COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
39.825 |
39.670 |
-0.155 |
-0.4% |
41.490 |
High |
40.775 |
39.850 |
-0.925 |
-2.3% |
41.600 |
Low |
39.440 |
35.525 |
-3.915 |
-9.9% |
39.400 |
Close |
40.469 |
36.720 |
-3.749 |
-9.3% |
40.750 |
Range |
1.335 |
4.325 |
2.990 |
224.0% |
2.200 |
ATR |
1.558 |
1.800 |
0.242 |
15.5% |
0.000 |
Volume |
40,980 |
79,832 |
38,852 |
94.8% |
195,513 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.340 |
47.855 |
39.099 |
|
R3 |
46.015 |
43.530 |
37.909 |
|
R2 |
41.690 |
41.690 |
37.513 |
|
R1 |
39.205 |
39.205 |
37.116 |
38.285 |
PP |
37.365 |
37.365 |
37.365 |
36.905 |
S1 |
34.880 |
34.880 |
36.324 |
33.960 |
S2 |
33.040 |
33.040 |
35.927 |
|
S3 |
28.715 |
30.555 |
35.531 |
|
S4 |
24.390 |
26.230 |
34.341 |
|
|
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 |
40.985 |
35.525 |
5.460 |
14.9% |
2.041 |
5.6% |
22% |
False |
True |
47,739 |
10 |
42.785 |
35.525 |
7.260 |
19.8% |
1.749 |
4.8% |
16% |
False |
True |
44,058 |
20 |
43.500 |
35.525 |
7.975 |
21.7% |
1.652 |
4.5% |
15% |
False |
True |
42,459 |
40 |
44.295 |
35.525 |
8.770 |
23.9% |
1.715 |
4.7% |
14% |
False |
True |
28,132 |
60 |
44.295 |
33.490 |
10.805 |
29.4% |
1.601 |
4.4% |
30% |
False |
False |
19,908 |
80 |
44.295 |
33.420 |
10.875 |
29.6% |
1.487 |
4.0% |
30% |
False |
False |
15,655 |
100 |
45.550 |
32.350 |
13.200 |
35.9% |
1.646 |
4.5% |
33% |
False |
False |
13,347 |
120 |
49.810 |
32.350 |
17.460 |
47.5% |
1.674 |
4.6% |
25% |
False |
False |
11,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.231 |
2.618 |
51.173 |
1.618 |
46.848 |
1.000 |
44.175 |
0.618 |
42.523 |
HIGH |
39.850 |
0.618 |
38.198 |
0.500 |
37.688 |
0.382 |
37.177 |
LOW |
35.525 |
0.618 |
32.852 |
1.000 |
31.200 |
1.618 |
28.527 |
2.618 |
24.202 |
4.250 |
17.144 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
37.688 |
38.150 |
PP |
37.365 |
37.673 |
S1 |
37.043 |
37.197 |
|