COMEX Silver Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
17.350 |
17.385 |
0.035 |
0.2% |
18.360 |
| High |
17.480 |
17.580 |
0.100 |
0.6% |
18.540 |
| Low |
17.173 |
16.930 |
-0.243 |
-1.4% |
16.930 |
| Close |
17.173 |
17.084 |
-0.089 |
-0.5% |
17.084 |
| Range |
0.307 |
0.650 |
0.343 |
111.7% |
1.610 |
| ATR |
0.586 |
0.591 |
0.005 |
0.8% |
0.000 |
| Volume |
279 |
61 |
-218 |
-78.1% |
1,515 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.148 |
18.766 |
17.442 |
|
| R3 |
18.498 |
18.116 |
17.263 |
|
| R2 |
17.848 |
17.848 |
17.203 |
|
| R1 |
17.466 |
17.466 |
17.144 |
17.332 |
| PP |
17.198 |
17.198 |
17.198 |
17.131 |
| S1 |
16.816 |
16.816 |
17.024 |
16.682 |
| S2 |
16.548 |
16.548 |
16.965 |
|
| S3 |
15.898 |
16.166 |
16.905 |
|
| S4 |
15.248 |
15.516 |
16.727 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.348 |
21.326 |
17.970 |
|
| R3 |
20.738 |
19.716 |
17.527 |
|
| R2 |
19.128 |
19.128 |
17.379 |
|
| R1 |
18.106 |
18.106 |
17.232 |
17.812 |
| PP |
17.518 |
17.518 |
17.518 |
17.371 |
| S1 |
16.496 |
16.496 |
16.936 |
16.202 |
| S2 |
15.908 |
15.908 |
16.789 |
|
| S3 |
14.298 |
14.886 |
16.641 |
|
| S4 |
12.688 |
13.276 |
16.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18.540 |
16.930 |
1.610 |
9.4% |
0.610 |
3.6% |
10% |
False |
True |
303 |
| 10 |
19.430 |
16.930 |
2.500 |
14.6% |
0.577 |
3.4% |
6% |
False |
True |
3,929 |
| 20 |
19.430 |
16.930 |
2.500 |
14.6% |
0.570 |
3.3% |
6% |
False |
True |
25,268 |
| 40 |
19.430 |
16.120 |
3.310 |
19.4% |
0.538 |
3.1% |
29% |
False |
False |
30,008 |
| 60 |
19.430 |
15.760 |
3.670 |
21.5% |
0.528 |
3.1% |
36% |
False |
False |
29,091 |
| 80 |
19.430 |
13.750 |
5.680 |
33.2% |
0.526 |
3.1% |
59% |
False |
False |
27,836 |
| 100 |
19.430 |
13.200 |
6.230 |
36.5% |
0.515 |
3.0% |
62% |
False |
False |
23,463 |
| 120 |
19.430 |
12.490 |
6.940 |
40.6% |
0.482 |
2.8% |
66% |
False |
False |
19,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.343 |
|
2.618 |
19.282 |
|
1.618 |
18.632 |
|
1.000 |
18.230 |
|
0.618 |
17.982 |
|
HIGH |
17.580 |
|
0.618 |
17.332 |
|
0.500 |
17.255 |
|
0.382 |
17.178 |
|
LOW |
16.930 |
|
0.618 |
16.528 |
|
1.000 |
16.280 |
|
1.618 |
15.878 |
|
2.618 |
15.228 |
|
4.250 |
14.168 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.255 |
17.390 |
| PP |
17.198 |
17.288 |
| S1 |
17.141 |
17.186 |
|