COMEX Silver Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
30.475 |
30.930 |
0.455 |
1.5% |
29.160 |
| High |
30.975 |
31.275 |
0.300 |
1.0% |
30.975 |
| Low |
30.475 |
30.500 |
0.025 |
0.1% |
28.810 |
| Close |
30.937 |
30.720 |
-0.217 |
-0.7% |
30.937 |
| Range |
0.500 |
0.775 |
0.275 |
55.0% |
2.165 |
| ATR |
0.834 |
0.830 |
-0.004 |
-0.5% |
0.000 |
| Volume |
15,055 |
40,414 |
25,359 |
168.4% |
106,913 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33.157 |
32.713 |
31.146 |
|
| R3 |
32.382 |
31.938 |
30.933 |
|
| R2 |
31.607 |
31.607 |
30.862 |
|
| R1 |
31.163 |
31.163 |
30.791 |
30.998 |
| PP |
30.832 |
30.832 |
30.832 |
30.749 |
| S1 |
30.388 |
30.388 |
30.649 |
30.223 |
| S2 |
30.057 |
30.057 |
30.578 |
|
| S3 |
29.282 |
29.613 |
30.507 |
|
| S4 |
28.507 |
28.838 |
30.294 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.736 |
36.001 |
32.128 |
|
| R3 |
34.571 |
33.836 |
31.532 |
|
| R2 |
32.406 |
32.406 |
31.334 |
|
| R1 |
31.671 |
31.671 |
31.135 |
32.039 |
| PP |
30.241 |
30.241 |
30.241 |
30.424 |
| S1 |
29.506 |
29.506 |
30.739 |
29.874 |
| S2 |
28.076 |
28.076 |
30.540 |
|
| S3 |
25.911 |
27.341 |
30.342 |
|
| S4 |
23.746 |
25.176 |
29.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31.275 |
29.280 |
1.995 |
6.5% |
0.702 |
2.3% |
72% |
True |
False |
29,465 |
| 10 |
31.275 |
28.810 |
2.465 |
8.0% |
0.609 |
2.0% |
77% |
True |
False |
27,964 |
| 20 |
31.275 |
28.010 |
3.265 |
10.6% |
0.842 |
2.7% |
83% |
True |
False |
47,686 |
| 40 |
31.275 |
25.050 |
6.225 |
20.3% |
0.996 |
3.2% |
91% |
True |
False |
37,415 |
| 60 |
31.275 |
22.420 |
8.855 |
28.8% |
0.920 |
3.0% |
94% |
True |
False |
26,096 |
| 80 |
31.275 |
19.835 |
11.440 |
37.2% |
0.794 |
2.6% |
95% |
True |
False |
20,075 |
| 100 |
31.275 |
17.830 |
13.445 |
43.8% |
0.695 |
2.3% |
96% |
True |
False |
16,207 |
| 120 |
31.275 |
17.455 |
13.820 |
45.0% |
0.609 |
2.0% |
96% |
True |
False |
13,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34.569 |
|
2.618 |
33.304 |
|
1.618 |
32.529 |
|
1.000 |
32.050 |
|
0.618 |
31.754 |
|
HIGH |
31.275 |
|
0.618 |
30.979 |
|
0.500 |
30.888 |
|
0.382 |
30.796 |
|
LOW |
30.500 |
|
0.618 |
30.021 |
|
1.000 |
29.725 |
|
1.618 |
29.246 |
|
2.618 |
28.471 |
|
4.250 |
27.206 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
30.888 |
30.818 |
| PP |
30.832 |
30.785 |
| S1 |
30.776 |
30.753 |
|