COMEX Silver Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
14.950 |
15.405 |
0.455 |
3.0% |
14.200 |
| High |
15.450 |
16.268 |
0.818 |
5.3% |
14.865 |
| Low |
14.850 |
15.380 |
0.530 |
3.6% |
14.045 |
| Close |
15.340 |
16.268 |
0.928 |
6.0% |
14.784 |
| Range |
0.600 |
0.888 |
0.288 |
48.0% |
0.820 |
| ATR |
0.464 |
0.497 |
0.033 |
7.1% |
0.000 |
| Volume |
1,080 |
664 |
-416 |
-38.5% |
135,979 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.636 |
18.340 |
16.756 |
|
| R3 |
17.748 |
17.452 |
16.512 |
|
| R2 |
16.860 |
16.860 |
16.431 |
|
| R1 |
16.564 |
16.564 |
16.349 |
16.712 |
| PP |
15.972 |
15.972 |
15.972 |
16.046 |
| S1 |
15.676 |
15.676 |
16.187 |
15.824 |
| S2 |
15.084 |
15.084 |
16.105 |
|
| S3 |
14.196 |
14.788 |
16.024 |
|
| S4 |
13.308 |
13.900 |
15.780 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.025 |
16.724 |
15.235 |
|
| R3 |
16.205 |
15.904 |
15.010 |
|
| R2 |
15.385 |
15.385 |
14.934 |
|
| R1 |
15.084 |
15.084 |
14.859 |
15.235 |
| PP |
14.565 |
14.565 |
14.565 |
14.640 |
| S1 |
14.264 |
14.264 |
14.709 |
14.415 |
| S2 |
13.745 |
13.745 |
14.634 |
|
| S3 |
12.925 |
13.444 |
14.559 |
|
| S4 |
12.105 |
12.624 |
14.333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16.268 |
14.265 |
2.003 |
12.3% |
0.578 |
3.6% |
100% |
True |
False |
9,445 |
| 10 |
16.268 |
13.710 |
2.558 |
15.7% |
0.486 |
3.0% |
100% |
True |
False |
17,841 |
| 20 |
16.268 |
13.495 |
2.773 |
17.0% |
0.493 |
3.0% |
100% |
True |
False |
24,335 |
| 40 |
16.268 |
12.435 |
3.833 |
23.6% |
0.452 |
2.8% |
100% |
True |
False |
22,059 |
| 60 |
16.268 |
12.435 |
3.833 |
23.6% |
0.434 |
2.7% |
100% |
True |
False |
19,302 |
| 80 |
16.268 |
12.435 |
3.833 |
23.6% |
0.449 |
2.8% |
100% |
True |
False |
15,043 |
| 100 |
16.268 |
11.827 |
4.441 |
27.3% |
0.429 |
2.6% |
100% |
True |
False |
12,129 |
| 120 |
16.268 |
11.827 |
4.441 |
27.3% |
0.404 |
2.5% |
100% |
True |
False |
10,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.042 |
|
2.618 |
18.593 |
|
1.618 |
17.705 |
|
1.000 |
17.156 |
|
0.618 |
16.817 |
|
HIGH |
16.268 |
|
0.618 |
15.929 |
|
0.500 |
15.824 |
|
0.382 |
15.719 |
|
LOW |
15.380 |
|
0.618 |
14.831 |
|
1.000 |
14.492 |
|
1.618 |
13.943 |
|
2.618 |
13.055 |
|
4.250 |
11.606 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
16.120 |
15.998 |
| PP |
15.972 |
15.729 |
| S1 |
15.824 |
15.459 |
|