COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
30.510 |
31.940 |
1.430 |
4.7% |
29.935 |
High |
32.210 |
32.850 |
0.640 |
2.0% |
32.850 |
Low |
30.240 |
30.710 |
0.470 |
1.6% |
28.435 |
Close |
32.005 |
30.993 |
-1.012 |
-3.2% |
30.993 |
Range |
1.970 |
2.140 |
0.170 |
8.6% |
4.415 |
ATR |
2.372 |
2.355 |
-0.017 |
-0.7% |
0.000 |
Volume |
47,252 |
40,321 |
-6,931 |
-14.7% |
220,836 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.938 |
36.605 |
32.170 |
|
R3 |
35.798 |
34.465 |
31.582 |
|
R2 |
33.658 |
33.658 |
31.385 |
|
R1 |
32.325 |
32.325 |
31.189 |
31.922 |
PP |
31.518 |
31.518 |
31.518 |
31.316 |
S1 |
30.185 |
30.185 |
30.797 |
29.782 |
S2 |
29.378 |
29.378 |
30.601 |
|
S3 |
27.238 |
28.045 |
30.405 |
|
S4 |
25.098 |
25.905 |
29.816 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.004 |
41.914 |
33.421 |
|
R3 |
39.589 |
37.499 |
32.207 |
|
R2 |
35.174 |
35.174 |
31.802 |
|
R1 |
33.084 |
33.084 |
31.398 |
34.129 |
PP |
30.759 |
30.759 |
30.759 |
31.282 |
S1 |
28.669 |
28.669 |
30.588 |
29.714 |
S2 |
26.344 |
26.344 |
30.184 |
|
S3 |
21.929 |
24.254 |
29.779 |
|
S4 |
17.514 |
19.839 |
28.565 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32.850 |
28.435 |
4.415 |
14.2% |
2.153 |
6.9% |
58% |
True |
False |
44,167 |
10 |
33.585 |
26.150 |
7.435 |
24.0% |
2.641 |
8.5% |
65% |
False |
False |
60,159 |
20 |
41.600 |
26.150 |
15.450 |
49.8% |
2.457 |
7.9% |
31% |
False |
False |
54,332 |
40 |
44.295 |
26.150 |
18.145 |
58.5% |
2.026 |
6.5% |
27% |
False |
False |
42,555 |
60 |
44.295 |
26.150 |
18.145 |
58.5% |
1.917 |
6.2% |
27% |
False |
False |
30,836 |
80 |
44.295 |
26.150 |
18.145 |
58.5% |
1.719 |
5.5% |
27% |
False |
False |
23,886 |
100 |
44.295 |
26.150 |
18.145 |
58.5% |
1.642 |
5.3% |
27% |
False |
False |
19,645 |
120 |
49.810 |
26.150 |
23.660 |
76.3% |
1.847 |
6.0% |
20% |
False |
False |
17,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.945 |
2.618 |
38.453 |
1.618 |
36.313 |
1.000 |
34.990 |
0.618 |
34.173 |
HIGH |
32.850 |
0.618 |
32.033 |
0.500 |
31.780 |
0.382 |
31.527 |
LOW |
30.710 |
0.618 |
29.387 |
1.000 |
28.570 |
1.618 |
27.247 |
2.618 |
25.107 |
4.250 |
21.615 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
31.780 |
30.876 |
PP |
31.518 |
30.759 |
S1 |
31.255 |
30.643 |
|