COMEX Silver Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
36.600 |
37.775 |
1.175 |
3.2% |
34.960 |
| High |
37.960 |
38.825 |
0.865 |
2.3% |
35.745 |
| Low |
36.370 |
36.405 |
0.035 |
0.1% |
32.995 |
| Close |
37.663 |
37.351 |
-0.312 |
-0.8% |
35.105 |
| Range |
1.590 |
2.420 |
0.830 |
52.2% |
2.750 |
| ATR |
2.178 |
2.195 |
0.017 |
0.8% |
0.000 |
| Volume |
4,259 |
2,691 |
-1,568 |
-36.8% |
8,967 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.787 |
43.489 |
38.682 |
|
| R3 |
42.367 |
41.069 |
38.017 |
|
| R2 |
39.947 |
39.947 |
37.795 |
|
| R1 |
38.649 |
38.649 |
37.573 |
38.088 |
| PP |
37.527 |
37.527 |
37.527 |
37.247 |
| S1 |
36.229 |
36.229 |
37.129 |
35.668 |
| S2 |
35.107 |
35.107 |
36.907 |
|
| S3 |
32.687 |
33.809 |
36.686 |
|
| S4 |
30.267 |
31.389 |
36.020 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.865 |
41.735 |
36.618 |
|
| R3 |
40.115 |
38.985 |
35.861 |
|
| R2 |
37.365 |
37.365 |
35.609 |
|
| R1 |
36.235 |
36.235 |
35.357 |
36.800 |
| PP |
34.615 |
34.615 |
34.615 |
34.898 |
| S1 |
33.485 |
33.485 |
34.853 |
34.050 |
| S2 |
31.865 |
31.865 |
34.601 |
|
| S3 |
29.115 |
30.735 |
34.349 |
|
| S4 |
26.365 |
27.985 |
33.593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.825 |
34.250 |
4.575 |
12.2% |
1.578 |
4.2% |
68% |
True |
False |
2,092 |
| 10 |
38.825 |
32.995 |
5.830 |
15.6% |
1.609 |
4.3% |
75% |
True |
False |
2,102 |
| 20 |
49.190 |
32.350 |
16.840 |
45.1% |
2.587 |
6.9% |
30% |
False |
False |
2,729 |
| 40 |
49.530 |
32.350 |
17.180 |
46.0% |
1.995 |
5.3% |
29% |
False |
False |
2,085 |
| 60 |
49.530 |
32.350 |
17.180 |
46.0% |
1.632 |
4.4% |
29% |
False |
False |
1,569 |
| 80 |
49.530 |
28.050 |
21.480 |
57.5% |
1.379 |
3.7% |
43% |
False |
False |
1,254 |
| 100 |
49.530 |
26.710 |
22.820 |
61.1% |
1.192 |
3.2% |
47% |
False |
False |
1,078 |
| 120 |
49.530 |
26.710 |
22.820 |
61.1% |
1.038 |
2.8% |
47% |
False |
False |
925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.110 |
|
2.618 |
45.161 |
|
1.618 |
42.741 |
|
1.000 |
41.245 |
|
0.618 |
40.321 |
|
HIGH |
38.825 |
|
0.618 |
37.901 |
|
0.500 |
37.615 |
|
0.382 |
37.329 |
|
LOW |
36.405 |
|
0.618 |
34.909 |
|
1.000 |
33.985 |
|
1.618 |
32.489 |
|
2.618 |
30.069 |
|
4.250 |
26.120 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
37.615 |
37.212 |
| PP |
37.527 |
37.072 |
| S1 |
37.439 |
36.933 |
|