COMEX Silver Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 40.675 39.730 -0.945 -2.3% 41.490
High 40.900 40.375 -0.525 -1.3% 41.600
Low 39.030 39.230 0.200 0.5% 39.400
Close 39.720 40.137 0.417 1.0% 40.750
Range 1.870 1.145 -0.725 -38.8% 2.200
ATR 1.609 1.575 -0.033 -2.1% 0.000
Volume 43,630 40,406 -3,224 -7.4% 195,513
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 43.349 42.888 40.767
R3 42.204 41.743 40.452
R2 41.059 41.059 40.347
R1 40.598 40.598 40.242 40.829
PP 39.914 39.914 39.914 40.029
S1 39.453 39.453 40.032 39.684
S2 38.769 38.769 39.927
S3 37.624 38.308 39.822
S4 36.479 37.163 39.507
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 47.183 46.167 41.960
R3 44.983 43.967 41.355
R2 42.783 42.783 41.153
R1 41.767 41.767 40.952 41.175
PP 40.583 40.583 40.583 40.288
S1 39.567 39.567 40.548 38.975
S2 38.383 38.383 40.347
S3 36.183 37.367 40.145
S4 33.983 35.167 39.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.410 39.030 2.380 5.9% 1.419 3.5% 47% False False 39,818
10 42.785 39.030 3.755 9.4% 1.516 3.8% 29% False False 39,291
20 44.295 38.810 5.485 13.7% 1.674 4.2% 24% False False 39,963
40 44.295 37.055 7.240 18.0% 1.629 4.1% 43% False False 25,288
60 44.295 33.420 10.875 27.1% 1.529 3.8% 62% False False 18,012
80 44.295 33.420 10.875 27.1% 1.436 3.6% 62% False False 14,184
100 49.215 32.350 16.865 42.0% 1.664 4.1% 46% False False 12,186
120 49.810 32.350 17.460 43.5% 1.635 4.1% 45% False False 10,488
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.293
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.241
2.618 43.373
1.618 42.228
1.000 41.520
0.618 41.083
HIGH 40.375
0.618 39.938
0.500 39.803
0.382 39.667
LOW 39.230
0.618 38.522
1.000 38.085
1.618 37.377
2.618 36.232
4.250 34.364
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 40.026 40.094
PP 39.914 40.051
S1 39.803 40.008

These figures are updated between 7pm and 10pm EST after a trading day.

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