COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
17.045 |
17.425 |
0.380 |
2.2% |
16.280 |
| High |
17.580 |
17.690 |
0.110 |
0.6% |
17.015 |
| Low |
17.035 |
17.210 |
0.175 |
1.0% |
16.060 |
| Close |
17.430 |
17.265 |
-0.165 |
-0.9% |
16.700 |
| Range |
0.545 |
0.480 |
-0.065 |
-11.9% |
0.955 |
| ATR |
0.529 |
0.525 |
-0.003 |
-0.7% |
0.000 |
| Volume |
24,436 |
26,560 |
2,124 |
8.7% |
125,734 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.828 |
18.527 |
17.529 |
|
| R3 |
18.348 |
18.047 |
17.397 |
|
| R2 |
17.868 |
17.868 |
17.353 |
|
| R1 |
17.567 |
17.567 |
17.309 |
17.478 |
| PP |
17.388 |
17.388 |
17.388 |
17.344 |
| S1 |
17.087 |
17.087 |
17.221 |
16.998 |
| S2 |
16.908 |
16.908 |
17.177 |
|
| S3 |
16.428 |
16.607 |
17.133 |
|
| S4 |
15.948 |
16.127 |
17.001 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.457 |
19.033 |
17.225 |
|
| R3 |
18.502 |
18.078 |
16.963 |
|
| R2 |
17.547 |
17.547 |
16.875 |
|
| R1 |
17.123 |
17.123 |
16.788 |
17.335 |
| PP |
16.592 |
16.592 |
16.592 |
16.698 |
| S1 |
16.168 |
16.168 |
16.612 |
16.380 |
| S2 |
15.637 |
15.637 |
16.525 |
|
| S3 |
14.682 |
15.213 |
16.437 |
|
| S4 |
13.727 |
14.258 |
16.175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17.690 |
16.320 |
1.370 |
7.9% |
0.512 |
3.0% |
69% |
True |
False |
25,619 |
| 10 |
17.690 |
15.360 |
2.330 |
13.5% |
0.593 |
3.4% |
82% |
True |
False |
29,300 |
| 20 |
17.690 |
13.750 |
3.940 |
22.8% |
0.517 |
3.0% |
89% |
True |
False |
24,072 |
| 40 |
17.690 |
13.200 |
4.490 |
26.0% |
0.494 |
2.9% |
91% |
True |
False |
15,020 |
| 60 |
17.690 |
12.490 |
5.200 |
30.1% |
0.436 |
2.5% |
92% |
True |
False |
10,537 |
| 80 |
17.690 |
12.490 |
5.200 |
30.1% |
0.458 |
2.7% |
92% |
True |
False |
8,325 |
| 100 |
17.690 |
12.100 |
5.590 |
32.4% |
0.444 |
2.6% |
92% |
True |
False |
6,811 |
| 120 |
17.690 |
11.800 |
5.890 |
34.1% |
0.428 |
2.5% |
93% |
True |
False |
5,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19.730 |
|
2.618 |
18.947 |
|
1.618 |
18.467 |
|
1.000 |
18.170 |
|
0.618 |
17.987 |
|
HIGH |
17.690 |
|
0.618 |
17.507 |
|
0.500 |
17.450 |
|
0.382 |
17.393 |
|
LOW |
17.210 |
|
0.618 |
16.913 |
|
1.000 |
16.730 |
|
1.618 |
16.433 |
|
2.618 |
15.953 |
|
4.250 |
15.170 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.450 |
17.198 |
| PP |
17.388 |
17.132 |
| S1 |
17.327 |
17.065 |
|