COMEX Silver Future September 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
35.830 |
35.720 |
-0.110 |
-0.3% |
35.910 |
| High |
36.400 |
35.720 |
-0.680 |
-1.9% |
36.670 |
| Low |
35.705 |
34.040 |
-1.665 |
-4.7% |
34.090 |
| Close |
35.848 |
34.126 |
-1.722 |
-4.8% |
35.942 |
| Range |
0.695 |
1.680 |
0.985 |
141.7% |
2.580 |
| ATR |
0.887 |
0.952 |
0.066 |
7.4% |
0.000 |
| Volume |
1,389 |
1,085 |
-304 |
-21.9% |
2,550 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.669 |
38.577 |
35.050 |
|
| R3 |
37.989 |
36.897 |
34.588 |
|
| R2 |
36.309 |
36.309 |
34.434 |
|
| R1 |
35.217 |
35.217 |
34.280 |
34.923 |
| PP |
34.629 |
34.629 |
34.629 |
34.482 |
| S1 |
33.537 |
33.537 |
33.972 |
33.243 |
| S2 |
32.949 |
32.949 |
33.818 |
|
| S3 |
31.269 |
31.857 |
33.664 |
|
| S4 |
29.589 |
30.177 |
33.202 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.307 |
42.205 |
37.361 |
|
| R3 |
40.727 |
39.625 |
36.652 |
|
| R2 |
38.147 |
38.147 |
36.415 |
|
| R1 |
37.045 |
37.045 |
36.179 |
37.596 |
| PP |
35.567 |
35.567 |
35.567 |
35.843 |
| S1 |
34.465 |
34.465 |
35.706 |
35.016 |
| S2 |
32.987 |
32.987 |
35.469 |
|
| S3 |
30.407 |
31.885 |
35.233 |
|
| S4 |
27.827 |
29.305 |
34.523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.450 |
34.040 |
2.410 |
7.1% |
1.279 |
3.7% |
4% |
False |
True |
841 |
| 10 |
36.670 |
34.040 |
2.630 |
7.7% |
0.988 |
2.9% |
3% |
False |
True |
567 |
| 20 |
36.670 |
30.310 |
6.360 |
18.6% |
0.872 |
2.6% |
60% |
False |
False |
486 |
| 40 |
36.670 |
26.710 |
9.960 |
29.2% |
0.668 |
2.0% |
74% |
False |
False |
429 |
| 60 |
36.670 |
26.710 |
9.960 |
29.2% |
0.547 |
1.6% |
74% |
False |
False |
328 |
| 80 |
36.670 |
26.710 |
9.960 |
29.2% |
0.489 |
1.4% |
74% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.860 |
|
2.618 |
40.118 |
|
1.618 |
38.438 |
|
1.000 |
37.400 |
|
0.618 |
36.758 |
|
HIGH |
35.720 |
|
0.618 |
35.078 |
|
0.500 |
34.880 |
|
0.382 |
34.682 |
|
LOW |
34.040 |
|
0.618 |
33.002 |
|
1.000 |
32.360 |
|
1.618 |
31.322 |
|
2.618 |
29.642 |
|
4.250 |
26.900 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
34.880 |
35.220 |
| PP |
34.629 |
34.855 |
| S1 |
34.377 |
34.491 |
|