COMEX Silver Future July 2011
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
35.295 |
34.300 |
-0.995 |
-2.8% |
35.990 |
High |
35.420 |
34.330 |
-1.090 |
-3.1% |
36.770 |
Low |
34.145 |
33.380 |
-0.765 |
-2.2% |
34.145 |
Close |
34.638 |
33.570 |
-1.068 |
-3.1% |
34.638 |
Range |
1.275 |
0.950 |
-0.325 |
-25.5% |
2.625 |
ATR |
1.489 |
1.472 |
-0.016 |
-1.1% |
0.000 |
Volume |
62,983 |
68,383 |
5,400 |
8.6% |
309,943 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.610 |
36.040 |
34.093 |
|
R3 |
35.660 |
35.090 |
33.831 |
|
R2 |
34.710 |
34.710 |
33.744 |
|
R1 |
34.140 |
34.140 |
33.657 |
33.950 |
PP |
33.760 |
33.760 |
33.760 |
33.665 |
S1 |
33.190 |
33.190 |
33.483 |
33.000 |
S2 |
32.810 |
32.810 |
33.396 |
|
S3 |
31.860 |
32.240 |
33.309 |
|
S4 |
30.910 |
31.290 |
33.048 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.059 |
41.474 |
36.082 |
|
R3 |
40.434 |
38.849 |
35.360 |
|
R2 |
37.809 |
37.809 |
35.119 |
|
R1 |
36.224 |
36.224 |
34.879 |
35.704 |
PP |
35.184 |
35.184 |
35.184 |
34.925 |
S1 |
33.599 |
33.599 |
34.397 |
33.079 |
S2 |
32.559 |
32.559 |
34.157 |
|
S3 |
29.934 |
30.974 |
33.916 |
|
S4 |
27.309 |
28.349 |
33.194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.770 |
33.380 |
3.390 |
10.1% |
1.148 |
3.4% |
6% |
False |
True |
66,310 |
10 |
36.770 |
33.380 |
3.390 |
10.1% |
1.070 |
3.2% |
6% |
False |
True |
60,660 |
20 |
38.765 |
33.380 |
5.385 |
16.0% |
1.254 |
3.7% |
4% |
False |
True |
61,370 |
40 |
48.190 |
32.300 |
15.890 |
47.3% |
1.974 |
5.9% |
8% |
False |
False |
82,606 |
60 |
49.845 |
32.300 |
17.545 |
52.3% |
1.852 |
5.5% |
7% |
False |
False |
66,405 |
80 |
49.845 |
32.300 |
17.545 |
52.3% |
1.665 |
5.0% |
7% |
False |
False |
50,520 |
100 |
49.845 |
28.055 |
21.790 |
64.9% |
1.508 |
4.5% |
25% |
False |
False |
40,742 |
120 |
49.845 |
26.450 |
23.395 |
69.7% |
1.376 |
4.1% |
30% |
False |
False |
34,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.368 |
2.618 |
36.817 |
1.618 |
35.867 |
1.000 |
35.280 |
0.618 |
34.917 |
HIGH |
34.330 |
0.618 |
33.967 |
0.500 |
33.855 |
0.382 |
33.743 |
LOW |
33.380 |
0.618 |
32.793 |
1.000 |
32.430 |
1.618 |
31.843 |
2.618 |
30.893 |
4.250 |
29.343 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
33.855 |
34.870 |
PP |
33.760 |
34.437 |
S1 |
33.665 |
34.003 |
|