COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
16.355 |
16.710 |
0.355 |
2.2% |
16.280 |
| High |
16.730 |
17.015 |
0.285 |
1.7% |
17.015 |
| Low |
16.060 |
16.645 |
0.585 |
3.6% |
16.060 |
| Close |
16.670 |
16.700 |
0.030 |
0.2% |
16.700 |
| Range |
0.670 |
0.370 |
-0.300 |
-44.8% |
0.955 |
| ATR |
0.527 |
0.515 |
-0.011 |
-2.1% |
0.000 |
| Volume |
30,913 |
30,047 |
-866 |
-2.8% |
125,734 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.897 |
17.668 |
16.904 |
|
| R3 |
17.527 |
17.298 |
16.802 |
|
| R2 |
17.157 |
17.157 |
16.768 |
|
| R1 |
16.928 |
16.928 |
16.734 |
16.858 |
| PP |
16.787 |
16.787 |
16.787 |
16.751 |
| S1 |
16.558 |
16.558 |
16.666 |
16.488 |
| S2 |
16.417 |
16.417 |
16.632 |
|
| S3 |
16.047 |
16.188 |
16.598 |
|
| S4 |
15.677 |
15.818 |
16.497 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.457 |
19.033 |
17.225 |
|
| R3 |
18.502 |
18.078 |
16.963 |
|
| R2 |
17.547 |
17.547 |
16.875 |
|
| R1 |
17.123 |
17.123 |
16.788 |
17.335 |
| PP |
16.592 |
16.592 |
16.592 |
16.698 |
| S1 |
16.168 |
16.168 |
16.612 |
16.380 |
| S2 |
15.637 |
15.637 |
16.525 |
|
| S3 |
14.682 |
15.213 |
16.437 |
|
| S4 |
13.727 |
14.258 |
16.175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17.015 |
15.850 |
1.165 |
7.0% |
0.557 |
3.3% |
73% |
True |
False |
32,633 |
| 10 |
17.015 |
14.225 |
2.790 |
16.7% |
0.593 |
3.5% |
89% |
True |
False |
29,629 |
| 20 |
17.015 |
13.530 |
3.485 |
20.9% |
0.533 |
3.2% |
91% |
True |
False |
21,051 |
| 40 |
17.015 |
13.115 |
3.900 |
23.4% |
0.472 |
2.8% |
92% |
True |
False |
12,706 |
| 60 |
17.015 |
12.490 |
4.525 |
27.1% |
0.420 |
2.5% |
93% |
True |
False |
8,980 |
| 80 |
17.015 |
12.490 |
4.525 |
27.1% |
0.448 |
2.7% |
93% |
True |
False |
7,135 |
| 100 |
17.015 |
12.100 |
4.915 |
29.4% |
0.435 |
2.6% |
94% |
True |
False |
5,877 |
| 120 |
17.015 |
11.800 |
5.215 |
31.2% |
0.420 |
2.5% |
94% |
True |
False |
4,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18.588 |
|
2.618 |
17.984 |
|
1.618 |
17.614 |
|
1.000 |
17.385 |
|
0.618 |
17.244 |
|
HIGH |
17.015 |
|
0.618 |
16.874 |
|
0.500 |
16.830 |
|
0.382 |
16.786 |
|
LOW |
16.645 |
|
0.618 |
16.416 |
|
1.000 |
16.275 |
|
1.618 |
16.046 |
|
2.618 |
15.676 |
|
4.250 |
15.073 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
16.830 |
16.646 |
| PP |
16.787 |
16.592 |
| S1 |
16.743 |
16.538 |
|