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 |
|
|
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 |
|