COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
17.710 |
17.070 |
-0.640 |
-3.6% |
17.485 |
| High |
17.800 |
17.250 |
-0.550 |
-3.1% |
17.970 |
| Low |
17.010 |
16.500 |
-0.510 |
-3.0% |
17.270 |
| Close |
17.095 |
16.540 |
-0.555 |
-3.2% |
17.723 |
| Range |
0.790 |
0.750 |
-0.040 |
-5.1% |
0.700 |
| ATR |
0.532 |
0.547 |
0.016 |
2.9% |
0.000 |
| Volume |
38,589 |
43,378 |
4,789 |
12.4% |
133,583 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.013 |
18.527 |
16.953 |
|
| R3 |
18.263 |
17.777 |
16.746 |
|
| R2 |
17.513 |
17.513 |
16.678 |
|
| R1 |
17.027 |
17.027 |
16.609 |
16.895 |
| PP |
16.763 |
16.763 |
16.763 |
16.698 |
| S1 |
16.277 |
16.277 |
16.471 |
16.145 |
| S2 |
16.013 |
16.013 |
16.403 |
|
| S3 |
15.263 |
15.527 |
16.334 |
|
| S4 |
14.513 |
14.777 |
16.128 |
|
|
| 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 |
16.500 |
1.470 |
8.9% |
0.612 |
3.7% |
3% |
False |
True |
33,392 |
| 10 |
18.175 |
16.500 |
1.675 |
10.1% |
0.571 |
3.4% |
2% |
False |
True |
31,672 |
| 20 |
18.175 |
15.920 |
2.255 |
13.6% |
0.528 |
3.2% |
27% |
False |
False |
28,904 |
| 40 |
18.175 |
14.655 |
3.520 |
21.3% |
0.545 |
3.3% |
54% |
False |
False |
28,449 |
| 60 |
18.175 |
13.530 |
4.645 |
28.1% |
0.522 |
3.2% |
65% |
False |
False |
23,032 |
| 80 |
18.175 |
12.490 |
5.685 |
34.4% |
0.477 |
2.9% |
71% |
False |
False |
17,775 |
| 100 |
18.175 |
12.490 |
5.685 |
34.4% |
0.463 |
2.8% |
71% |
False |
False |
14,475 |
| 120 |
18.175 |
12.490 |
5.685 |
34.4% |
0.461 |
2.8% |
71% |
False |
False |
12,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.438 |
|
2.618 |
19.214 |
|
1.618 |
18.464 |
|
1.000 |
18.000 |
|
0.618 |
17.714 |
|
HIGH |
17.250 |
|
0.618 |
16.964 |
|
0.500 |
16.875 |
|
0.382 |
16.787 |
|
LOW |
16.500 |
|
0.618 |
16.037 |
|
1.000 |
15.750 |
|
1.618 |
15.287 |
|
2.618 |
14.537 |
|
4.250 |
13.313 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
16.875 |
17.235 |
| PP |
16.763 |
17.003 |
| S1 |
16.652 |
16.772 |
|