COMEX Silver Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
23.600 |
23.980 |
0.380 |
1.6% |
24.350 |
| High |
24.010 |
24.300 |
0.290 |
1.2% |
24.570 |
| Low |
23.220 |
23.435 |
0.215 |
0.9% |
22.910 |
| Close |
23.887 |
23.461 |
-0.426 |
-1.8% |
23.172 |
| Range |
0.790 |
0.865 |
0.075 |
9.5% |
1.660 |
| ATR |
0.659 |
0.673 |
0.015 |
2.2% |
0.000 |
| Volume |
1,692 |
6,061 |
4,369 |
258.2% |
14,684 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.327 |
25.759 |
23.937 |
|
| R3 |
25.462 |
24.894 |
23.699 |
|
| R2 |
24.597 |
24.597 |
23.620 |
|
| R1 |
24.029 |
24.029 |
23.540 |
23.881 |
| PP |
23.732 |
23.732 |
23.732 |
23.658 |
| S1 |
23.164 |
23.164 |
23.382 |
23.016 |
| S2 |
22.867 |
22.867 |
23.302 |
|
| S3 |
22.002 |
22.299 |
23.223 |
|
| S4 |
21.137 |
21.434 |
22.985 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.531 |
27.511 |
24.085 |
|
| R3 |
26.871 |
25.851 |
23.629 |
|
| R2 |
25.211 |
25.211 |
23.476 |
|
| R1 |
24.191 |
24.191 |
23.324 |
23.871 |
| PP |
23.551 |
23.551 |
23.551 |
23.391 |
| S1 |
22.531 |
22.531 |
23.020 |
22.211 |
| S2 |
21.891 |
21.891 |
22.868 |
|
| S3 |
20.231 |
20.871 |
22.716 |
|
| S4 |
18.571 |
19.211 |
22.259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.300 |
22.910 |
1.390 |
5.9% |
0.732 |
3.1% |
40% |
True |
False |
3,463 |
| 10 |
24.940 |
22.910 |
2.030 |
8.7% |
0.775 |
3.3% |
27% |
False |
False |
3,138 |
| 20 |
24.940 |
21.670 |
3.270 |
13.9% |
0.702 |
3.0% |
55% |
False |
False |
3,000 |
| 40 |
24.940 |
19.380 |
5.560 |
23.7% |
0.518 |
2.2% |
73% |
False |
False |
2,137 |
| 60 |
24.940 |
17.830 |
7.110 |
30.3% |
0.437 |
1.9% |
79% |
False |
False |
1,630 |
| 80 |
24.940 |
17.455 |
7.485 |
31.9% |
0.365 |
1.6% |
80% |
False |
False |
1,328 |
| 100 |
24.940 |
17.455 |
7.485 |
31.9% |
0.330 |
1.4% |
80% |
False |
False |
1,135 |
| 120 |
24.940 |
17.424 |
7.516 |
32.0% |
0.290 |
1.2% |
80% |
False |
False |
1,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27.976 |
|
2.618 |
26.565 |
|
1.618 |
25.700 |
|
1.000 |
25.165 |
|
0.618 |
24.835 |
|
HIGH |
24.300 |
|
0.618 |
23.970 |
|
0.500 |
23.868 |
|
0.382 |
23.765 |
|
LOW |
23.435 |
|
0.618 |
22.900 |
|
1.000 |
22.570 |
|
1.618 |
22.035 |
|
2.618 |
21.170 |
|
4.250 |
19.759 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
23.868 |
23.760 |
| PP |
23.732 |
23.660 |
| S1 |
23.597 |
23.561 |
|