COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
43.900 |
41.955 |
-1.945 |
-4.4% |
39.100 |
High |
44.295 |
42.510 |
-1.785 |
-4.0% |
43.005 |
Low |
41.565 |
39.135 |
-2.430 |
-5.8% |
38.800 |
Close |
42.330 |
39.201 |
-3.129 |
-7.4% |
42.467 |
Range |
2.730 |
3.375 |
0.645 |
23.6% |
4.205 |
ATR |
1.658 |
1.781 |
0.123 |
7.4% |
0.000 |
Volume |
33,980 |
36,915 |
2,935 |
8.6% |
60,180 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.407 |
48.179 |
41.057 |
|
R3 |
47.032 |
44.804 |
40.129 |
|
R2 |
43.657 |
43.657 |
39.820 |
|
R1 |
41.429 |
41.429 |
39.510 |
40.856 |
PP |
40.282 |
40.282 |
40.282 |
39.995 |
S1 |
38.054 |
38.054 |
38.892 |
37.481 |
S2 |
36.907 |
36.907 |
38.582 |
|
S3 |
33.532 |
34.679 |
38.273 |
|
S4 |
30.157 |
31.304 |
37.345 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.039 |
52.458 |
44.780 |
|
R3 |
49.834 |
48.253 |
43.623 |
|
R2 |
45.629 |
45.629 |
43.238 |
|
R1 |
44.048 |
44.048 |
42.852 |
44.839 |
PP |
41.424 |
41.424 |
41.424 |
41.819 |
S1 |
39.843 |
39.843 |
42.082 |
40.634 |
S2 |
37.219 |
37.219 |
41.696 |
|
S3 |
33.014 |
35.638 |
41.311 |
|
S4 |
28.809 |
31.433 |
40.154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.295 |
39.135 |
5.160 |
13.2% |
2.182 |
5.6% |
1% |
False |
True |
25,140 |
10 |
44.295 |
37.995 |
6.300 |
16.1% |
1.667 |
4.3% |
19% |
False |
False |
18,094 |
20 |
44.295 |
37.055 |
7.240 |
18.5% |
1.777 |
4.5% |
30% |
False |
False |
13,805 |
40 |
44.295 |
33.490 |
10.805 |
27.6% |
1.576 |
4.0% |
53% |
False |
False |
8,633 |
60 |
44.295 |
33.420 |
10.875 |
27.7% |
1.432 |
3.7% |
53% |
False |
False |
6,720 |
80 |
45.550 |
32.350 |
13.200 |
33.7% |
1.645 |
4.2% |
52% |
False |
False |
6,069 |
100 |
49.810 |
32.350 |
17.460 |
44.5% |
1.678 |
4.3% |
39% |
False |
False |
5,285 |
120 |
49.810 |
32.350 |
17.460 |
44.5% |
1.558 |
4.0% |
39% |
False |
False |
4,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.854 |
2.618 |
51.346 |
1.618 |
47.971 |
1.000 |
45.885 |
0.618 |
44.596 |
HIGH |
42.510 |
0.618 |
41.221 |
0.500 |
40.823 |
0.382 |
40.424 |
LOW |
39.135 |
0.618 |
37.049 |
1.000 |
35.760 |
1.618 |
33.674 |
2.618 |
30.299 |
4.250 |
24.791 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
40.823 |
41.715 |
PP |
40.282 |
40.877 |
S1 |
39.742 |
40.039 |
|