COMEX Silver Future July 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
36.130 |
36.450 |
0.320 |
0.9% |
35.975 |
| High |
36.470 |
37.450 |
0.980 |
2.7% |
36.500 |
| Low |
35.795 |
36.175 |
0.380 |
1.1% |
33.615 |
| Close |
36.425 |
37.214 |
0.789 |
2.2% |
35.072 |
| Range |
0.675 |
1.275 |
0.600 |
88.9% |
2.885 |
| ATR |
1.121 |
1.132 |
0.011 |
1.0% |
0.000 |
| Volume |
3,314 |
2,881 |
-433 |
-13.1% |
12,983 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.771 |
40.268 |
37.915 |
|
| R3 |
39.496 |
38.993 |
37.565 |
|
| R2 |
38.221 |
38.221 |
37.448 |
|
| R1 |
37.718 |
37.718 |
37.331 |
37.970 |
| PP |
36.946 |
36.946 |
36.946 |
37.072 |
| S1 |
36.443 |
36.443 |
37.097 |
36.695 |
| S2 |
35.671 |
35.671 |
36.980 |
|
| S3 |
34.396 |
35.168 |
36.863 |
|
| S4 |
33.121 |
33.893 |
36.513 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.717 |
42.280 |
36.659 |
|
| R3 |
40.832 |
39.395 |
35.865 |
|
| R2 |
37.947 |
37.947 |
35.601 |
|
| R1 |
36.510 |
36.510 |
35.336 |
35.786 |
| PP |
35.062 |
35.062 |
35.062 |
34.701 |
| S1 |
33.625 |
33.625 |
34.808 |
32.901 |
| S2 |
32.177 |
32.177 |
34.543 |
|
| S3 |
29.292 |
30.740 |
34.279 |
|
| S4 |
26.407 |
27.855 |
33.485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
37.450 |
33.680 |
3.770 |
10.1% |
0.978 |
2.6% |
94% |
True |
False |
2,652 |
| 10 |
37.450 |
33.615 |
3.835 |
10.3% |
1.284 |
3.4% |
94% |
True |
False |
2,509 |
| 20 |
37.450 |
31.750 |
5.700 |
15.3% |
1.166 |
3.1% |
96% |
True |
False |
2,123 |
| 40 |
37.450 |
26.450 |
11.000 |
29.6% |
0.983 |
2.6% |
98% |
True |
False |
1,731 |
| 60 |
37.450 |
26.450 |
11.000 |
29.6% |
0.887 |
2.4% |
98% |
True |
False |
1,452 |
| 80 |
37.450 |
26.450 |
11.000 |
29.6% |
0.839 |
2.3% |
98% |
True |
False |
1,191 |
| 100 |
37.450 |
24.230 |
13.220 |
35.5% |
0.838 |
2.3% |
98% |
True |
False |
1,029 |
| 120 |
37.450 |
21.995 |
15.455 |
41.5% |
0.766 |
2.1% |
98% |
True |
False |
889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.869 |
|
2.618 |
40.788 |
|
1.618 |
39.513 |
|
1.000 |
38.725 |
|
0.618 |
38.238 |
|
HIGH |
37.450 |
|
0.618 |
36.963 |
|
0.500 |
36.813 |
|
0.382 |
36.662 |
|
LOW |
36.175 |
|
0.618 |
35.387 |
|
1.000 |
34.900 |
|
1.618 |
34.112 |
|
2.618 |
32.837 |
|
4.250 |
30.756 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
37.080 |
36.958 |
| PP |
36.946 |
36.701 |
| S1 |
36.813 |
36.445 |
|