COMEX Silver Future December 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 |
35.395 |
34.265 |
-1.130 |
-3.2% |
36.045 |
| High |
35.395 |
34.265 |
-1.130 |
-3.2% |
36.800 |
| Low |
34.170 |
33.420 |
-0.750 |
-2.2% |
34.170 |
| Close |
34.664 |
33.612 |
-1.052 |
-3.0% |
34.664 |
| Range |
1.225 |
0.845 |
-0.380 |
-31.0% |
2.630 |
| ATR |
1.414 |
1.402 |
-0.012 |
-0.9% |
0.000 |
| Volume |
6,333 |
3,513 |
-2,820 |
-44.5% |
18,832 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.301 |
35.801 |
34.077 |
|
| R3 |
35.456 |
34.956 |
33.844 |
|
| R2 |
34.611 |
34.611 |
33.767 |
|
| R1 |
34.111 |
34.111 |
33.689 |
33.939 |
| PP |
33.766 |
33.766 |
33.766 |
33.679 |
| S1 |
33.266 |
33.266 |
33.535 |
33.094 |
| S2 |
32.921 |
32.921 |
33.457 |
|
| S3 |
32.076 |
32.421 |
33.380 |
|
| S4 |
31.231 |
31.576 |
33.147 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.101 |
41.513 |
36.111 |
|
| R3 |
40.471 |
38.883 |
35.387 |
|
| R2 |
37.841 |
37.841 |
35.146 |
|
| R1 |
36.253 |
36.253 |
34.905 |
35.732 |
| PP |
35.211 |
35.211 |
35.211 |
34.951 |
| S1 |
33.623 |
33.623 |
34.423 |
33.102 |
| S2 |
32.581 |
32.581 |
34.182 |
|
| S3 |
29.951 |
30.993 |
33.941 |
|
| S4 |
27.321 |
28.363 |
33.218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.800 |
33.420 |
3.380 |
10.1% |
1.065 |
3.2% |
6% |
False |
True |
4,098 |
| 10 |
36.800 |
33.420 |
3.380 |
10.1% |
0.978 |
2.9% |
6% |
False |
True |
3,484 |
| 20 |
38.800 |
33.420 |
5.380 |
16.0% |
1.164 |
3.5% |
4% |
False |
True |
2,799 |
| 40 |
48.185 |
32.350 |
15.835 |
47.1% |
1.845 |
5.5% |
8% |
False |
False |
3,478 |
| 60 |
49.810 |
32.350 |
17.460 |
51.9% |
1.748 |
5.2% |
7% |
False |
False |
3,012 |
| 80 |
49.810 |
32.350 |
17.460 |
51.9% |
1.560 |
4.6% |
7% |
False |
False |
2,477 |
| 100 |
49.810 |
28.005 |
21.805 |
64.9% |
1.412 |
4.2% |
26% |
False |
False |
2,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37.856 |
|
2.618 |
36.477 |
|
1.618 |
35.632 |
|
1.000 |
35.110 |
|
0.618 |
34.787 |
|
HIGH |
34.265 |
|
0.618 |
33.942 |
|
0.500 |
33.843 |
|
0.382 |
33.743 |
|
LOW |
33.420 |
|
0.618 |
32.898 |
|
1.000 |
32.575 |
|
1.618 |
32.053 |
|
2.618 |
31.208 |
|
4.250 |
29.829 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
33.843 |
34.890 |
| PP |
33.766 |
34.464 |
| S1 |
33.689 |
34.038 |
|