COMEX Silver Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
14.295 |
14.340 |
0.045 |
0.3% |
14.730 |
| High |
14.470 |
14.350 |
-0.120 |
-0.8% |
14.730 |
| Low |
14.165 |
14.045 |
-0.120 |
-0.8% |
13.495 |
| Close |
14.255 |
14.220 |
-0.035 |
-0.2% |
14.164 |
| Range |
0.305 |
0.305 |
0.000 |
0.0% |
1.235 |
| ATR |
0.459 |
0.448 |
-0.011 |
-2.4% |
0.000 |
| Volume |
29,637 |
32,197 |
2,560 |
8.6% |
147,114 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15.120 |
14.975 |
14.388 |
|
| R3 |
14.815 |
14.670 |
14.304 |
|
| R2 |
14.510 |
14.510 |
14.276 |
|
| R1 |
14.365 |
14.365 |
14.248 |
14.285 |
| PP |
14.205 |
14.205 |
14.205 |
14.165 |
| S1 |
14.060 |
14.060 |
14.192 |
13.980 |
| S2 |
13.900 |
13.900 |
14.164 |
|
| S3 |
13.595 |
13.755 |
14.136 |
|
| S4 |
13.290 |
13.450 |
14.052 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.835 |
17.234 |
14.843 |
|
| R3 |
16.600 |
15.999 |
14.504 |
|
| R2 |
15.365 |
15.365 |
14.390 |
|
| R1 |
14.764 |
14.764 |
14.277 |
14.447 |
| PP |
14.130 |
14.130 |
14.130 |
13.971 |
| S1 |
13.529 |
13.529 |
14.051 |
13.212 |
| S2 |
12.895 |
12.895 |
13.938 |
|
| S3 |
11.660 |
12.294 |
13.824 |
|
| S4 |
10.425 |
11.059 |
13.485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14.470 |
13.710 |
0.760 |
5.3% |
0.395 |
2.8% |
67% |
False |
False |
26,237 |
| 10 |
15.185 |
13.495 |
1.690 |
11.9% |
0.479 |
3.4% |
43% |
False |
False |
28,805 |
| 20 |
15.185 |
13.370 |
1.815 |
12.8% |
0.491 |
3.5% |
47% |
False |
False |
28,021 |
| 40 |
15.185 |
12.435 |
2.750 |
19.3% |
0.427 |
3.0% |
65% |
False |
False |
23,332 |
| 60 |
15.980 |
12.435 |
3.545 |
24.9% |
0.441 |
3.1% |
50% |
False |
False |
18,891 |
| 80 |
16.260 |
12.435 |
3.825 |
26.9% |
0.433 |
3.0% |
47% |
False |
False |
14,496 |
| 100 |
16.260 |
11.827 |
4.433 |
31.2% |
0.408 |
2.9% |
54% |
False |
False |
11,678 |
| 120 |
16.260 |
11.827 |
4.433 |
31.2% |
0.386 |
2.7% |
54% |
False |
False |
9,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15.646 |
|
2.618 |
15.148 |
|
1.618 |
14.843 |
|
1.000 |
14.655 |
|
0.618 |
14.538 |
|
HIGH |
14.350 |
|
0.618 |
14.233 |
|
0.500 |
14.198 |
|
0.382 |
14.162 |
|
LOW |
14.045 |
|
0.618 |
13.857 |
|
1.000 |
13.740 |
|
1.618 |
13.552 |
|
2.618 |
13.247 |
|
4.250 |
12.749 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
14.213 |
14.258 |
| PP |
14.205 |
14.245 |
| S1 |
14.198 |
14.233 |
|