COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
31.895 |
32.715 |
0.820 |
2.6% |
32.400 |
| High |
32.915 |
33.380 |
0.465 |
1.4% |
33.040 |
| Low |
31.135 |
32.490 |
1.355 |
4.4% |
30.650 |
| Close |
32.731 |
32.695 |
-0.036 |
-0.1% |
30.950 |
| Range |
1.780 |
0.890 |
-0.890 |
-50.0% |
2.390 |
| ATR |
1.522 |
1.477 |
-0.045 |
-3.0% |
0.000 |
| Volume |
2,427 |
577 |
-1,850 |
-76.2% |
167,712 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35.525 |
35.000 |
33.185 |
|
| R3 |
34.635 |
34.110 |
32.940 |
|
| R2 |
33.745 |
33.745 |
32.858 |
|
| R1 |
33.220 |
33.220 |
32.777 |
33.038 |
| PP |
32.855 |
32.855 |
32.855 |
32.764 |
| S1 |
32.330 |
32.330 |
32.613 |
32.148 |
| S2 |
31.965 |
31.965 |
32.532 |
|
| S3 |
31.075 |
31.440 |
32.450 |
|
| S4 |
30.185 |
30.550 |
32.206 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.717 |
37.223 |
32.265 |
|
| R3 |
36.327 |
34.833 |
31.607 |
|
| R2 |
33.937 |
33.937 |
31.388 |
|
| R1 |
32.443 |
32.443 |
31.169 |
31.995 |
| PP |
31.547 |
31.547 |
31.547 |
31.323 |
| S1 |
30.053 |
30.053 |
30.731 |
29.605 |
| S2 |
29.157 |
29.157 |
30.512 |
|
| S3 |
26.767 |
27.663 |
30.293 |
|
| S4 |
24.377 |
25.273 |
29.636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.380 |
30.935 |
2.445 |
7.5% |
1.140 |
3.5% |
72% |
True |
False |
11,604 |
| 10 |
33.980 |
30.650 |
3.330 |
10.2% |
1.561 |
4.8% |
61% |
False |
False |
34,915 |
| 20 |
35.350 |
30.650 |
4.700 |
14.4% |
1.360 |
4.2% |
44% |
False |
False |
37,281 |
| 40 |
35.700 |
29.935 |
5.765 |
17.6% |
1.429 |
4.4% |
48% |
False |
False |
37,850 |
| 60 |
42.785 |
26.150 |
16.635 |
50.9% |
1.753 |
5.4% |
39% |
False |
False |
43,108 |
| 80 |
44.295 |
26.150 |
18.145 |
55.5% |
1.723 |
5.3% |
36% |
False |
False |
39,642 |
| 100 |
44.295 |
26.150 |
18.145 |
55.5% |
1.716 |
5.2% |
36% |
False |
False |
32,871 |
| 120 |
44.295 |
26.150 |
18.145 |
55.5% |
1.605 |
4.9% |
36% |
False |
False |
27,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37.163 |
|
2.618 |
35.710 |
|
1.618 |
34.820 |
|
1.000 |
34.270 |
|
0.618 |
33.930 |
|
HIGH |
33.380 |
|
0.618 |
33.040 |
|
0.500 |
32.935 |
|
0.382 |
32.830 |
|
LOW |
32.490 |
|
0.618 |
31.940 |
|
1.000 |
31.600 |
|
1.618 |
31.050 |
|
2.618 |
30.160 |
|
4.250 |
28.708 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
32.935 |
32.549 |
| PP |
32.855 |
32.403 |
| S1 |
32.775 |
32.258 |
|