COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
35.885 |
30.850 |
-5.035 |
-14.0% |
40.675 |
High |
36.680 |
30.970 |
-5.710 |
-15.6% |
40.900 |
Low |
29.845 |
26.150 |
-3.695 |
-12.4% |
29.845 |
Close |
30.101 |
29.976 |
-0.125 |
-0.4% |
30.101 |
Range |
6.835 |
4.820 |
-2.015 |
-29.5% |
11.055 |
ATR |
2.163 |
2.352 |
0.190 |
8.8% |
0.000 |
Volume |
84,689 |
120,503 |
35,814 |
42.3% |
289,537 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.492 |
41.554 |
32.627 |
|
R3 |
38.672 |
36.734 |
31.302 |
|
R2 |
33.852 |
33.852 |
30.860 |
|
R1 |
31.914 |
31.914 |
30.418 |
30.473 |
PP |
29.032 |
29.032 |
29.032 |
28.312 |
S1 |
27.094 |
27.094 |
29.534 |
25.653 |
S2 |
24.212 |
24.212 |
29.092 |
|
S3 |
19.392 |
22.274 |
28.651 |
|
S4 |
14.572 |
17.454 |
27.325 |
|
|
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 |
40.775 |
26.150 |
14.625 |
48.8% |
3.692 |
12.3% |
26% |
False |
True |
73,282 |
10 |
41.410 |
26.150 |
15.260 |
50.9% |
2.571 |
8.6% |
25% |
False |
True |
56,240 |
20 |
43.500 |
26.150 |
17.350 |
57.9% |
2.033 |
6.8% |
22% |
False |
True |
48,284 |
40 |
44.295 |
26.150 |
18.145 |
60.5% |
1.948 |
6.5% |
21% |
False |
True |
33,093 |
60 |
44.295 |
26.150 |
18.145 |
60.5% |
1.768 |
5.9% |
21% |
False |
True |
23,202 |
80 |
44.295 |
26.150 |
18.145 |
60.5% |
1.585 |
5.3% |
21% |
False |
True |
18,173 |
100 |
44.295 |
26.150 |
18.145 |
60.5% |
1.681 |
5.6% |
21% |
False |
True |
15,299 |
120 |
49.810 |
26.150 |
23.660 |
78.9% |
1.755 |
5.9% |
16% |
False |
True |
13,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.455 |
2.618 |
43.589 |
1.618 |
38.769 |
1.000 |
35.790 |
0.618 |
33.949 |
HIGH |
30.970 |
0.618 |
29.129 |
0.500 |
28.560 |
0.382 |
27.991 |
LOW |
26.150 |
0.618 |
23.171 |
1.000 |
21.330 |
1.618 |
18.351 |
2.618 |
13.531 |
4.250 |
5.665 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
29.504 |
33.000 |
PP |
29.032 |
31.992 |
S1 |
28.560 |
30.984 |
|