COMEX Silver Future March 2010
| 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 |
18.565 |
18.690 |
0.125 |
0.7% |
18.600 |
| High |
18.890 |
18.950 |
0.060 |
0.3% |
18.975 |
| Low |
18.555 |
17.720 |
-0.835 |
-4.5% |
17.720 |
| Close |
18.800 |
18.335 |
-0.465 |
-2.5% |
18.335 |
| Range |
0.335 |
1.230 |
0.895 |
267.2% |
1.255 |
| ATR |
0.500 |
0.552 |
0.052 |
10.4% |
0.000 |
| Volume |
31,703 |
33,418 |
1,715 |
5.4% |
107,170 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.025 |
21.410 |
19.012 |
|
| R3 |
20.795 |
20.180 |
18.673 |
|
| R2 |
19.565 |
19.565 |
18.561 |
|
| R1 |
18.950 |
18.950 |
18.448 |
18.643 |
| PP |
18.335 |
18.335 |
18.335 |
18.181 |
| S1 |
17.720 |
17.720 |
18.222 |
17.413 |
| S2 |
17.105 |
17.105 |
18.110 |
|
| S3 |
15.875 |
16.490 |
17.997 |
|
| S4 |
14.645 |
15.260 |
17.659 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.108 |
21.477 |
19.025 |
|
| R3 |
20.853 |
20.222 |
18.680 |
|
| R2 |
19.598 |
19.598 |
18.565 |
|
| R1 |
18.967 |
18.967 |
18.450 |
18.655 |
| PP |
18.343 |
18.343 |
18.343 |
18.188 |
| S1 |
17.712 |
17.712 |
18.220 |
17.400 |
| S2 |
17.088 |
17.088 |
18.105 |
|
| S3 |
15.833 |
16.457 |
17.990 |
|
| S4 |
14.578 |
15.202 |
17.645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18.975 |
17.720 |
1.255 |
6.8% |
0.574 |
3.1% |
49% |
False |
True |
22,893 |
| 10 |
18.975 |
17.070 |
1.905 |
10.4% |
0.559 |
3.0% |
66% |
False |
False |
17,050 |
| 20 |
18.975 |
16.235 |
2.740 |
14.9% |
0.523 |
2.9% |
77% |
False |
False |
11,780 |
| 40 |
18.975 |
15.950 |
3.025 |
16.5% |
0.502 |
2.7% |
79% |
False |
False |
6,903 |
| 60 |
18.975 |
15.465 |
3.510 |
19.1% |
0.485 |
2.6% |
82% |
False |
False |
5,124 |
| 80 |
18.975 |
13.750 |
5.225 |
28.5% |
0.427 |
2.3% |
88% |
False |
False |
3,916 |
| 100 |
18.975 |
12.620 |
6.355 |
34.7% |
0.369 |
2.0% |
90% |
False |
False |
3,191 |
| 120 |
18.975 |
12.620 |
6.355 |
34.7% |
0.320 |
1.7% |
90% |
False |
False |
2,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24.178 |
|
2.618 |
22.170 |
|
1.618 |
20.940 |
|
1.000 |
20.180 |
|
0.618 |
19.710 |
|
HIGH |
18.950 |
|
0.618 |
18.480 |
|
0.500 |
18.335 |
|
0.382 |
18.190 |
|
LOW |
17.720 |
|
0.618 |
16.960 |
|
1.000 |
16.490 |
|
1.618 |
15.730 |
|
2.618 |
14.500 |
|
4.250 |
12.493 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
18.335 |
18.335 |
| PP |
18.335 |
18.335 |
| S1 |
18.335 |
18.335 |
|