COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 30-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
29.895 |
30.605 |
0.710 |
2.4% |
30.850 |
High |
31.535 |
31.335 |
-0.200 |
-0.6% |
33.585 |
Low |
29.095 |
29.660 |
0.565 |
1.9% |
26.150 |
Close |
30.522 |
30.390 |
-0.132 |
-0.4% |
30.390 |
Range |
2.440 |
1.675 |
-0.765 |
-31.4% |
7.435 |
ATR |
2.505 |
2.446 |
-0.059 |
-2.4% |
0.000 |
Volume |
49,234 |
37,858 |
-11,376 |
-23.1% |
380,761 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.487 |
34.613 |
31.311 |
|
R3 |
33.812 |
32.938 |
30.851 |
|
R2 |
32.137 |
32.137 |
30.697 |
|
R1 |
31.263 |
31.263 |
30.544 |
30.863 |
PP |
30.462 |
30.462 |
30.462 |
30.261 |
S1 |
29.588 |
29.588 |
30.236 |
29.188 |
S2 |
28.787 |
28.787 |
30.083 |
|
S3 |
27.112 |
27.913 |
29.929 |
|
S4 |
25.437 |
26.238 |
29.469 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.347 |
48.803 |
34.479 |
|
R3 |
44.912 |
41.368 |
32.435 |
|
R2 |
37.477 |
37.477 |
31.753 |
|
R1 |
33.933 |
33.933 |
31.072 |
31.988 |
PP |
30.042 |
30.042 |
30.042 |
29.069 |
S1 |
26.498 |
26.498 |
29.708 |
24.553 |
S2 |
22.607 |
22.607 |
29.027 |
|
S3 |
15.172 |
19.063 |
28.345 |
|
S4 |
7.737 |
11.628 |
26.301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33.585 |
26.150 |
7.435 |
24.5% |
3.128 |
10.3% |
57% |
False |
False |
76,152 |
10 |
40.900 |
26.150 |
14.750 |
48.5% |
3.115 |
10.3% |
29% |
False |
False |
67,029 |
20 |
43.500 |
26.150 |
17.350 |
57.1% |
2.355 |
7.7% |
24% |
False |
False |
54,079 |
40 |
44.295 |
26.150 |
18.145 |
59.7% |
2.023 |
6.7% |
23% |
False |
False |
39,183 |
60 |
44.295 |
26.150 |
18.145 |
59.7% |
1.860 |
6.1% |
23% |
False |
False |
27,422 |
80 |
44.295 |
26.150 |
18.145 |
59.7% |
1.666 |
5.5% |
23% |
False |
False |
21,311 |
100 |
44.295 |
26.150 |
18.145 |
59.7% |
1.666 |
5.5% |
23% |
False |
False |
17,659 |
120 |
49.810 |
26.150 |
23.660 |
77.9% |
1.807 |
5.9% |
18% |
False |
False |
15,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.454 |
2.618 |
35.720 |
1.618 |
34.045 |
1.000 |
33.010 |
0.618 |
32.370 |
HIGH |
31.335 |
0.618 |
30.695 |
0.500 |
30.498 |
0.382 |
30.300 |
LOW |
29.660 |
0.618 |
28.625 |
1.000 |
27.985 |
1.618 |
26.950 |
2.618 |
25.275 |
4.250 |
22.541 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
30.498 |
30.988 |
PP |
30.462 |
30.788 |
S1 |
30.426 |
30.589 |
|