COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
14.775 |
14.905 |
0.130 |
0.9% |
14.240 |
| High |
14.950 |
15.145 |
0.195 |
1.3% |
14.900 |
| Low |
14.550 |
14.655 |
0.105 |
0.7% |
14.080 |
| Close |
14.923 |
15.060 |
0.137 |
0.9% |
14.815 |
| Range |
0.400 |
0.490 |
0.090 |
22.5% |
0.820 |
| ATR |
0.450 |
0.453 |
0.003 |
0.6% |
0.000 |
| Volume |
32,958 |
18,430 |
-14,528 |
-44.1% |
80,489 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16.423 |
16.232 |
15.330 |
|
| R3 |
15.933 |
15.742 |
15.195 |
|
| R2 |
15.443 |
15.443 |
15.150 |
|
| R1 |
15.252 |
15.252 |
15.105 |
15.348 |
| PP |
14.953 |
14.953 |
14.953 |
15.001 |
| S1 |
14.762 |
14.762 |
15.015 |
14.858 |
| S2 |
14.463 |
14.463 |
14.970 |
|
| S3 |
13.973 |
14.272 |
14.925 |
|
| S4 |
13.483 |
13.782 |
14.791 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.058 |
16.757 |
15.266 |
|
| R3 |
16.238 |
15.937 |
15.041 |
|
| R2 |
15.418 |
15.418 |
14.965 |
|
| R1 |
15.117 |
15.117 |
14.890 |
15.268 |
| PP |
14.598 |
14.598 |
14.598 |
14.674 |
| S1 |
14.297 |
14.297 |
14.740 |
14.448 |
| S2 |
13.778 |
13.778 |
14.665 |
|
| S3 |
12.958 |
13.477 |
14.590 |
|
| S4 |
12.138 |
12.657 |
14.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15.145 |
14.080 |
1.065 |
7.1% |
0.430 |
2.9% |
92% |
True |
False |
21,792 |
| 10 |
15.145 |
13.530 |
1.615 |
10.7% |
0.444 |
2.9% |
95% |
True |
False |
16,577 |
| 20 |
15.225 |
13.530 |
1.695 |
11.3% |
0.465 |
3.1% |
90% |
False |
False |
12,944 |
| 40 |
15.225 |
12.490 |
2.735 |
18.2% |
0.415 |
2.8% |
94% |
False |
False |
7,539 |
| 60 |
15.585 |
12.490 |
3.095 |
20.6% |
0.405 |
2.7% |
83% |
False |
False |
5,411 |
| 80 |
16.250 |
12.490 |
3.760 |
25.0% |
0.422 |
2.8% |
68% |
False |
False |
4,421 |
| 100 |
16.250 |
11.800 |
4.450 |
29.5% |
0.416 |
2.8% |
73% |
False |
False |
3,669 |
| 120 |
16.250 |
11.800 |
4.450 |
29.5% |
0.409 |
2.7% |
73% |
False |
False |
3,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17.228 |
|
2.618 |
16.428 |
|
1.618 |
15.938 |
|
1.000 |
15.635 |
|
0.618 |
15.448 |
|
HIGH |
15.145 |
|
0.618 |
14.958 |
|
0.500 |
14.900 |
|
0.382 |
14.842 |
|
LOW |
14.655 |
|
0.618 |
14.352 |
|
1.000 |
14.165 |
|
1.618 |
13.862 |
|
2.618 |
13.372 |
|
4.250 |
12.573 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
15.007 |
14.935 |
| PP |
14.953 |
14.810 |
| S1 |
14.900 |
14.685 |
|