COMEX Silver Future December 2011
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
35.205 |
34.190 |
-1.015 |
-2.9% |
31.390 |
High |
35.450 |
34.725 |
-0.725 |
-2.0% |
35.700 |
Low |
34.085 |
32.105 |
-1.980 |
-5.8% |
31.230 |
Close |
34.354 |
32.731 |
-1.623 |
-4.7% |
35.288 |
Range |
1.365 |
2.620 |
1.255 |
91.9% |
4.470 |
ATR |
1.689 |
1.756 |
0.066 |
3.9% |
0.000 |
Volume |
30,280 |
48,963 |
18,683 |
61.7% |
197,076 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.047 |
39.509 |
34.172 |
|
R3 |
38.427 |
36.889 |
33.452 |
|
R2 |
35.807 |
35.807 |
33.211 |
|
R1 |
34.269 |
34.269 |
32.971 |
33.728 |
PP |
33.187 |
33.187 |
33.187 |
32.917 |
S1 |
31.649 |
31.649 |
32.491 |
31.108 |
S2 |
30.567 |
30.567 |
32.251 |
|
S3 |
27.947 |
29.029 |
32.011 |
|
S4 |
25.327 |
26.409 |
31.290 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.483 |
45.855 |
37.747 |
|
R3 |
43.013 |
41.385 |
36.517 |
|
R2 |
38.543 |
38.543 |
36.108 |
|
R1 |
36.915 |
36.915 |
35.698 |
37.729 |
PP |
34.073 |
34.073 |
34.073 |
34.480 |
S1 |
32.445 |
32.445 |
34.878 |
33.259 |
S2 |
29.603 |
29.603 |
34.469 |
|
S3 |
25.133 |
27.975 |
34.059 |
|
S4 |
20.663 |
23.505 |
32.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.700 |
32.105 |
3.595 |
11.0% |
1.649 |
5.0% |
17% |
False |
True |
39,744 |
10 |
35.700 |
29.935 |
5.765 |
17.6% |
1.501 |
4.6% |
48% |
False |
False |
40,767 |
20 |
35.700 |
28.435 |
7.265 |
22.2% |
1.541 |
4.7% |
59% |
False |
False |
38,834 |
40 |
42.785 |
26.150 |
16.635 |
50.8% |
1.964 |
6.0% |
40% |
False |
False |
46,129 |
60 |
44.295 |
26.150 |
18.145 |
55.4% |
1.866 |
5.7% |
36% |
False |
False |
40,110 |
80 |
44.295 |
26.150 |
18.145 |
55.4% |
1.809 |
5.5% |
36% |
False |
False |
31,335 |
100 |
44.295 |
26.150 |
18.145 |
55.4% |
1.658 |
5.1% |
36% |
False |
False |
25,678 |
120 |
44.295 |
26.150 |
18.145 |
55.4% |
1.617 |
4.9% |
36% |
False |
False |
21,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.860 |
2.618 |
41.584 |
1.618 |
38.964 |
1.000 |
37.345 |
0.618 |
36.344 |
HIGH |
34.725 |
0.618 |
33.724 |
0.500 |
33.415 |
0.382 |
33.106 |
LOW |
32.105 |
0.618 |
30.486 |
1.000 |
29.485 |
1.618 |
27.866 |
2.618 |
25.246 |
4.250 |
20.970 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
33.415 |
33.903 |
PP |
33.187 |
33.512 |
S1 |
32.959 |
33.122 |
|