COMEX Silver Future September 2011
Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
40.590 |
39.030 |
-1.560 |
-3.8% |
36.725 |
High |
40.880 |
40.150 |
-0.730 |
-1.8% |
39.395 |
Low |
38.610 |
38.215 |
-0.395 |
-1.0% |
34.810 |
Close |
40.221 |
39.015 |
-1.206 |
-3.0% |
39.071 |
Range |
2.270 |
1.935 |
-0.335 |
-14.8% |
4.585 |
ATR |
1.500 |
1.537 |
0.036 |
2.4% |
0.000 |
Volume |
73,697 |
65,544 |
-8,153 |
-11.1% |
327,188 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.932 |
43.908 |
40.079 |
|
R3 |
42.997 |
41.973 |
39.547 |
|
R2 |
41.062 |
41.062 |
39.370 |
|
R1 |
40.038 |
40.038 |
39.192 |
39.583 |
PP |
39.127 |
39.127 |
39.127 |
38.899 |
S1 |
38.103 |
38.103 |
38.838 |
37.648 |
S2 |
37.192 |
37.192 |
38.660 |
|
S3 |
35.257 |
36.168 |
38.483 |
|
S4 |
33.322 |
34.233 |
37.951 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.514 |
49.877 |
41.593 |
|
R3 |
46.929 |
45.292 |
40.332 |
|
R2 |
42.344 |
42.344 |
39.912 |
|
R1 |
40.707 |
40.707 |
39.491 |
41.526 |
PP |
37.759 |
37.759 |
37.759 |
38.168 |
S1 |
36.122 |
36.122 |
38.651 |
36.941 |
S2 |
33.174 |
33.174 |
38.230 |
|
S3 |
28.589 |
31.537 |
37.810 |
|
S4 |
24.004 |
26.952 |
36.549 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.880 |
37.890 |
2.990 |
7.7% |
1.697 |
4.3% |
38% |
False |
False |
66,845 |
10 |
40.880 |
34.810 |
6.070 |
15.6% |
1.569 |
4.0% |
69% |
False |
False |
62,216 |
20 |
40.880 |
33.395 |
7.485 |
19.2% |
1.365 |
3.5% |
75% |
False |
False |
47,434 |
40 |
40.880 |
33.395 |
7.485 |
19.2% |
1.328 |
3.4% |
75% |
False |
False |
26,729 |
60 |
49.530 |
32.350 |
17.180 |
44.0% |
1.785 |
4.6% |
39% |
False |
False |
18,726 |
80 |
49.530 |
32.350 |
17.180 |
44.0% |
1.615 |
4.1% |
39% |
False |
False |
14,330 |
100 |
49.530 |
32.350 |
17.180 |
44.0% |
1.474 |
3.8% |
39% |
False |
False |
11,565 |
120 |
49.530 |
26.710 |
22.820 |
58.5% |
1.332 |
3.4% |
54% |
False |
False |
9,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.374 |
2.618 |
45.216 |
1.618 |
43.281 |
1.000 |
42.085 |
0.618 |
41.346 |
HIGH |
40.150 |
0.618 |
39.411 |
0.500 |
39.183 |
0.382 |
38.954 |
LOW |
38.215 |
0.618 |
37.019 |
1.000 |
36.280 |
1.618 |
35.084 |
2.618 |
33.149 |
4.250 |
29.991 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
39.183 |
39.548 |
PP |
39.127 |
39.370 |
S1 |
39.071 |
39.193 |
|