COMEX Silver Future May 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
32.255 |
32.840 |
0.585 |
1.8% |
32.575 |
| High |
32.935 |
33.190 |
0.255 |
0.8% |
33.090 |
| Low |
32.020 |
32.480 |
0.460 |
1.4% |
31.090 |
| Close |
32.830 |
32.616 |
-0.214 |
-0.7% |
32.200 |
| Range |
0.915 |
0.710 |
-0.205 |
-22.4% |
2.000 |
| ATR |
1.068 |
1.043 |
-0.026 |
-2.4% |
0.000 |
| Volume |
30,347 |
32,332 |
1,985 |
6.5% |
191,494 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.892 |
34.464 |
33.007 |
|
| R3 |
34.182 |
33.754 |
32.811 |
|
| R2 |
33.472 |
33.472 |
32.746 |
|
| R1 |
33.044 |
33.044 |
32.681 |
32.903 |
| PP |
32.762 |
32.762 |
32.762 |
32.692 |
| S1 |
32.334 |
32.334 |
32.551 |
32.193 |
| S2 |
32.052 |
32.052 |
32.486 |
|
| S3 |
31.342 |
31.624 |
32.421 |
|
| S4 |
30.632 |
30.914 |
32.226 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.127 |
37.163 |
33.300 |
|
| R3 |
36.127 |
35.163 |
32.750 |
|
| R2 |
34.127 |
34.127 |
32.567 |
|
| R1 |
33.163 |
33.163 |
32.383 |
32.645 |
| PP |
32.127 |
32.127 |
32.127 |
31.868 |
| S1 |
31.163 |
31.163 |
32.017 |
30.645 |
| S2 |
30.127 |
30.127 |
31.833 |
|
| S3 |
28.127 |
29.163 |
31.650 |
|
| S4 |
26.127 |
27.163 |
31.100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.190 |
31.090 |
2.100 |
6.4% |
0.859 |
2.6% |
73% |
True |
False |
36,506 |
| 10 |
33.470 |
31.090 |
2.380 |
7.3% |
0.969 |
3.0% |
64% |
False |
False |
41,310 |
| 20 |
37.580 |
31.090 |
6.490 |
19.9% |
1.192 |
3.7% |
24% |
False |
False |
47,678 |
| 40 |
37.580 |
31.090 |
6.490 |
19.9% |
1.041 |
3.2% |
24% |
False |
False |
31,575 |
| 60 |
37.580 |
27.380 |
10.200 |
31.3% |
1.005 |
3.1% |
51% |
False |
False |
21,631 |
| 80 |
37.580 |
26.270 |
11.310 |
34.7% |
1.014 |
3.1% |
56% |
False |
False |
16,452 |
| 100 |
37.580 |
26.270 |
11.310 |
34.7% |
1.008 |
3.1% |
56% |
False |
False |
13,458 |
| 120 |
37.580 |
26.270 |
11.310 |
34.7% |
0.941 |
2.9% |
56% |
False |
False |
11,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36.208 |
|
2.618 |
35.049 |
|
1.618 |
34.339 |
|
1.000 |
33.900 |
|
0.618 |
33.629 |
|
HIGH |
33.190 |
|
0.618 |
32.919 |
|
0.500 |
32.835 |
|
0.382 |
32.751 |
|
LOW |
32.480 |
|
0.618 |
32.041 |
|
1.000 |
31.770 |
|
1.618 |
31.331 |
|
2.618 |
30.621 |
|
4.250 |
29.463 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
32.835 |
32.515 |
| PP |
32.762 |
32.414 |
| S1 |
32.689 |
32.313 |
|