 72 76 4 5.6% 153
ATR 86 85 -1 -0.8% 0
Volume 7,146 7,526 380 5.3% 33,502
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,069 3,037 2,896
R3 2,993 2,961 2,875
R2 2,917 2,917 2,868
R1 2,885 2,885 2,861 2,901
PP 2,841 2,841 2,841 2,849
S1 2,809 2,809 2,847 2,825
S2 2,765 2,765 2,840
S3 2,689 2,733 2,833
S4 2,613 2,657 2,812
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,316 3,238 2,938
R3 3,163 3,085 2,896
R2 3,010 3,010 2,882
R1 2,932 2,932 2,868 2,971
PP 2,857 2,857 2,857 2,877
S1 2,779 2,779 2,840 2,818
S2 2,704 2,704 2,826
S3 2,551 2,626 2,812
S4 2,398 2,473 2,770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,935 2,782 153 5.4% 85 3.0% 47% False False 6,700
10 2,963 2,745 218 7.6% 95 3.3% 50% False False 7,118
20 2,963 2,745 218 7.6% 83 2.9% 50% False False 7,268
40 3,330 2,745 585 20.5% 84 2.9% 19% False False 7,961
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 3,195
2.618 3,071
1.618 2,995
1.000 2,948
0.618 2,919
HIGH 2,872
0.618 2,843
0.500 2,834
0.382 2,825
LOW 2,796
0.618 2,749
1.000 2,720
1.618 2,673
2.618 2,597
4.250 2,473
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 2,847 2,847
PP 2,841 2,841
S1 2,834 2,834

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

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