COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
17.155 |
16.800 |
-0.355 |
-2.1% |
16.785 |
| High |
17.290 |
17.045 |
-0.245 |
-1.4% |
17.690 |
| Low |
16.720 |
16.185 |
-0.535 |
-3.2% |
16.320 |
| Close |
16.910 |
16.295 |
-0.615 |
-3.6% |
17.065 |
| Range |
0.570 |
0.860 |
0.290 |
50.9% |
1.370 |
| ATR |
0.526 |
0.550 |
0.024 |
4.5% |
0.000 |
| Volume |
21,802 |
28,001 |
6,199 |
28.4% |
126,107 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.088 |
18.552 |
16.768 |
|
| R3 |
18.228 |
17.692 |
16.532 |
|
| R2 |
17.368 |
17.368 |
16.453 |
|
| R1 |
16.832 |
16.832 |
16.374 |
16.670 |
| PP |
16.508 |
16.508 |
16.508 |
16.428 |
| S1 |
15.972 |
15.972 |
16.216 |
15.810 |
| S2 |
15.648 |
15.648 |
16.137 |
|
| S3 |
14.788 |
15.112 |
16.059 |
|
| S4 |
13.928 |
14.252 |
15.822 |
|
|
| 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 |
17.400 |
16.185 |
1.215 |
7.5% |
0.577 |
3.5% |
9% |
False |
True |
25,697 |
| 10 |
17.690 |
16.185 |
1.505 |
9.2% |
0.545 |
3.3% |
7% |
False |
True |
25,658 |
| 20 |
17.690 |
14.080 |
3.610 |
22.2% |
0.565 |
3.5% |
61% |
False |
False |
27,207 |
| 40 |
17.690 |
13.340 |
4.350 |
26.7% |
0.520 |
3.2% |
68% |
False |
False |
18,015 |
| 60 |
17.690 |
12.490 |
5.200 |
31.9% |
0.457 |
2.8% |
73% |
False |
False |
12,597 |
| 80 |
17.690 |
12.490 |
5.200 |
31.9% |
0.462 |
2.8% |
73% |
False |
False |
9,852 |
| 100 |
17.690 |
12.490 |
5.200 |
31.9% |
0.449 |
2.8% |
73% |
False |
False |
8,066 |
| 120 |
17.690 |
11.800 |
5.890 |
36.1% |
0.437 |
2.7% |
76% |
False |
False |
6,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.700 |
|
2.618 |
19.296 |
|
1.618 |
18.436 |
|
1.000 |
17.905 |
|
0.618 |
17.576 |
|
HIGH |
17.045 |
|
0.618 |
16.716 |
|
0.500 |
16.615 |
|
0.382 |
16.514 |
|
LOW |
16.185 |
|
0.618 |
15.654 |
|
1.000 |
15.325 |
|
1.618 |
14.794 |
|
2.618 |
13.934 |
|
4.250 |
12.530 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
16.615 |
16.765 |
| PP |
16.508 |
16.608 |
| S1 |
16.402 |
16.452 |
|