COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
17.720 |
17.700 |
-0.020 |
-0.1% |
17.485 |
| High |
17.830 |
17.970 |
0.140 |
0.8% |
17.970 |
| Low |
17.365 |
17.450 |
0.085 |
0.5% |
17.270 |
| Close |
17.545 |
17.723 |
0.178 |
1.0% |
17.723 |
| Range |
0.465 |
0.520 |
0.055 |
11.8% |
0.700 |
| ATR |
0.511 |
0.512 |
0.001 |
0.1% |
0.000 |
| Volume |
28,959 |
30,193 |
1,234 |
4.3% |
133,583 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.274 |
19.019 |
18.009 |
|
| R3 |
18.754 |
18.499 |
17.866 |
|
| R2 |
18.234 |
18.234 |
17.818 |
|
| R1 |
17.979 |
17.979 |
17.771 |
18.107 |
| PP |
17.714 |
17.714 |
17.714 |
17.778 |
| S1 |
17.459 |
17.459 |
17.675 |
17.587 |
| S2 |
17.194 |
17.194 |
17.628 |
|
| S3 |
16.674 |
16.939 |
17.580 |
|
| S4 |
16.154 |
16.419 |
17.437 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.754 |
19.439 |
18.108 |
|
| R3 |
19.054 |
18.739 |
17.916 |
|
| R2 |
18.354 |
18.354 |
17.851 |
|
| R1 |
18.039 |
18.039 |
17.787 |
18.197 |
| PP |
17.654 |
17.654 |
17.654 |
17.733 |
| S1 |
17.339 |
17.339 |
17.659 |
17.497 |
| S2 |
16.954 |
16.954 |
17.595 |
|
| S3 |
16.254 |
16.639 |
17.531 |
|
| S4 |
15.554 |
15.939 |
17.338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17.970 |
17.270 |
0.700 |
3.9% |
0.532 |
3.0% |
65% |
True |
False |
26,716 |
| 10 |
18.175 |
17.210 |
0.965 |
5.4% |
0.496 |
2.8% |
53% |
False |
False |
27,730 |
| 20 |
18.175 |
15.760 |
2.415 |
13.6% |
0.494 |
2.8% |
81% |
False |
False |
27,490 |
| 40 |
18.175 |
14.225 |
3.950 |
22.3% |
0.534 |
3.0% |
89% |
False |
False |
27,766 |
| 60 |
18.175 |
13.425 |
4.750 |
26.8% |
0.514 |
2.9% |
90% |
False |
False |
21,784 |
| 80 |
18.175 |
12.490 |
5.685 |
32.1% |
0.469 |
2.6% |
92% |
False |
False |
16,788 |
| 100 |
18.175 |
12.490 |
5.685 |
32.1% |
0.464 |
2.6% |
92% |
False |
False |
13,695 |
| 120 |
18.175 |
12.490 |
5.685 |
32.1% |
0.456 |
2.6% |
92% |
False |
False |
11,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.180 |
|
2.618 |
19.331 |
|
1.618 |
18.811 |
|
1.000 |
18.490 |
|
0.618 |
18.291 |
|
HIGH |
17.970 |
|
0.618 |
17.771 |
|
0.500 |
17.710 |
|
0.382 |
17.649 |
|
LOW |
17.450 |
|
0.618 |
17.129 |
|
1.000 |
16.930 |
|
1.618 |
16.609 |
|
2.618 |
16.089 |
|
4.250 |
15.240 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.719 |
17.694 |
| PP |
17.714 |
17.664 |
| S1 |
17.710 |
17.635 |
|