ICE Cocoa Future May 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 2,854 2,925 71 2.5% 2,844
High 2,932 2,980 48 1.6% 2,935
Low 2,854 2,925 71 2.5% 2,782
Close 2,925 2,969 44 1.5% 2,854
Range 78 55 -23 -29.5% 153
ATR 85 83 -2 -2.5% 0
Volume 5,372 6,090 718 13.4% 33,502
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,123 3,101 2,999
R3 3,068 3,046 2,984
R2 3,013 3,013 2,979
R1 2,991 2,991 2,974 3,002
PP 2,958 2,958 2,958 2,964
S1 2,936 2,936 2,964 2,947
S2 2,903 2,903 2,959
S3 2,848 2,881 2,954
S4 2,793 2,826 2,939
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 2,980 2,782 198 6.7% 73 2.4% 94% True False 6,529
10 2,980 2,782 198 6.7% 84 2.8% 94% True False 6,803
20 2,980 2,745 235 7.9% 82 2.8% 95% True False 7,183
40 3,199 2,745 454 15.3% 83 2.8% 49% False False 7,873
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 19
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,214
2.618 3,124
1.618 3,069
1.000 3,035
0.618 3,014
HIGH 2,980
0.618 2,959
0.500 2,953
0.382 2,946
LOW 2,925
0.618 2,891
1.000 2,870
1.618 2,836
2.618 2,781
4.250 2,691
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 2,964 2,942
PP 2,958 2,915
S1 2,953 2,888

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

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