COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 20-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
32.050 |
31.235 |
-0.815 |
-2.5% |
31.340 |
High |
32.150 |
31.375 |
-0.775 |
-2.4% |
33.100 |
Low |
30.900 |
29.935 |
-0.965 |
-3.1% |
31.210 |
Close |
31.277 |
30.605 |
-0.672 |
-2.1% |
32.173 |
Range |
1.250 |
1.440 |
0.190 |
15.2% |
1.890 |
ATR |
1.921 |
1.887 |
-0.034 |
-1.8% |
0.000 |
Volume |
48,730 |
51,938 |
3,208 |
6.6% |
147,099 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.958 |
34.222 |
31.397 |
|
R3 |
33.518 |
32.782 |
31.001 |
|
R2 |
32.078 |
32.078 |
30.869 |
|
R1 |
31.342 |
31.342 |
30.737 |
30.990 |
PP |
30.638 |
30.638 |
30.638 |
30.463 |
S1 |
29.902 |
29.902 |
30.473 |
29.550 |
S2 |
29.198 |
29.198 |
30.341 |
|
S3 |
27.758 |
28.462 |
30.209 |
|
S4 |
26.318 |
27.022 |
29.813 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.831 |
36.892 |
33.213 |
|
R3 |
35.941 |
35.002 |
32.693 |
|
R2 |
34.051 |
34.051 |
32.520 |
|
R1 |
33.112 |
33.112 |
32.346 |
33.582 |
PP |
32.161 |
32.161 |
32.161 |
32.396 |
S1 |
31.222 |
31.222 |
32.000 |
31.692 |
S2 |
30.271 |
30.271 |
31.827 |
|
S3 |
28.381 |
29.332 |
31.653 |
|
S4 |
26.491 |
27.442 |
31.134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32.675 |
29.935 |
2.740 |
9.0% |
1.445 |
4.7% |
24% |
False |
True |
43,884 |
10 |
33.100 |
29.935 |
3.165 |
10.3% |
1.433 |
4.7% |
21% |
False |
True |
37,848 |
20 |
36.680 |
26.150 |
10.530 |
34.4% |
2.271 |
7.4% |
42% |
False |
False |
51,222 |
40 |
43.500 |
26.150 |
17.350 |
56.7% |
1.962 |
6.4% |
26% |
False |
False |
46,840 |
60 |
44.295 |
26.150 |
18.145 |
59.3% |
1.900 |
6.2% |
25% |
False |
False |
35,829 |
80 |
44.295 |
26.150 |
18.145 |
59.3% |
1.769 |
5.8% |
25% |
False |
False |
27,737 |
100 |
44.295 |
26.150 |
18.145 |
59.3% |
1.644 |
5.4% |
25% |
False |
False |
22,768 |
120 |
45.550 |
26.150 |
19.400 |
63.4% |
1.750 |
5.7% |
23% |
False |
False |
19,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37.495 |
2.618 |
35.145 |
1.618 |
33.705 |
1.000 |
32.815 |
0.618 |
32.265 |
HIGH |
31.375 |
0.618 |
30.825 |
0.500 |
30.655 |
0.382 |
30.485 |
LOW |
29.935 |
0.618 |
29.045 |
1.000 |
28.495 |
1.618 |
27.605 |
2.618 |
26.165 |
4.250 |
23.815 |
|
|
Fisher Pivots for day following 20-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
30.655 |
31.143 |
PP |
30.638 |
30.963 |
S1 |
30.622 |
30.784 |
|