COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
30.700 |
31.940 |
1.240 |
4.0% |
40.675 |
High |
33.585 |
32.880 |
-0.705 |
-2.1% |
40.900 |
Low |
30.275 |
29.485 |
-0.790 |
-2.6% |
29.845 |
Close |
31.536 |
30.134 |
-1.402 |
-4.4% |
30.101 |
Range |
3.310 |
3.395 |
0.085 |
2.6% |
11.055 |
ATR |
2.442 |
2.510 |
0.068 |
2.8% |
0.000 |
Volume |
112,615 |
60,551 |
-52,064 |
-46.2% |
289,537 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.018 |
38.971 |
32.001 |
|
R3 |
37.623 |
35.576 |
31.068 |
|
R2 |
34.228 |
34.228 |
30.756 |
|
R1 |
32.181 |
32.181 |
30.445 |
31.507 |
PP |
30.833 |
30.833 |
30.833 |
30.496 |
S1 |
28.786 |
28.786 |
29.823 |
28.112 |
S2 |
27.438 |
27.438 |
29.512 |
|
S3 |
24.043 |
25.391 |
29.200 |
|
S4 |
20.648 |
21.996 |
28.267 |
|
|
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 |
39.850 |
26.150 |
13.700 |
45.5% |
4.537 |
15.1% |
29% |
False |
False |
91,638 |
10 |
40.985 |
26.150 |
14.835 |
49.2% |
3.002 |
10.0% |
27% |
False |
False |
66,225 |
20 |
43.500 |
26.150 |
17.350 |
57.6% |
2.229 |
7.4% |
23% |
False |
False |
52,855 |
40 |
44.295 |
26.150 |
18.145 |
60.2% |
2.051 |
6.8% |
22% |
False |
False |
37,316 |
60 |
44.295 |
26.150 |
18.145 |
60.2% |
1.826 |
6.1% |
22% |
False |
False |
26,042 |
80 |
44.295 |
26.150 |
18.145 |
60.2% |
1.641 |
5.4% |
22% |
False |
False |
20,251 |
100 |
44.295 |
26.150 |
18.145 |
60.2% |
1.664 |
5.5% |
22% |
False |
False |
16,883 |
120 |
49.810 |
26.150 |
23.660 |
78.5% |
1.802 |
6.0% |
17% |
False |
False |
14,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.309 |
2.618 |
41.768 |
1.618 |
38.373 |
1.000 |
36.275 |
0.618 |
34.978 |
HIGH |
32.880 |
0.618 |
31.583 |
0.500 |
31.183 |
0.382 |
30.782 |
LOW |
29.485 |
0.618 |
27.387 |
1.000 |
26.090 |
1.618 |
23.992 |
2.618 |
20.597 |
4.250 |
15.056 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
31.183 |
30.045 |
PP |
30.833 |
29.956 |
S1 |
30.484 |
29.868 |
|