COMEX Silver Future December 2009
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
16.270 |
16.115 |
-0.155 |
-1.0% |
16.950 |
High |
16.410 |
16.325 |
-0.085 |
-0.5% |
17.345 |
Low |
15.955 |
15.760 |
-0.195 |
-1.2% |
15.955 |
Close |
16.060 |
16.195 |
0.135 |
0.8% |
16.060 |
Range |
0.455 |
0.565 |
0.110 |
24.2% |
1.390 |
ATR |
0.543 |
0.545 |
0.002 |
0.3% |
0.000 |
Volume |
38,008 |
33,585 |
-4,423 |
-11.6% |
138,437 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.788 |
17.557 |
16.506 |
|
R3 |
17.223 |
16.992 |
16.350 |
|
R2 |
16.658 |
16.658 |
16.299 |
|
R1 |
16.427 |
16.427 |
16.247 |
16.543 |
PP |
16.093 |
16.093 |
16.093 |
16.151 |
S1 |
15.862 |
15.862 |
16.143 |
15.978 |
S2 |
15.528 |
15.528 |
16.091 |
|
S3 |
14.963 |
15.297 |
16.040 |
|
S4 |
14.398 |
14.732 |
15.884 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.623 |
19.732 |
16.825 |
|
R3 |
19.233 |
18.342 |
16.442 |
|
R2 |
17.843 |
17.843 |
16.315 |
|
R1 |
16.952 |
16.952 |
16.187 |
16.703 |
PP |
16.453 |
16.453 |
16.453 |
16.329 |
S1 |
15.562 |
15.562 |
15.933 |
15.313 |
S2 |
15.063 |
15.063 |
15.805 |
|
S3 |
13.673 |
14.172 |
15.678 |
|
S4 |
12.283 |
12.782 |
15.296 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17.345 |
15.760 |
1.585 |
9.8% |
0.593 |
3.7% |
27% |
False |
True |
28,936 |
10 |
17.690 |
15.760 |
1.930 |
11.9% |
0.557 |
3.4% |
23% |
False |
True |
27,210 |
20 |
17.690 |
14.550 |
3.140 |
19.4% |
0.567 |
3.5% |
52% |
False |
False |
28,637 |
40 |
17.690 |
13.530 |
4.160 |
25.7% |
0.524 |
3.2% |
64% |
False |
False |
19,708 |
60 |
17.690 |
12.490 |
5.200 |
32.1% |
0.462 |
2.9% |
71% |
False |
False |
13,741 |
80 |
17.690 |
12.490 |
5.200 |
32.1% |
0.453 |
2.8% |
71% |
False |
False |
10,635 |
100 |
17.690 |
12.490 |
5.200 |
32.1% |
0.448 |
2.8% |
71% |
False |
False |
8,769 |
120 |
17.690 |
11.800 |
5.890 |
36.4% |
0.437 |
2.7% |
75% |
False |
False |
7,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.726 |
2.618 |
17.804 |
1.618 |
17.239 |
1.000 |
16.890 |
0.618 |
16.674 |
HIGH |
16.325 |
0.618 |
16.109 |
0.500 |
16.043 |
0.382 |
15.976 |
LOW |
15.760 |
0.618 |
15.411 |
1.000 |
15.195 |
1.618 |
14.846 |
2.618 |
14.281 |
4.250 |
13.359 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
16.144 |
16.403 |
PP |
16.093 |
16.333 |
S1 |
16.043 |
16.264 |
|