COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
18.520 |
18.765 |
0.245 |
1.3% |
18.525 |
| High |
18.860 |
18.900 |
0.040 |
0.2% |
18.935 |
| Low |
18.520 |
17.700 |
-0.820 |
-4.4% |
17.700 |
| Close |
18.768 |
18.302 |
-0.466 |
-2.5% |
18.302 |
| Range |
0.340 |
1.200 |
0.860 |
252.9% |
1.235 |
| ATR |
0.519 |
0.567 |
0.049 |
9.4% |
0.000 |
| Volume |
57,098 |
47,052 |
-10,046 |
-17.6% |
199,882 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21.901 |
21.301 |
18.962 |
|
| R3 |
20.701 |
20.101 |
18.632 |
|
| R2 |
19.501 |
19.501 |
18.522 |
|
| R1 |
18.901 |
18.901 |
18.412 |
18.601 |
| PP |
18.301 |
18.301 |
18.301 |
18.151 |
| S1 |
17.701 |
17.701 |
18.192 |
17.401 |
| S2 |
17.101 |
17.101 |
18.082 |
|
| S3 |
15.901 |
16.501 |
17.972 |
|
| S4 |
14.701 |
15.301 |
17.642 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.017 |
21.395 |
18.981 |
|
| R3 |
20.782 |
20.160 |
18.642 |
|
| R2 |
19.547 |
19.547 |
18.528 |
|
| R1 |
18.925 |
18.925 |
18.415 |
18.619 |
| PP |
18.312 |
18.312 |
18.312 |
18.159 |
| S1 |
17.690 |
17.690 |
18.189 |
17.384 |
| S2 |
17.077 |
17.077 |
18.076 |
|
| S3 |
15.842 |
16.455 |
17.962 |
|
| S4 |
14.607 |
15.220 |
17.623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18.935 |
17.700 |
1.235 |
6.7% |
0.572 |
3.1% |
49% |
False |
True |
47,401 |
| 10 |
18.935 |
17.025 |
1.910 |
10.4% |
0.564 |
3.1% |
67% |
False |
False |
46,608 |
| 20 |
18.935 |
16.150 |
2.785 |
15.2% |
0.497 |
2.7% |
77% |
False |
False |
40,515 |
| 40 |
18.935 |
15.920 |
3.015 |
16.5% |
0.518 |
2.8% |
79% |
False |
False |
35,793 |
| 60 |
18.935 |
15.360 |
3.575 |
19.5% |
0.531 |
2.9% |
82% |
False |
False |
33,320 |
| 80 |
18.935 |
13.530 |
5.405 |
29.5% |
0.519 |
2.8% |
88% |
False |
False |
28,532 |
| 100 |
18.935 |
12.490 |
6.445 |
35.2% |
0.488 |
2.7% |
90% |
False |
False |
23,281 |
| 120 |
18.935 |
12.490 |
6.445 |
35.2% |
0.469 |
2.6% |
90% |
False |
False |
19,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24.000 |
|
2.618 |
22.042 |
|
1.618 |
20.842 |
|
1.000 |
20.100 |
|
0.618 |
19.642 |
|
HIGH |
18.900 |
|
0.618 |
18.442 |
|
0.500 |
18.300 |
|
0.382 |
18.158 |
|
LOW |
17.700 |
|
0.618 |
16.958 |
|
1.000 |
16.500 |
|
1.618 |
15.758 |
|
2.618 |
14.558 |
|
4.250 |
12.600 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
18.301 |
18.301 |
| PP |
18.301 |
18.301 |
| S1 |
18.300 |
18.300 |
|