COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
35.585 |
36.045 |
0.460 |
1.3% |
36.000 |
| High |
35.925 |
36.130 |
0.205 |
0.6% |
36.285 |
| Low |
35.000 |
35.300 |
0.300 |
0.9% |
34.450 |
| Close |
35.772 |
36.098 |
0.326 |
0.9% |
35.772 |
| Range |
0.925 |
0.830 |
-0.095 |
-10.3% |
1.835 |
| ATR |
1.522 |
1.472 |
-0.049 |
-3.2% |
0.000 |
| Volume |
3,276 |
1,852 |
-1,424 |
-43.5% |
16,020 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.333 |
38.045 |
36.555 |
|
| R3 |
37.503 |
37.215 |
36.326 |
|
| R2 |
36.673 |
36.673 |
36.250 |
|
| R1 |
36.385 |
36.385 |
36.174 |
36.529 |
| PP |
35.843 |
35.843 |
35.843 |
35.915 |
| S1 |
35.555 |
35.555 |
36.022 |
35.699 |
| S2 |
35.013 |
35.013 |
35.946 |
|
| S3 |
34.183 |
34.725 |
35.870 |
|
| S4 |
33.353 |
33.895 |
35.642 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.007 |
40.225 |
36.781 |
|
| R3 |
39.172 |
38.390 |
36.277 |
|
| R2 |
37.337 |
37.337 |
36.108 |
|
| R1 |
36.555 |
36.555 |
35.940 |
36.029 |
| PP |
35.502 |
35.502 |
35.502 |
35.239 |
| S1 |
34.720 |
34.720 |
35.604 |
34.194 |
| S2 |
33.667 |
33.667 |
35.436 |
|
| S3 |
31.832 |
32.885 |
35.267 |
|
| S4 |
29.997 |
31.050 |
34.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.130 |
34.450 |
1.680 |
4.7% |
0.891 |
2.5% |
98% |
True |
False |
2,869 |
| 10 |
37.840 |
34.450 |
3.390 |
9.4% |
1.100 |
3.0% |
49% |
False |
False |
2,320 |
| 20 |
38.800 |
34.400 |
4.400 |
12.2% |
1.268 |
3.5% |
39% |
False |
False |
2,414 |
| 40 |
49.810 |
32.350 |
17.460 |
48.4% |
2.055 |
5.7% |
21% |
False |
False |
3,359 |
| 60 |
49.810 |
32.350 |
17.460 |
48.4% |
1.715 |
4.8% |
21% |
False |
False |
2,740 |
| 80 |
49.810 |
32.350 |
17.460 |
48.4% |
1.541 |
4.3% |
21% |
False |
False |
2,280 |
| 100 |
49.810 |
26.410 |
23.400 |
64.8% |
1.402 |
3.9% |
41% |
False |
False |
1,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.658 |
|
2.618 |
38.303 |
|
1.618 |
37.473 |
|
1.000 |
36.960 |
|
0.618 |
36.643 |
|
HIGH |
36.130 |
|
0.618 |
35.813 |
|
0.500 |
35.715 |
|
0.382 |
35.617 |
|
LOW |
35.300 |
|
0.618 |
34.787 |
|
1.000 |
34.470 |
|
1.618 |
33.957 |
|
2.618 |
33.127 |
|
4.250 |
31.773 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
35.970 |
35.920 |
| PP |
35.843 |
35.743 |
| S1 |
35.715 |
35.565 |
|