COMEX Silver Future March 2011
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
19.120 |
19.437 |
0.317 |
1.7% |
18.082 |
| High |
19.485 |
19.530 |
0.045 |
0.2% |
19.380 |
| Low |
18.950 |
19.380 |
0.430 |
2.3% |
17.830 |
| Close |
19.476 |
19.437 |
-0.039 |
-0.2% |
19.120 |
| Range |
0.535 |
0.150 |
-0.385 |
-72.0% |
1.550 |
| ATR |
0.331 |
0.318 |
-0.013 |
-3.9% |
0.000 |
| Volume |
1,087 |
316 |
-771 |
-70.9% |
3,452 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.899 |
19.818 |
19.520 |
|
| R3 |
19.749 |
19.668 |
19.478 |
|
| R2 |
19.599 |
19.599 |
19.465 |
|
| R1 |
19.518 |
19.518 |
19.451 |
19.512 |
| PP |
19.449 |
19.449 |
19.449 |
19.446 |
| S1 |
19.368 |
19.368 |
19.423 |
19.362 |
| S2 |
19.299 |
19.299 |
19.410 |
|
| S3 |
19.149 |
19.218 |
19.396 |
|
| S4 |
18.999 |
19.068 |
19.355 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.427 |
22.823 |
19.973 |
|
| R3 |
21.877 |
21.273 |
19.546 |
|
| R2 |
20.327 |
20.327 |
19.404 |
|
| R1 |
19.723 |
19.723 |
19.262 |
20.025 |
| PP |
18.777 |
18.777 |
18.777 |
18.928 |
| S1 |
18.173 |
18.173 |
18.978 |
18.475 |
| S2 |
17.227 |
17.227 |
18.836 |
|
| S3 |
15.677 |
16.623 |
18.694 |
|
| S4 |
14.127 |
15.073 |
18.268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19.530 |
18.950 |
0.580 |
3.0% |
0.294 |
1.5% |
84% |
True |
False |
752 |
| 10 |
19.530 |
17.830 |
1.700 |
8.7% |
0.327 |
1.7% |
95% |
True |
False |
747 |
| 20 |
19.530 |
17.830 |
1.700 |
8.7% |
0.263 |
1.4% |
95% |
True |
False |
621 |
| 40 |
19.530 |
17.455 |
2.075 |
10.7% |
0.206 |
1.1% |
96% |
True |
False |
508 |
| 60 |
19.530 |
17.455 |
2.075 |
10.7% |
0.207 |
1.1% |
96% |
True |
False |
458 |
| 80 |
19.783 |
17.424 |
2.359 |
12.1% |
0.178 |
0.9% |
85% |
False |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.168 |
|
2.618 |
19.923 |
|
1.618 |
19.773 |
|
1.000 |
19.680 |
|
0.618 |
19.623 |
|
HIGH |
19.530 |
|
0.618 |
19.473 |
|
0.500 |
19.455 |
|
0.382 |
19.437 |
|
LOW |
19.380 |
|
0.618 |
19.287 |
|
1.000 |
19.230 |
|
1.618 |
19.137 |
|
2.618 |
18.987 |
|
4.250 |
18.743 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19.455 |
19.371 |
| PP |
19.449 |
19.306 |
| S1 |
19.443 |
19.240 |
|