COMEX Silver Future May 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 34.280 35.355 1.075 3.1% 35.935
High 35.425 36.275 0.850 2.4% 36.505
Low 34.240 35.355 1.115 3.3% 33.565
Close 35.058 36.001 0.943 2.7% 35.058
Range 1.185 0.920 -0.265 -22.4% 2.940
ATR 1.219 1.219 0.000 0.0% 0.000
Volume 54,684 49,304 -5,380 -9.8% 340,117
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 38.637 38.239 36.507
R3 37.717 37.319 36.254
R2 36.797 36.797 36.170
R1 36.399 36.399 36.085 36.598
PP 35.877 35.877 35.877 35.977
S1 35.479 35.479 35.917 35.678
S2 34.957 34.957 35.832
S3 34.037 34.559 35.748
S4 33.117 33.639 35.495
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 43.863 42.400 36.675
R3 40.923 39.460 35.867
R2 37.983 37.983 35.597
R1 36.520 36.520 35.328 35.782
PP 35.043 35.043 35.043 34.673
S1 33.580 33.580 34.789 32.842
S2 32.103 32.103 34.519
S3 29.163 30.640 34.250
S4 26.223 27.700 33.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.275 33.565 2.710 7.5% 1.357 3.8% 90% True False 67,100
10 36.550 33.565 2.985 8.3% 1.331 3.7% 82% False False 68,863
20 36.745 31.705 5.040 14.0% 1.284 3.6% 85% False False 60,983
40 36.745 26.400 10.345 28.7% 1.053 2.9% 93% False False 34,132
60 36.745 26.400 10.345 28.7% 0.960 2.7% 93% False False 23,498
80 36.745 26.400 10.345 28.7% 0.929 2.6% 93% False False 18,286
100 36.745 23.450 13.295 36.9% 0.929 2.6% 94% False False 14,919
120 36.745 21.715 15.030 41.7% 0.848 2.4% 95% False False 12,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.317
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 40.185
2.618 38.684
1.618 37.764
1.000 37.195
0.618 36.844
HIGH 36.275
0.618 35.924
0.500 35.815
0.382 35.706
LOW 35.355
0.618 34.786
1.000 34.435
1.618 33.866
2.618 32.946
4.250 31.445
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 35.939 35.653
PP 35.877 35.305
S1 35.815 34.958

These figures are updated between 7pm and 10pm EST after a trading day.

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