COMEX Silver Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
12.660 |
12.830 |
0.170 |
1.3% |
13.425 |
| High |
12.845 |
12.995 |
0.150 |
1.2% |
13.450 |
| Low |
12.435 |
12.785 |
0.350 |
2.8% |
12.510 |
| Close |
12.785 |
12.855 |
0.070 |
0.5% |
12.645 |
| Range |
0.410 |
0.210 |
-0.200 |
-48.8% |
0.940 |
| ATR |
0.422 |
0.407 |
-0.015 |
-3.6% |
0.000 |
| Volume |
21,728 |
19,833 |
-1,895 |
-8.7% |
96,429 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.508 |
13.392 |
12.971 |
|
| R3 |
13.298 |
13.182 |
12.913 |
|
| R2 |
13.088 |
13.088 |
12.894 |
|
| R1 |
12.972 |
12.972 |
12.874 |
13.030 |
| PP |
12.878 |
12.878 |
12.878 |
12.908 |
| S1 |
12.762 |
12.762 |
12.836 |
12.820 |
| S2 |
12.668 |
12.668 |
12.817 |
|
| S3 |
12.458 |
12.552 |
12.797 |
|
| S4 |
12.248 |
12.342 |
12.740 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15.688 |
15.107 |
13.162 |
|
| R3 |
14.748 |
14.167 |
12.904 |
|
| R2 |
13.808 |
13.808 |
12.817 |
|
| R1 |
13.227 |
13.227 |
12.731 |
13.048 |
| PP |
12.868 |
12.868 |
12.868 |
12.779 |
| S1 |
12.287 |
12.287 |
12.559 |
12.108 |
| S2 |
11.928 |
11.928 |
12.473 |
|
| S3 |
10.988 |
11.347 |
12.387 |
|
| S4 |
10.048 |
10.407 |
12.128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13.150 |
12.435 |
0.715 |
5.6% |
0.327 |
2.5% |
59% |
False |
False |
19,815 |
| 10 |
14.150 |
12.435 |
1.715 |
13.3% |
0.387 |
3.0% |
24% |
False |
False |
20,000 |
| 20 |
14.425 |
12.435 |
1.990 |
15.5% |
0.351 |
2.7% |
21% |
False |
False |
15,712 |
| 40 |
16.260 |
12.435 |
3.825 |
29.8% |
0.448 |
3.5% |
11% |
False |
False |
9,506 |
| 60 |
16.260 |
11.860 |
4.400 |
34.2% |
0.417 |
3.2% |
23% |
False |
False |
6,495 |
| 80 |
16.260 |
11.827 |
4.433 |
34.5% |
0.370 |
2.9% |
23% |
False |
False |
4,954 |
| 100 |
16.260 |
11.827 |
4.433 |
34.5% |
0.345 |
2.7% |
23% |
False |
False |
3,995 |
| 120 |
16.260 |
11.350 |
4.910 |
38.2% |
0.310 |
2.4% |
31% |
False |
False |
3,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13.888 |
|
2.618 |
13.545 |
|
1.618 |
13.335 |
|
1.000 |
13.205 |
|
0.618 |
13.125 |
|
HIGH |
12.995 |
|
0.618 |
12.915 |
|
0.500 |
12.890 |
|
0.382 |
12.865 |
|
LOW |
12.785 |
|
0.618 |
12.655 |
|
1.000 |
12.575 |
|
1.618 |
12.445 |
|
2.618 |
12.235 |
|
4.250 |
11.893 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
12.890 |
12.808 |
| PP |
12.878 |
12.762 |
| S1 |
12.867 |
12.715 |
|