COMEX Silver Future March 2012
Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
39.535 |
36.190 |
-3.345 |
-8.5% |
40.845 |
High |
39.635 |
36.650 |
-2.985 |
-7.5% |
40.845 |
Low |
35.610 |
29.950 |
-5.660 |
-15.9% |
29.950 |
Close |
36.609 |
30.130 |
-6.479 |
-17.7% |
30.130 |
Range |
4.025 |
6.700 |
2.675 |
66.5% |
10.895 |
ATR |
1.581 |
1.947 |
0.366 |
23.1% |
0.000 |
Volume |
622 |
731 |
109 |
17.5% |
3,177 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.343 |
47.937 |
33.815 |
|
R3 |
45.643 |
41.237 |
31.973 |
|
R2 |
38.943 |
38.943 |
31.358 |
|
R1 |
34.537 |
34.537 |
30.744 |
33.390 |
PP |
32.243 |
32.243 |
32.243 |
31.670 |
S1 |
27.837 |
27.837 |
29.516 |
26.690 |
S2 |
25.543 |
25.543 |
28.902 |
|
S3 |
18.843 |
21.137 |
28.288 |
|
S4 |
12.143 |
14.437 |
26.445 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.327 |
59.123 |
36.122 |
|
R3 |
55.432 |
48.228 |
33.126 |
|
R2 |
44.537 |
44.537 |
32.127 |
|
R1 |
37.333 |
37.333 |
31.129 |
35.488 |
PP |
33.642 |
33.642 |
33.642 |
32.719 |
S1 |
26.438 |
26.438 |
29.131 |
24.593 |
S2 |
22.747 |
22.747 |
28.133 |
|
S3 |
11.852 |
15.543 |
27.134 |
|
S4 |
0.957 |
4.648 |
24.138 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.845 |
29.950 |
10.895 |
36.2% |
2.943 |
9.8% |
2% |
False |
True |
635 |
10 |
41.520 |
29.950 |
11.570 |
38.4% |
2.086 |
6.9% |
2% |
False |
True |
736 |
20 |
43.510 |
29.950 |
13.560 |
45.0% |
1.588 |
5.3% |
1% |
False |
True |
835 |
40 |
44.270 |
29.950 |
14.320 |
47.5% |
1.537 |
5.1% |
1% |
False |
True |
923 |
60 |
44.270 |
29.950 |
14.320 |
47.5% |
1.329 |
4.4% |
1% |
False |
True |
671 |
80 |
44.270 |
29.950 |
14.320 |
47.5% |
1.110 |
3.7% |
1% |
False |
True |
551 |
100 |
44.270 |
29.950 |
14.320 |
47.5% |
1.126 |
3.7% |
1% |
False |
True |
475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.125 |
2.618 |
54.191 |
1.618 |
47.491 |
1.000 |
43.350 |
0.618 |
40.791 |
HIGH |
36.650 |
0.618 |
34.091 |
0.500 |
33.300 |
0.382 |
32.509 |
LOW |
29.950 |
0.618 |
25.809 |
1.000 |
23.250 |
1.618 |
19.109 |
2.618 |
12.409 |
4.250 |
1.475 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
33.300 |
35.320 |
PP |
32.243 |
33.590 |
S1 |
31.187 |
31.860 |
|