COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
29.935 |
30.490 |
0.555 |
1.9% |
30.850 |
High |
31.430 |
31.355 |
-0.075 |
-0.2% |
33.585 |
Low |
29.670 |
28.665 |
-1.005 |
-3.4% |
26.150 |
Close |
30.795 |
29.839 |
-0.956 |
-3.1% |
30.390 |
Range |
1.760 |
2.690 |
0.930 |
52.8% |
7.435 |
ATR |
2.397 |
2.418 |
0.021 |
0.9% |
0.000 |
Volume |
38,480 |
50,838 |
12,358 |
32.1% |
380,761 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.023 |
36.621 |
31.319 |
|
R3 |
35.333 |
33.931 |
30.579 |
|
R2 |
32.643 |
32.643 |
30.332 |
|
R1 |
31.241 |
31.241 |
30.086 |
30.597 |
PP |
29.953 |
29.953 |
29.953 |
29.631 |
S1 |
28.551 |
28.551 |
29.592 |
27.907 |
S2 |
27.263 |
27.263 |
29.346 |
|
S3 |
24.573 |
25.861 |
29.099 |
|
S4 |
21.883 |
23.171 |
28.360 |
|
|
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 |
32.880 |
28.665 |
4.215 |
14.1% |
2.392 |
8.0% |
28% |
False |
True |
47,392 |
10 |
40.775 |
26.150 |
14.625 |
49.0% |
3.259 |
10.9% |
25% |
False |
False |
67,558 |
20 |
42.785 |
26.150 |
16.635 |
55.7% |
2.387 |
8.0% |
22% |
False |
False |
53,424 |
40 |
44.295 |
26.150 |
18.145 |
60.8% |
2.028 |
6.8% |
20% |
False |
False |
40,748 |
60 |
44.295 |
26.150 |
18.145 |
60.8% |
1.898 |
6.4% |
20% |
False |
False |
28,835 |
80 |
44.295 |
26.150 |
18.145 |
60.8% |
1.687 |
5.7% |
20% |
False |
False |
22,389 |
100 |
44.295 |
26.150 |
18.145 |
60.8% |
1.632 |
5.5% |
20% |
False |
False |
18,442 |
120 |
49.810 |
26.150 |
23.660 |
79.3% |
1.829 |
6.1% |
16% |
False |
False |
16,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.788 |
2.618 |
38.397 |
1.618 |
35.707 |
1.000 |
34.045 |
0.618 |
33.017 |
HIGH |
31.355 |
0.618 |
30.327 |
0.500 |
30.010 |
0.382 |
29.693 |
LOW |
28.665 |
0.618 |
27.003 |
1.000 |
25.975 |
1.618 |
24.313 |
2.618 |
21.623 |
4.250 |
17.233 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
30.010 |
30.048 |
PP |
29.953 |
29.978 |
S1 |
29.896 |
29.909 |
|