COMEX Silver Future March 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
20.821 |
20.810 |
-0.011 |
-0.1% |
19.920 |
| High |
20.875 |
21.030 |
0.155 |
0.7% |
21.030 |
| Low |
20.595 |
20.690 |
0.095 |
0.5% |
19.900 |
| Close |
20.821 |
20.866 |
0.045 |
0.2% |
20.866 |
| Range |
0.280 |
0.340 |
0.060 |
21.4% |
1.130 |
| ATR |
0.327 |
0.328 |
0.001 |
0.3% |
0.000 |
| Volume |
2,585 |
499 |
-2,086 |
-80.7% |
6,547 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21.882 |
21.714 |
21.053 |
|
| R3 |
21.542 |
21.374 |
20.960 |
|
| R2 |
21.202 |
21.202 |
20.928 |
|
| R1 |
21.034 |
21.034 |
20.897 |
21.118 |
| PP |
20.862 |
20.862 |
20.862 |
20.904 |
| S1 |
20.694 |
20.694 |
20.835 |
20.778 |
| S2 |
20.522 |
20.522 |
20.804 |
|
| S3 |
20.182 |
20.354 |
20.773 |
|
| S4 |
19.842 |
20.014 |
20.679 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.989 |
23.557 |
21.488 |
|
| R3 |
22.859 |
22.427 |
21.177 |
|
| R2 |
21.729 |
21.729 |
21.073 |
|
| R1 |
21.297 |
21.297 |
20.970 |
21.513 |
| PP |
20.599 |
20.599 |
20.599 |
20.707 |
| S1 |
20.167 |
20.167 |
20.762 |
20.383 |
| S2 |
19.469 |
19.469 |
20.659 |
|
| S3 |
18.339 |
19.037 |
20.555 |
|
| S4 |
17.209 |
17.907 |
20.245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21.030 |
19.900 |
1.130 |
5.4% |
0.343 |
1.6% |
85% |
True |
False |
1,309 |
| 10 |
21.030 |
19.595 |
1.435 |
6.9% |
0.338 |
1.6% |
89% |
True |
False |
1,128 |
| 20 |
21.030 |
17.830 |
3.200 |
15.3% |
0.332 |
1.6% |
95% |
True |
False |
951 |
| 40 |
21.030 |
17.455 |
3.575 |
17.1% |
0.275 |
1.3% |
95% |
True |
False |
728 |
| 60 |
21.030 |
17.455 |
3.575 |
17.1% |
0.233 |
1.1% |
95% |
True |
False |
592 |
| 80 |
21.030 |
17.424 |
3.606 |
17.3% |
0.217 |
1.0% |
95% |
True |
False |
577 |
| 100 |
21.030 |
17.424 |
3.606 |
17.3% |
0.185 |
0.9% |
95% |
True |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22.475 |
|
2.618 |
21.920 |
|
1.618 |
21.580 |
|
1.000 |
21.370 |
|
0.618 |
21.240 |
|
HIGH |
21.030 |
|
0.618 |
20.900 |
|
0.500 |
20.860 |
|
0.382 |
20.820 |
|
LOW |
20.690 |
|
0.618 |
20.480 |
|
1.000 |
20.350 |
|
1.618 |
20.140 |
|
2.618 |
19.800 |
|
4.250 |
19.245 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20.864 |
20.817 |
| PP |
20.862 |
20.767 |
| S1 |
20.860 |
20.718 |
|