COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
39.670 |
35.885 |
-3.785 |
-9.5% |
40.675 |
High |
39.850 |
36.680 |
-3.170 |
-8.0% |
40.900 |
Low |
35.525 |
29.845 |
-5.680 |
-16.0% |
29.845 |
Close |
36.720 |
30.101 |
-6.619 |
-18.0% |
30.101 |
Range |
4.325 |
6.835 |
2.510 |
58.0% |
11.055 |
ATR |
1.800 |
2.163 |
0.362 |
20.1% |
0.000 |
Volume |
79,832 |
84,689 |
4,857 |
6.1% |
289,537 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.714 |
48.242 |
33.860 |
|
R3 |
45.879 |
41.407 |
31.981 |
|
R2 |
39.044 |
39.044 |
31.354 |
|
R1 |
34.572 |
34.572 |
30.728 |
33.391 |
PP |
32.209 |
32.209 |
32.209 |
31.618 |
S1 |
27.737 |
27.737 |
29.474 |
26.556 |
S2 |
25.374 |
25.374 |
28.848 |
|
S3 |
18.539 |
20.902 |
28.221 |
|
S4 |
11.704 |
14.067 |
26.342 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.780 |
59.496 |
36.181 |
|
R3 |
55.725 |
48.441 |
33.141 |
|
R2 |
44.670 |
44.670 |
32.128 |
|
R1 |
37.386 |
37.386 |
31.114 |
35.501 |
PP |
33.615 |
33.615 |
33.615 |
32.673 |
S1 |
26.331 |
26.331 |
29.088 |
24.446 |
S2 |
22.560 |
22.560 |
28.074 |
|
S3 |
11.505 |
15.276 |
27.061 |
|
S4 |
0.450 |
4.221 |
24.021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.900 |
29.845 |
11.055 |
36.7% |
3.102 |
10.3% |
2% |
False |
True |
57,907 |
10 |
41.600 |
29.845 |
11.755 |
39.1% |
2.274 |
7.6% |
2% |
False |
True |
48,505 |
20 |
43.500 |
29.845 |
13.655 |
45.4% |
1.872 |
6.2% |
2% |
False |
True |
44,258 |
40 |
44.295 |
29.845 |
14.450 |
48.0% |
1.855 |
6.2% |
2% |
False |
True |
30,152 |
60 |
44.295 |
29.845 |
14.450 |
48.0% |
1.699 |
5.6% |
2% |
False |
True |
21,255 |
80 |
44.295 |
29.845 |
14.450 |
48.0% |
1.547 |
5.1% |
2% |
False |
True |
16,696 |
100 |
44.295 |
29.845 |
14.450 |
48.0% |
1.666 |
5.5% |
2% |
False |
True |
14,151 |
120 |
49.810 |
29.845 |
19.965 |
66.3% |
1.724 |
5.7% |
1% |
False |
True |
12,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.729 |
2.618 |
54.574 |
1.618 |
47.739 |
1.000 |
43.515 |
0.618 |
40.904 |
HIGH |
36.680 |
0.618 |
34.069 |
0.500 |
33.263 |
0.382 |
32.456 |
LOW |
29.845 |
0.618 |
25.621 |
1.000 |
23.010 |
1.618 |
18.786 |
2.618 |
11.951 |
4.250 |
0.796 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
33.263 |
35.310 |
PP |
32.209 |
33.574 |
S1 |
31.155 |
31.837 |
|