COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
16.785 |
16.570 |
-0.215 |
-1.3% |
16.280 |
| High |
16.845 |
17.080 |
0.235 |
1.4% |
17.015 |
| Low |
16.320 |
16.440 |
0.120 |
0.7% |
16.060 |
| Close |
16.623 |
17.000 |
0.377 |
2.3% |
16.700 |
| Range |
0.525 |
0.640 |
0.115 |
21.9% |
0.955 |
| ATR |
0.516 |
0.525 |
0.009 |
1.7% |
0.000 |
| Volume |
26,024 |
21,030 |
-4,994 |
-19.2% |
125,734 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.760 |
18.520 |
17.352 |
|
| R3 |
18.120 |
17.880 |
17.176 |
|
| R2 |
17.480 |
17.480 |
17.117 |
|
| R1 |
17.240 |
17.240 |
17.059 |
17.360 |
| PP |
16.840 |
16.840 |
16.840 |
16.900 |
| S1 |
16.600 |
16.600 |
16.941 |
16.720 |
| S2 |
16.200 |
16.200 |
16.883 |
|
| S3 |
15.560 |
15.960 |
16.824 |
|
| S4 |
14.920 |
15.320 |
16.648 |
|
|
| 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 |
17.080 |
16.060 |
1.020 |
6.0% |
0.540 |
3.2% |
92% |
True |
False |
28,430 |
| 10 |
17.080 |
14.655 |
2.425 |
14.3% |
0.602 |
3.5% |
97% |
True |
False |
28,871 |
| 20 |
17.080 |
13.530 |
3.550 |
20.9% |
0.517 |
3.0% |
98% |
True |
False |
22,495 |
| 40 |
17.080 |
13.200 |
3.880 |
22.8% |
0.484 |
2.8% |
98% |
True |
False |
13,832 |
| 60 |
17.080 |
12.490 |
4.590 |
27.0% |
0.431 |
2.5% |
98% |
True |
False |
9,732 |
| 80 |
17.080 |
12.490 |
4.590 |
27.0% |
0.455 |
2.7% |
98% |
True |
False |
7,715 |
| 100 |
17.080 |
12.100 |
4.980 |
29.3% |
0.440 |
2.6% |
98% |
True |
False |
6,333 |
| 120 |
17.080 |
11.800 |
5.280 |
31.1% |
0.422 |
2.5% |
98% |
True |
False |
5,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19.800 |
|
2.618 |
18.756 |
|
1.618 |
18.116 |
|
1.000 |
17.720 |
|
0.618 |
17.476 |
|
HIGH |
17.080 |
|
0.618 |
16.836 |
|
0.500 |
16.760 |
|
0.382 |
16.684 |
|
LOW |
16.440 |
|
0.618 |
16.044 |
|
1.000 |
15.800 |
|
1.618 |
15.404 |
|
2.618 |
14.764 |
|
4.250 |
13.720 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
16.920 |
16.900 |
| PP |
16.840 |
16.800 |
| S1 |
16.760 |
16.700 |
|