COMEX Silver Future September 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 |
32.705 |
33.155 |
0.450 |
1.4% |
32.575 |
| High |
32.875 |
33.155 |
0.280 |
0.9% |
33.052 |
| Low |
32.705 |
32.721 |
0.016 |
0.0% |
31.240 |
| Close |
32.855 |
32.721 |
-0.134 |
-0.4% |
32.373 |
| Range |
0.170 |
0.434 |
0.264 |
155.3% |
1.812 |
| ATR |
0.811 |
0.784 |
-0.027 |
-3.3% |
0.000 |
| Volume |
685 |
1,217 |
532 |
77.7% |
8,967 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.168 |
33.878 |
32.960 |
|
| R3 |
33.734 |
33.444 |
32.840 |
|
| R2 |
33.300 |
33.300 |
32.801 |
|
| R1 |
33.010 |
33.010 |
32.761 |
32.938 |
| PP |
32.866 |
32.866 |
32.866 |
32.830 |
| S1 |
32.576 |
32.576 |
32.681 |
32.504 |
| S2 |
32.432 |
32.432 |
32.641 |
|
| S3 |
31.998 |
32.142 |
32.602 |
|
| S4 |
31.564 |
31.708 |
32.482 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.658 |
36.827 |
33.370 |
|
| R3 |
35.846 |
35.015 |
32.871 |
|
| R2 |
34.034 |
34.034 |
32.705 |
|
| R1 |
33.203 |
33.203 |
32.539 |
32.713 |
| PP |
32.222 |
32.222 |
32.222 |
31.976 |
| S1 |
31.391 |
31.391 |
32.207 |
30.901 |
| S2 |
30.410 |
30.410 |
32.041 |
|
| S3 |
28.598 |
29.579 |
31.875 |
|
| S4 |
26.786 |
27.767 |
31.376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.155 |
31.240 |
1.915 |
5.9% |
0.554 |
1.7% |
77% |
True |
False |
1,490 |
| 10 |
33.560 |
31.240 |
2.320 |
7.1% |
0.657 |
2.0% |
64% |
False |
False |
1,355 |
| 20 |
37.450 |
31.240 |
6.210 |
19.0% |
0.841 |
2.6% |
24% |
False |
False |
1,056 |
| 40 |
37.450 |
31.240 |
6.210 |
19.0% |
0.583 |
1.8% |
24% |
False |
False |
710 |
| 60 |
37.450 |
28.027 |
9.423 |
28.8% |
0.458 |
1.4% |
50% |
False |
False |
526 |
| 80 |
37.450 |
26.670 |
10.780 |
32.9% |
0.423 |
1.3% |
56% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35.000 |
|
2.618 |
34.291 |
|
1.618 |
33.857 |
|
1.000 |
33.589 |
|
0.618 |
33.423 |
|
HIGH |
33.155 |
|
0.618 |
32.989 |
|
0.500 |
32.938 |
|
0.382 |
32.887 |
|
LOW |
32.721 |
|
0.618 |
32.453 |
|
1.000 |
32.287 |
|
1.618 |
32.019 |
|
2.618 |
31.585 |
|
4.250 |
30.877 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
32.938 |
32.597 |
| PP |
32.866 |
32.474 |
| S1 |
32.793 |
32.350 |
|