COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
17.485 |
17.860 |
0.375 |
2.1% |
17.735 |
| High |
17.875 |
17.955 |
0.080 |
0.4% |
18.175 |
| Low |
17.270 |
17.420 |
0.150 |
0.9% |
17.210 |
| Close |
17.625 |
17.558 |
-0.067 |
-0.4% |
17.420 |
| Range |
0.605 |
0.535 |
-0.070 |
-11.6% |
0.965 |
| ATR |
0.511 |
0.513 |
0.002 |
0.3% |
0.000 |
| Volume |
27,819 |
20,767 |
-7,052 |
-25.3% |
143,724 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.249 |
18.939 |
17.852 |
|
| R3 |
18.714 |
18.404 |
17.705 |
|
| R2 |
18.179 |
18.179 |
17.656 |
|
| R1 |
17.869 |
17.869 |
17.607 |
17.757 |
| PP |
17.644 |
17.644 |
17.644 |
17.588 |
| S1 |
17.334 |
17.334 |
17.509 |
17.222 |
| S2 |
17.109 |
17.109 |
17.460 |
|
| S3 |
16.574 |
16.799 |
17.411 |
|
| S4 |
16.039 |
16.264 |
17.264 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.497 |
19.923 |
17.951 |
|
| R3 |
19.532 |
18.958 |
17.685 |
|
| R2 |
18.567 |
18.567 |
17.597 |
|
| R1 |
17.993 |
17.993 |
17.508 |
17.798 |
| PP |
17.602 |
17.602 |
17.602 |
17.504 |
| S1 |
17.028 |
17.028 |
17.332 |
16.833 |
| S2 |
16.637 |
16.637 |
17.243 |
|
| S3 |
15.672 |
16.063 |
17.155 |
|
| S4 |
14.707 |
15.098 |
16.889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18.175 |
17.210 |
0.965 |
5.5% |
0.529 |
3.0% |
36% |
False |
False |
29,951 |
| 10 |
18.175 |
17.210 |
0.965 |
5.5% |
0.446 |
2.5% |
36% |
False |
False |
27,413 |
| 20 |
18.175 |
15.760 |
2.415 |
13.8% |
0.513 |
2.9% |
74% |
False |
False |
27,631 |
| 40 |
18.175 |
14.080 |
4.095 |
23.3% |
0.519 |
3.0% |
85% |
False |
False |
26,869 |
| 60 |
18.175 |
13.200 |
4.975 |
28.3% |
0.511 |
2.9% |
88% |
False |
False |
20,477 |
| 80 |
18.175 |
12.490 |
5.685 |
32.4% |
0.464 |
2.6% |
89% |
False |
False |
15,746 |
| 100 |
18.175 |
12.490 |
5.685 |
32.4% |
0.467 |
2.7% |
89% |
False |
False |
12,935 |
| 120 |
18.175 |
12.100 |
6.075 |
34.6% |
0.458 |
2.6% |
90% |
False |
False |
10,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.229 |
|
2.618 |
19.356 |
|
1.618 |
18.821 |
|
1.000 |
18.490 |
|
0.618 |
18.286 |
|
HIGH |
17.955 |
|
0.618 |
17.751 |
|
0.500 |
17.688 |
|
0.382 |
17.624 |
|
LOW |
17.420 |
|
0.618 |
17.089 |
|
1.000 |
16.885 |
|
1.618 |
16.554 |
|
2.618 |
16.019 |
|
4.250 |
15.146 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.688 |
17.583 |
| PP |
17.644 |
17.574 |
| S1 |
17.601 |
17.566 |
|