COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
16.865 |
17.155 |
0.290 |
1.7% |
16.785 |
| High |
17.345 |
17.290 |
-0.055 |
-0.3% |
17.690 |
| Low |
16.830 |
16.720 |
-0.110 |
-0.7% |
16.320 |
| Close |
17.115 |
16.910 |
-0.205 |
-1.2% |
17.065 |
| Range |
0.515 |
0.570 |
0.055 |
10.7% |
1.370 |
| ATR |
0.523 |
0.526 |
0.003 |
0.6% |
0.000 |
| Volume |
23,286 |
21,802 |
-1,484 |
-6.4% |
126,107 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.683 |
18.367 |
17.224 |
|
| R3 |
18.113 |
17.797 |
17.067 |
|
| R2 |
17.543 |
17.543 |
17.015 |
|
| R1 |
17.227 |
17.227 |
16.962 |
17.100 |
| PP |
16.973 |
16.973 |
16.973 |
16.910 |
| S1 |
16.657 |
16.657 |
16.858 |
16.530 |
| S2 |
16.403 |
16.403 |
16.806 |
|
| S3 |
15.833 |
16.087 |
16.753 |
|
| S4 |
15.263 |
15.517 |
16.597 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21.135 |
20.470 |
17.819 |
|
| R3 |
19.765 |
19.100 |
17.442 |
|
| R2 |
18.395 |
18.395 |
17.316 |
|
| R1 |
17.730 |
17.730 |
17.191 |
18.063 |
| PP |
17.025 |
17.025 |
17.025 |
17.191 |
| S1 |
16.360 |
16.360 |
16.939 |
16.693 |
| S2 |
15.655 |
15.655 |
16.814 |
|
| S3 |
14.285 |
14.990 |
16.688 |
|
| S4 |
12.915 |
13.620 |
16.312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17.690 |
16.525 |
1.165 |
6.9% |
0.501 |
3.0% |
33% |
False |
False |
25,409 |
| 10 |
17.690 |
16.060 |
1.630 |
9.6% |
0.526 |
3.1% |
52% |
False |
False |
25,949 |
| 20 |
17.690 |
14.080 |
3.610 |
21.3% |
0.536 |
3.2% |
78% |
False |
False |
26,536 |
| 40 |
17.690 |
13.200 |
4.490 |
26.6% |
0.513 |
3.0% |
83% |
False |
False |
17,378 |
| 60 |
17.690 |
12.490 |
5.200 |
30.8% |
0.453 |
2.7% |
85% |
False |
False |
12,141 |
| 80 |
17.690 |
12.490 |
5.200 |
30.8% |
0.458 |
2.7% |
85% |
False |
False |
9,514 |
| 100 |
17.690 |
12.490 |
5.200 |
30.8% |
0.447 |
2.6% |
85% |
False |
False |
7,789 |
| 120 |
17.690 |
11.800 |
5.890 |
34.8% |
0.432 |
2.6% |
87% |
False |
False |
6,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19.713 |
|
2.618 |
18.782 |
|
1.618 |
18.212 |
|
1.000 |
17.860 |
|
0.618 |
17.642 |
|
HIGH |
17.290 |
|
0.618 |
17.072 |
|
0.500 |
17.005 |
|
0.382 |
16.938 |
|
LOW |
16.720 |
|
0.618 |
16.368 |
|
1.000 |
16.150 |
|
1.618 |
15.798 |
|
2.618 |
15.228 |
|
4.250 |
14.298 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.005 |
16.935 |
| PP |
16.973 |
16.927 |
| S1 |
16.942 |
16.918 |
|