COMEX Silver Future March 2011
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
21.105 |
21.263 |
0.158 |
0.7% |
19.920 |
| High |
21.230 |
21.310 |
0.080 |
0.4% |
21.030 |
| Low |
21.000 |
20.975 |
-0.025 |
-0.1% |
19.900 |
| Close |
21.105 |
21.263 |
0.158 |
0.7% |
20.866 |
| Range |
0.230 |
0.335 |
0.105 |
45.7% |
1.130 |
| ATR |
0.347 |
0.346 |
-0.001 |
-0.3% |
0.000 |
| Volume |
1,499 |
1,034 |
-465 |
-31.0% |
6,547 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.188 |
22.060 |
21.447 |
|
| R3 |
21.853 |
21.725 |
21.355 |
|
| R2 |
21.518 |
21.518 |
21.324 |
|
| R1 |
21.390 |
21.390 |
21.294 |
21.431 |
| PP |
21.183 |
21.183 |
21.183 |
21.203 |
| S1 |
21.055 |
21.055 |
21.232 |
21.096 |
| S2 |
20.848 |
20.848 |
21.202 |
|
| S3 |
20.513 |
20.720 |
21.171 |
|
| S4 |
20.178 |
20.385 |
21.079 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.989 |
23.557 |
21.488 |
|
| R3 |
22.859 |
22.427 |
21.177 |
|
| R2 |
21.729 |
21.729 |
21.073 |
|
| R1 |
21.297 |
21.297 |
20.970 |
21.513 |
| PP |
20.599 |
20.599 |
20.599 |
20.707 |
| S1 |
20.167 |
20.167 |
20.762 |
20.383 |
| S2 |
19.469 |
19.469 |
20.659 |
|
| S3 |
18.339 |
19.037 |
20.555 |
|
| S4 |
17.209 |
17.907 |
20.245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21.310 |
20.625 |
0.685 |
3.2% |
0.324 |
1.5% |
93% |
True |
False |
1,011 |
| 10 |
21.310 |
19.835 |
1.475 |
6.9% |
0.325 |
1.5% |
97% |
True |
False |
1,161 |
| 20 |
21.310 |
18.950 |
2.360 |
11.1% |
0.323 |
1.5% |
98% |
True |
False |
1,019 |
| 40 |
21.310 |
17.708 |
3.602 |
16.9% |
0.283 |
1.3% |
99% |
True |
False |
793 |
| 60 |
21.310 |
17.455 |
3.855 |
18.1% |
0.244 |
1.1% |
99% |
True |
False |
642 |
| 80 |
21.310 |
17.424 |
3.886 |
18.3% |
0.232 |
1.1% |
99% |
True |
False |
618 |
| 100 |
21.310 |
17.424 |
3.886 |
18.3% |
0.197 |
0.9% |
99% |
True |
False |
543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22.734 |
|
2.618 |
22.187 |
|
1.618 |
21.852 |
|
1.000 |
21.645 |
|
0.618 |
21.517 |
|
HIGH |
21.310 |
|
0.618 |
21.182 |
|
0.500 |
21.143 |
|
0.382 |
21.103 |
|
LOW |
20.975 |
|
0.618 |
20.768 |
|
1.000 |
20.640 |
|
1.618 |
20.433 |
|
2.618 |
20.098 |
|
4.250 |
19.551 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
21.223 |
21.165 |
| PP |
21.183 |
21.066 |
| S1 |
21.143 |
20.968 |
|