COMEX Silver Future March 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
17.140 |
17.425 |
0.285 |
1.7% |
18.480 |
| High |
17.455 |
17.515 |
0.060 |
0.3% |
18.585 |
| Low |
17.095 |
17.135 |
0.040 |
0.2% |
16.900 |
| Close |
17.340 |
17.455 |
0.115 |
0.7% |
17.090 |
| Range |
0.360 |
0.380 |
0.020 |
5.6% |
1.685 |
| ATR |
0.595 |
0.579 |
-0.015 |
-2.6% |
0.000 |
| Volume |
36,132 |
21,857 |
-14,275 |
-39.5% |
198,967 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.508 |
18.362 |
17.664 |
|
| R3 |
18.128 |
17.982 |
17.560 |
|
| R2 |
17.748 |
17.748 |
17.525 |
|
| R1 |
17.602 |
17.602 |
17.490 |
17.675 |
| PP |
17.368 |
17.368 |
17.368 |
17.405 |
| S1 |
17.222 |
17.222 |
17.420 |
17.295 |
| S2 |
16.988 |
16.988 |
17.385 |
|
| S3 |
16.608 |
16.842 |
17.351 |
|
| S4 |
16.228 |
16.462 |
17.246 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.580 |
21.520 |
18.017 |
|
| R3 |
20.895 |
19.835 |
17.553 |
|
| R2 |
19.210 |
19.210 |
17.399 |
|
| R1 |
18.150 |
18.150 |
17.244 |
17.838 |
| PP |
17.525 |
17.525 |
17.525 |
17.369 |
| S1 |
16.465 |
16.465 |
16.936 |
16.153 |
| S2 |
15.840 |
15.840 |
16.781 |
|
| S3 |
14.155 |
14.780 |
16.627 |
|
| S4 |
12.470 |
13.095 |
16.163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17.910 |
16.900 |
1.010 |
5.8% |
0.535 |
3.1% |
55% |
False |
False |
32,824 |
| 10 |
19.500 |
16.900 |
2.600 |
14.9% |
0.592 |
3.4% |
21% |
False |
False |
37,279 |
| 20 |
19.500 |
16.900 |
2.600 |
14.9% |
0.569 |
3.3% |
21% |
False |
False |
30,273 |
| 40 |
19.500 |
16.155 |
3.345 |
19.2% |
0.556 |
3.2% |
39% |
False |
False |
17,685 |
| 60 |
19.500 |
15.835 |
3.665 |
21.0% |
0.510 |
2.9% |
44% |
False |
False |
12,361 |
| 80 |
19.500 |
14.150 |
5.350 |
30.7% |
0.484 |
2.8% |
62% |
False |
False |
9,472 |
| 100 |
19.500 |
13.520 |
5.980 |
34.3% |
0.431 |
2.5% |
66% |
False |
False |
7,645 |
| 120 |
19.500 |
12.620 |
6.880 |
39.4% |
0.374 |
2.1% |
70% |
False |
False |
6,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19.130 |
|
2.618 |
18.510 |
|
1.618 |
18.130 |
|
1.000 |
17.895 |
|
0.618 |
17.750 |
|
HIGH |
17.515 |
|
0.618 |
17.370 |
|
0.500 |
17.325 |
|
0.382 |
17.280 |
|
LOW |
17.135 |
|
0.618 |
16.900 |
|
1.000 |
16.755 |
|
1.618 |
16.520 |
|
2.618 |
16.140 |
|
4.250 |
15.520 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.412 |
17.393 |
| PP |
17.368 |
17.332 |
| S1 |
17.325 |
17.270 |
|