COMEX Silver Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
37.775 |
37.270 |
-0.505 |
-1.3% |
35.105 |
| High |
38.825 |
38.180 |
-0.645 |
-1.7% |
38.825 |
| Low |
36.405 |
37.270 |
0.865 |
2.4% |
34.400 |
| Close |
37.351 |
37.884 |
0.533 |
1.4% |
37.884 |
| Range |
2.420 |
0.910 |
-1.510 |
-62.4% |
4.425 |
| ATR |
2.195 |
2.104 |
-0.092 |
-4.2% |
0.000 |
| Volume |
2,691 |
1,743 |
-948 |
-35.2% |
10,530 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.508 |
40.106 |
38.385 |
|
| R3 |
39.598 |
39.196 |
38.134 |
|
| R2 |
38.688 |
38.688 |
38.051 |
|
| R1 |
38.286 |
38.286 |
37.967 |
38.487 |
| PP |
37.778 |
37.778 |
37.778 |
37.879 |
| S1 |
37.376 |
37.376 |
37.801 |
37.577 |
| S2 |
36.868 |
36.868 |
37.717 |
|
| S3 |
35.958 |
36.466 |
37.634 |
|
| S4 |
35.048 |
35.556 |
37.384 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.311 |
48.523 |
40.318 |
|
| R3 |
45.886 |
44.098 |
39.101 |
|
| R2 |
41.461 |
41.461 |
38.695 |
|
| R1 |
39.673 |
39.673 |
38.290 |
40.567 |
| PP |
37.036 |
37.036 |
37.036 |
37.484 |
| S1 |
35.248 |
35.248 |
37.478 |
36.142 |
| S2 |
32.611 |
32.611 |
37.073 |
|
| S3 |
28.186 |
30.823 |
36.667 |
|
| S4 |
23.761 |
26.398 |
35.450 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.825 |
34.400 |
4.425 |
11.7% |
1.505 |
4.0% |
79% |
False |
False |
2,106 |
| 10 |
38.825 |
32.995 |
5.830 |
15.4% |
1.457 |
3.8% |
84% |
False |
False |
1,949 |
| 20 |
47.990 |
32.350 |
15.640 |
41.3% |
2.551 |
6.7% |
35% |
False |
False |
2,688 |
| 40 |
49.530 |
32.350 |
17.180 |
45.3% |
2.007 |
5.3% |
32% |
False |
False |
2,121 |
| 60 |
49.530 |
32.350 |
17.180 |
45.3% |
1.642 |
4.3% |
32% |
False |
False |
1,595 |
| 80 |
49.530 |
28.050 |
21.480 |
56.7% |
1.385 |
3.7% |
46% |
False |
False |
1,274 |
| 100 |
49.530 |
26.710 |
22.820 |
60.2% |
1.195 |
3.2% |
49% |
False |
False |
1,095 |
| 120 |
49.530 |
26.710 |
22.820 |
60.2% |
1.040 |
2.7% |
49% |
False |
False |
939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.048 |
|
2.618 |
40.562 |
|
1.618 |
39.652 |
|
1.000 |
39.090 |
|
0.618 |
38.742 |
|
HIGH |
38.180 |
|
0.618 |
37.832 |
|
0.500 |
37.725 |
|
0.382 |
37.618 |
|
LOW |
37.270 |
|
0.618 |
36.708 |
|
1.000 |
36.360 |
|
1.618 |
35.798 |
|
2.618 |
34.888 |
|
4.250 |
33.403 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
37.831 |
37.789 |
| PP |
37.778 |
37.693 |
| S1 |
37.725 |
37.598 |
|