COMEX Silver Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
16.995 |
17.160 |
0.165 |
1.0% |
17.140 |
| High |
17.245 |
17.545 |
0.300 |
1.7% |
17.810 |
| Low |
16.870 |
17.145 |
0.275 |
1.6% |
17.095 |
| Close |
17.190 |
17.440 |
0.250 |
1.5% |
17.320 |
| Range |
0.375 |
0.400 |
0.025 |
6.7% |
0.715 |
| ATR |
0.535 |
0.526 |
-0.010 |
-1.8% |
0.000 |
| Volume |
30,559 |
16,188 |
-14,371 |
-47.0% |
139,529 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.577 |
18.408 |
17.660 |
|
| R3 |
18.177 |
18.008 |
17.550 |
|
| R2 |
17.777 |
17.777 |
17.513 |
|
| R1 |
17.608 |
17.608 |
17.477 |
17.693 |
| PP |
17.377 |
17.377 |
17.377 |
17.419 |
| S1 |
17.208 |
17.208 |
17.403 |
17.293 |
| S2 |
16.977 |
16.977 |
17.367 |
|
| S3 |
16.577 |
16.808 |
17.330 |
|
| S4 |
16.177 |
16.408 |
17.220 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.553 |
19.152 |
17.713 |
|
| R3 |
18.838 |
18.437 |
17.517 |
|
| R2 |
18.123 |
18.123 |
17.451 |
|
| R1 |
17.722 |
17.722 |
17.386 |
17.923 |
| PP |
17.408 |
17.408 |
17.408 |
17.509 |
| S1 |
17.007 |
17.007 |
17.254 |
17.208 |
| S2 |
16.693 |
16.693 |
17.189 |
|
| S3 |
15.978 |
16.292 |
17.123 |
|
| S4 |
15.263 |
15.577 |
16.927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17.545 |
16.780 |
0.765 |
4.4% |
0.403 |
2.3% |
86% |
True |
False |
25,686 |
| 10 |
17.810 |
16.780 |
1.030 |
5.9% |
0.466 |
2.7% |
64% |
False |
False |
26,294 |
| 20 |
19.500 |
16.780 |
2.720 |
15.6% |
0.581 |
3.3% |
24% |
False |
False |
32,986 |
| 40 |
19.500 |
16.165 |
3.335 |
19.1% |
0.535 |
3.1% |
38% |
False |
False |
21,667 |
| 60 |
19.500 |
15.950 |
3.550 |
20.4% |
0.513 |
2.9% |
42% |
False |
False |
15,103 |
| 80 |
19.500 |
14.925 |
4.575 |
26.2% |
0.501 |
2.9% |
55% |
False |
False |
11,676 |
| 100 |
19.500 |
13.750 |
5.750 |
33.0% |
0.447 |
2.6% |
64% |
False |
False |
9,408 |
| 120 |
19.500 |
12.620 |
6.880 |
39.4% |
0.395 |
2.3% |
70% |
False |
False |
7,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19.245 |
|
2.618 |
18.592 |
|
1.618 |
18.192 |
|
1.000 |
17.945 |
|
0.618 |
17.792 |
|
HIGH |
17.545 |
|
0.618 |
17.392 |
|
0.500 |
17.345 |
|
0.382 |
17.298 |
|
LOW |
17.145 |
|
0.618 |
16.898 |
|
1.000 |
16.745 |
|
1.618 |
16.498 |
|
2.618 |
16.098 |
|
4.250 |
15.445 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.408 |
17.348 |
| PP |
17.377 |
17.255 |
| S1 |
17.345 |
17.163 |
|