COMEX Silver Future September 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
36.770 |
37.605 |
0.835 |
2.3% |
36.355 |
| High |
37.650 |
37.880 |
0.230 |
0.6% |
37.880 |
| Low |
36.600 |
36.105 |
-0.495 |
-1.4% |
36.100 |
| Close |
37.447 |
36.349 |
-1.098 |
-2.9% |
36.349 |
| Range |
1.050 |
1.775 |
0.725 |
69.0% |
1.780 |
| ATR |
1.736 |
1.739 |
0.003 |
0.2% |
0.000 |
| Volume |
5,787 |
5,982 |
195 |
3.4% |
26,042 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.103 |
41.001 |
37.325 |
|
| R3 |
40.328 |
39.226 |
36.837 |
|
| R2 |
38.553 |
38.553 |
36.674 |
|
| R1 |
37.451 |
37.451 |
36.512 |
37.115 |
| PP |
36.778 |
36.778 |
36.778 |
36.610 |
| S1 |
35.676 |
35.676 |
36.186 |
35.340 |
| S2 |
35.003 |
35.003 |
36.024 |
|
| S3 |
33.228 |
33.901 |
35.861 |
|
| S4 |
31.453 |
32.126 |
35.373 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.116 |
41.013 |
37.328 |
|
| R3 |
40.336 |
39.233 |
36.839 |
|
| R2 |
38.556 |
38.556 |
36.675 |
|
| R1 |
37.453 |
37.453 |
36.512 |
37.115 |
| PP |
36.776 |
36.776 |
36.776 |
36.607 |
| S1 |
35.673 |
35.673 |
36.186 |
35.335 |
| S2 |
34.996 |
34.996 |
36.023 |
|
| S3 |
33.216 |
33.893 |
35.860 |
|
| S4 |
31.436 |
32.113 |
35.370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
37.880 |
36.100 |
1.780 |
4.9% |
1.177 |
3.2% |
14% |
True |
False |
5,208 |
| 10 |
38.745 |
35.165 |
3.580 |
9.8% |
1.274 |
3.5% |
33% |
False |
False |
4,411 |
| 20 |
38.825 |
32.995 |
5.830 |
16.0% |
1.442 |
4.0% |
58% |
False |
False |
3,256 |
| 40 |
49.530 |
32.350 |
17.180 |
47.3% |
2.106 |
5.8% |
23% |
False |
False |
2,987 |
| 60 |
49.530 |
32.350 |
17.180 |
47.3% |
1.676 |
4.6% |
23% |
False |
False |
2,208 |
| 80 |
49.530 |
30.310 |
19.220 |
52.9% |
1.482 |
4.1% |
31% |
False |
False |
1,780 |
| 100 |
49.530 |
26.710 |
22.820 |
62.8% |
1.273 |
3.5% |
42% |
False |
False |
1,498 |
| 120 |
49.530 |
26.710 |
22.820 |
62.8% |
1.118 |
3.1% |
42% |
False |
False |
1,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.424 |
|
2.618 |
42.527 |
|
1.618 |
40.752 |
|
1.000 |
39.655 |
|
0.618 |
38.977 |
|
HIGH |
37.880 |
|
0.618 |
37.202 |
|
0.500 |
36.993 |
|
0.382 |
36.783 |
|
LOW |
36.105 |
|
0.618 |
35.008 |
|
1.000 |
34.330 |
|
1.618 |
33.233 |
|
2.618 |
31.458 |
|
4.250 |
28.561 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
36.993 |
36.990 |
| PP |
36.778 |
36.776 |
| S1 |
36.564 |
36.563 |
|