COMEX Silver Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
14.790 |
14.530 |
-0.260 |
-1.8% |
13.800 |
| High |
14.790 |
15.020 |
0.230 |
1.6% |
14.830 |
| Low |
14.360 |
14.505 |
0.145 |
1.0% |
13.700 |
| Close |
14.622 |
14.888 |
0.266 |
1.8% |
14.716 |
| Range |
0.430 |
0.515 |
0.085 |
19.8% |
1.130 |
| ATR |
0.376 |
0.386 |
0.010 |
2.7% |
0.000 |
| Volume |
1,770 |
1,073 |
-697 |
-39.4% |
2,968 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16.349 |
16.134 |
15.171 |
|
| R3 |
15.834 |
15.619 |
15.030 |
|
| R2 |
15.319 |
15.319 |
14.982 |
|
| R1 |
15.104 |
15.104 |
14.935 |
15.212 |
| PP |
14.804 |
14.804 |
14.804 |
14.858 |
| S1 |
14.589 |
14.589 |
14.841 |
14.697 |
| S2 |
14.289 |
14.289 |
14.794 |
|
| S3 |
13.774 |
14.074 |
14.746 |
|
| S4 |
13.259 |
13.559 |
14.605 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.805 |
17.391 |
15.338 |
|
| R3 |
16.675 |
16.261 |
15.027 |
|
| R2 |
15.545 |
15.545 |
14.923 |
|
| R1 |
15.131 |
15.131 |
14.820 |
15.338 |
| PP |
14.415 |
14.415 |
14.415 |
14.519 |
| S1 |
14.001 |
14.001 |
14.612 |
14.208 |
| S2 |
13.285 |
13.285 |
14.509 |
|
| S3 |
12.155 |
12.871 |
14.405 |
|
| S4 |
11.025 |
11.741 |
14.095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15.020 |
14.155 |
0.865 |
5.8% |
0.379 |
2.5% |
85% |
True |
False |
941 |
| 10 |
15.020 |
13.700 |
1.320 |
8.9% |
0.349 |
2.3% |
90% |
True |
False |
677 |
| 20 |
15.020 |
12.090 |
2.930 |
19.7% |
0.373 |
2.5% |
95% |
True |
False |
618 |
| 40 |
15.020 |
11.827 |
3.193 |
21.4% |
0.319 |
2.1% |
96% |
True |
False |
511 |
| 60 |
15.020 |
11.827 |
3.193 |
21.4% |
0.282 |
1.9% |
96% |
True |
False |
394 |
| 80 |
15.020 |
11.827 |
3.193 |
21.4% |
0.253 |
1.7% |
96% |
True |
False |
326 |
| 100 |
15.020 |
10.477 |
4.543 |
30.5% |
0.227 |
1.5% |
97% |
True |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17.209 |
|
2.618 |
16.368 |
|
1.618 |
15.853 |
|
1.000 |
15.535 |
|
0.618 |
15.338 |
|
HIGH |
15.020 |
|
0.618 |
14.823 |
|
0.500 |
14.763 |
|
0.382 |
14.702 |
|
LOW |
14.505 |
|
0.618 |
14.187 |
|
1.000 |
13.990 |
|
1.618 |
13.672 |
|
2.618 |
13.157 |
|
4.250 |
12.316 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
14.846 |
14.822 |
| PP |
14.804 |
14.756 |
| S1 |
14.763 |
14.690 |
|