COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
30.850 |
30.700 |
-0.150 |
-0.5% |
40.675 |
High |
30.970 |
33.585 |
2.615 |
8.4% |
40.900 |
Low |
26.150 |
30.275 |
4.125 |
15.8% |
29.845 |
Close |
29.976 |
31.536 |
1.560 |
5.2% |
30.101 |
Range |
4.820 |
3.310 |
-1.510 |
-31.3% |
11.055 |
ATR |
2.352 |
2.442 |
0.090 |
3.8% |
0.000 |
Volume |
120,503 |
112,615 |
-7,888 |
-6.5% |
289,537 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.729 |
39.942 |
33.357 |
|
R3 |
38.419 |
36.632 |
32.446 |
|
R2 |
35.109 |
35.109 |
32.143 |
|
R1 |
33.322 |
33.322 |
31.839 |
34.216 |
PP |
31.799 |
31.799 |
31.799 |
32.245 |
S1 |
30.012 |
30.012 |
31.233 |
30.906 |
S2 |
28.489 |
28.489 |
30.929 |
|
S3 |
25.179 |
26.702 |
30.626 |
|
S4 |
21.869 |
23.392 |
29.716 |
|
|
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 |
46.4% |
4.125 |
13.1% |
37% |
False |
False |
87,723 |
10 |
41.410 |
26.150 |
15.260 |
48.4% |
2.772 |
8.8% |
35% |
False |
False |
63,770 |
20 |
43.500 |
26.150 |
17.350 |
55.0% |
2.123 |
6.7% |
31% |
False |
False |
52,060 |
40 |
44.295 |
26.150 |
18.145 |
57.5% |
2.007 |
6.4% |
30% |
False |
False |
35,856 |
60 |
44.295 |
26.150 |
18.145 |
57.5% |
1.801 |
5.7% |
30% |
False |
False |
25,057 |
80 |
44.295 |
26.150 |
18.145 |
57.5% |
1.610 |
5.1% |
30% |
False |
False |
19,530 |
100 |
44.295 |
26.150 |
18.145 |
57.5% |
1.662 |
5.3% |
30% |
False |
False |
16,382 |
120 |
49.810 |
26.150 |
23.660 |
75.0% |
1.777 |
5.6% |
23% |
False |
False |
14,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.653 |
2.618 |
42.251 |
1.618 |
38.941 |
1.000 |
36.895 |
0.618 |
35.631 |
HIGH |
33.585 |
0.618 |
32.321 |
0.500 |
31.930 |
0.382 |
31.539 |
LOW |
30.275 |
0.618 |
28.229 |
1.000 |
26.965 |
1.618 |
24.919 |
2.618 |
21.609 |
4.250 |
16.208 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
31.930 |
31.496 |
PP |
31.799 |
31.455 |
S1 |
31.667 |
31.415 |
|