COMEX Silver Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
13.285 |
13.475 |
0.190 |
1.4% |
13.890 |
| High |
13.580 |
13.970 |
0.390 |
2.9% |
14.095 |
| Low |
13.260 |
13.370 |
0.110 |
0.8% |
13.165 |
| Close |
13.485 |
13.940 |
0.455 |
3.4% |
13.940 |
| Range |
0.320 |
0.600 |
0.280 |
87.5% |
0.930 |
| ATR |
0.387 |
0.402 |
0.015 |
3.9% |
0.000 |
| Volume |
23,904 |
17,171 |
-6,733 |
-28.2% |
92,608 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15.560 |
15.350 |
14.270 |
|
| R3 |
14.960 |
14.750 |
14.105 |
|
| R2 |
14.360 |
14.360 |
14.050 |
|
| R1 |
14.150 |
14.150 |
13.995 |
14.255 |
| PP |
13.760 |
13.760 |
13.760 |
13.813 |
| S1 |
13.550 |
13.550 |
13.885 |
13.655 |
| S2 |
13.160 |
13.160 |
13.830 |
|
| S3 |
12.560 |
12.950 |
13.775 |
|
| S4 |
11.960 |
12.350 |
13.610 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16.523 |
16.162 |
14.452 |
|
| R3 |
15.593 |
15.232 |
14.196 |
|
| R2 |
14.663 |
14.663 |
14.111 |
|
| R1 |
14.302 |
14.302 |
14.025 |
14.483 |
| PP |
13.733 |
13.733 |
13.733 |
13.824 |
| S1 |
13.372 |
13.372 |
13.855 |
13.553 |
| S2 |
12.803 |
12.803 |
13.770 |
|
| S3 |
11.873 |
12.442 |
13.684 |
|
| S4 |
10.943 |
11.512 |
13.429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14.095 |
13.165 |
0.930 |
6.7% |
0.471 |
3.4% |
83% |
False |
False |
18,521 |
| 10 |
14.095 |
13.165 |
0.930 |
6.7% |
0.388 |
2.8% |
83% |
False |
False |
17,598 |
| 20 |
14.095 |
12.435 |
1.660 |
11.9% |
0.368 |
2.6% |
91% |
False |
False |
18,487 |
| 40 |
15.980 |
12.435 |
3.545 |
25.4% |
0.410 |
2.9% |
42% |
False |
False |
14,643 |
| 60 |
16.260 |
12.435 |
3.825 |
27.4% |
0.419 |
3.0% |
39% |
False |
False |
10,261 |
| 80 |
16.260 |
11.827 |
4.433 |
31.8% |
0.393 |
2.8% |
48% |
False |
False |
7,801 |
| 100 |
16.260 |
11.827 |
4.433 |
31.8% |
0.370 |
2.7% |
48% |
False |
False |
6,294 |
| 120 |
16.260 |
11.827 |
4.433 |
31.8% |
0.337 |
2.4% |
48% |
False |
False |
5,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16.520 |
|
2.618 |
15.541 |
|
1.618 |
14.941 |
|
1.000 |
14.570 |
|
0.618 |
14.341 |
|
HIGH |
13.970 |
|
0.618 |
13.741 |
|
0.500 |
13.670 |
|
0.382 |
13.599 |
|
LOW |
13.370 |
|
0.618 |
12.999 |
|
1.000 |
12.770 |
|
1.618 |
12.399 |
|
2.618 |
11.799 |
|
4.250 |
10.820 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
13.850 |
13.816 |
| PP |
13.760 |
13.692 |
| S1 |
13.670 |
13.568 |
|