COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
16.220 |
16.170 |
-0.050 |
-0.3% |
16.950 |
| High |
16.320 |
16.715 |
0.395 |
2.4% |
17.345 |
| Low |
16.010 |
16.170 |
0.160 |
1.0% |
15.955 |
| Close |
16.178 |
16.658 |
0.480 |
3.0% |
16.060 |
| Range |
0.310 |
0.545 |
0.235 |
75.8% |
1.390 |
| ATR |
0.528 |
0.529 |
0.001 |
0.2% |
0.000 |
| Volume |
20,118 |
22,163 |
2,045 |
10.2% |
138,437 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.149 |
17.949 |
16.958 |
|
| R3 |
17.604 |
17.404 |
16.808 |
|
| R2 |
17.059 |
17.059 |
16.758 |
|
| R1 |
16.859 |
16.859 |
16.708 |
16.959 |
| PP |
16.514 |
16.514 |
16.514 |
16.565 |
| S1 |
16.314 |
16.314 |
16.608 |
16.414 |
| S2 |
15.969 |
15.969 |
16.558 |
|
| S3 |
15.424 |
15.769 |
16.508 |
|
| S4 |
14.879 |
15.224 |
16.358 |
|
|
| 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 |
17.045 |
15.760 |
1.285 |
7.7% |
0.547 |
3.3% |
70% |
False |
False |
28,375 |
| 10 |
17.690 |
15.760 |
1.930 |
11.6% |
0.524 |
3.1% |
47% |
False |
False |
26,892 |
| 20 |
17.690 |
14.865 |
2.825 |
17.0% |
0.566 |
3.4% |
63% |
False |
False |
28,182 |
| 40 |
17.690 |
13.530 |
4.160 |
25.0% |
0.515 |
3.1% |
75% |
False |
False |
20,563 |
| 60 |
17.690 |
12.490 |
5.200 |
31.2% |
0.465 |
2.8% |
80% |
False |
False |
14,420 |
| 80 |
17.690 |
12.490 |
5.200 |
31.2% |
0.445 |
2.7% |
80% |
False |
False |
11,104 |
| 100 |
17.690 |
12.490 |
5.200 |
31.2% |
0.451 |
2.7% |
80% |
False |
False |
9,173 |
| 120 |
17.690 |
11.800 |
5.890 |
35.4% |
0.441 |
2.6% |
82% |
False |
False |
7,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19.031 |
|
2.618 |
18.142 |
|
1.618 |
17.597 |
|
1.000 |
17.260 |
|
0.618 |
17.052 |
|
HIGH |
16.715 |
|
0.618 |
16.507 |
|
0.500 |
16.443 |
|
0.382 |
16.378 |
|
LOW |
16.170 |
|
0.618 |
15.833 |
|
1.000 |
15.625 |
|
1.618 |
15.288 |
|
2.618 |
14.743 |
|
4.250 |
13.854 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
16.586 |
16.518 |
| PP |
16.514 |
16.378 |
| S1 |
16.443 |
16.238 |
|