COMEX Silver Future September 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 |
35.345 |
34.280 |
-1.065 |
-3.0% |
35.995 |
| High |
35.400 |
34.295 |
-1.105 |
-3.1% |
36.785 |
| Low |
34.160 |
33.395 |
-0.765 |
-2.2% |
34.160 |
| Close |
34.360 |
33.597 |
-0.763 |
-2.2% |
34.360 |
| Range |
1.240 |
0.900 |
-0.340 |
-27.4% |
2.625 |
| ATR |
1.447 |
1.413 |
-0.034 |
-2.4% |
0.000 |
| Volume |
16,717 |
29,738 |
13,021 |
77.9% |
70,751 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.462 |
35.930 |
34.092 |
|
| R3 |
35.562 |
35.030 |
33.845 |
|
| R2 |
34.662 |
34.662 |
33.762 |
|
| R1 |
34.130 |
34.130 |
33.680 |
33.946 |
| PP |
33.762 |
33.762 |
33.762 |
33.671 |
| S1 |
33.230 |
33.230 |
33.515 |
33.046 |
| S2 |
32.862 |
32.862 |
33.432 |
|
| S3 |
31.962 |
32.330 |
33.350 |
|
| S4 |
31.062 |
31.430 |
33.102 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.977 |
41.293 |
35.804 |
|
| R3 |
40.352 |
38.668 |
35.082 |
|
| R2 |
37.727 |
37.727 |
34.841 |
|
| R1 |
36.043 |
36.043 |
34.601 |
35.573 |
| PP |
35.102 |
35.102 |
35.102 |
34.866 |
| S1 |
33.418 |
33.418 |
34.119 |
32.948 |
| S2 |
32.477 |
32.477 |
33.879 |
|
| S3 |
29.852 |
30.793 |
33.638 |
|
| S4 |
27.227 |
28.168 |
32.916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.785 |
33.395 |
3.390 |
10.1% |
1.122 |
3.3% |
6% |
False |
True |
18,405 |
| 10 |
36.785 |
33.395 |
3.390 |
10.1% |
1.045 |
3.1% |
6% |
False |
True |
13,929 |
| 20 |
38.745 |
33.395 |
5.350 |
15.9% |
1.199 |
3.6% |
4% |
False |
True |
9,543 |
| 40 |
47.990 |
32.350 |
15.640 |
46.6% |
1.875 |
5.6% |
8% |
False |
False |
6,115 |
| 60 |
49.530 |
32.350 |
17.180 |
51.1% |
1.738 |
5.2% |
7% |
False |
False |
4,595 |
| 80 |
49.530 |
32.350 |
17.180 |
51.1% |
1.531 |
4.6% |
7% |
False |
False |
3,582 |
| 100 |
49.530 |
28.050 |
21.480 |
63.9% |
1.348 |
4.0% |
26% |
False |
False |
2,927 |
| 120 |
49.530 |
26.710 |
22.820 |
67.9% |
1.196 |
3.6% |
30% |
False |
False |
2,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.120 |
|
2.618 |
36.651 |
|
1.618 |
35.751 |
|
1.000 |
35.195 |
|
0.618 |
34.851 |
|
HIGH |
34.295 |
|
0.618 |
33.951 |
|
0.500 |
33.845 |
|
0.382 |
33.739 |
|
LOW |
33.395 |
|
0.618 |
32.839 |
|
1.000 |
32.495 |
|
1.618 |
31.939 |
|
2.618 |
31.039 |
|
4.250 |
29.570 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
33.845 |
34.875 |
| PP |
33.762 |
34.449 |
| S1 |
33.680 |
34.023 |
|