COMEX Silver Future March 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
20.810 |
20.853 |
0.043 |
0.2% |
19.920 |
| High |
21.030 |
21.005 |
-0.025 |
-0.1% |
21.030 |
| Low |
20.690 |
20.790 |
0.100 |
0.5% |
19.900 |
| Close |
20.866 |
20.853 |
-0.013 |
-0.1% |
20.866 |
| Range |
0.340 |
0.215 |
-0.125 |
-36.8% |
1.130 |
| ATR |
0.328 |
0.320 |
-0.008 |
-2.5% |
0.000 |
| Volume |
499 |
1,631 |
1,132 |
226.9% |
6,547 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21.528 |
21.405 |
20.971 |
|
| R3 |
21.313 |
21.190 |
20.912 |
|
| R2 |
21.098 |
21.098 |
20.892 |
|
| R1 |
20.975 |
20.975 |
20.873 |
20.961 |
| PP |
20.883 |
20.883 |
20.883 |
20.875 |
| S1 |
20.760 |
20.760 |
20.833 |
20.746 |
| S2 |
20.668 |
20.668 |
20.814 |
|
| S3 |
20.453 |
20.545 |
20.794 |
|
| S4 |
20.238 |
20.330 |
20.735 |
|
|
| 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 |
20.130 |
0.900 |
4.3% |
0.310 |
1.5% |
80% |
False |
False |
1,464 |
| 10 |
21.030 |
19.650 |
1.380 |
6.6% |
0.317 |
1.5% |
87% |
False |
False |
1,259 |
| 20 |
21.030 |
17.830 |
3.200 |
15.3% |
0.334 |
1.6% |
94% |
False |
False |
972 |
| 40 |
21.030 |
17.455 |
3.575 |
17.1% |
0.277 |
1.3% |
95% |
False |
False |
746 |
| 60 |
21.030 |
17.455 |
3.575 |
17.1% |
0.236 |
1.1% |
95% |
False |
False |
615 |
| 80 |
21.030 |
17.424 |
3.606 |
17.3% |
0.220 |
1.1% |
95% |
False |
False |
590 |
| 100 |
21.030 |
17.424 |
3.606 |
17.3% |
0.188 |
0.9% |
95% |
False |
False |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21.919 |
|
2.618 |
21.568 |
|
1.618 |
21.353 |
|
1.000 |
21.220 |
|
0.618 |
21.138 |
|
HIGH |
21.005 |
|
0.618 |
20.923 |
|
0.500 |
20.898 |
|
0.382 |
20.872 |
|
LOW |
20.790 |
|
0.618 |
20.657 |
|
1.000 |
20.575 |
|
1.618 |
20.442 |
|
2.618 |
20.227 |
|
4.250 |
19.876 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20.898 |
20.840 |
| PP |
20.883 |
20.826 |
| S1 |
20.868 |
20.813 |
|