COMEX Silver Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
36.445 |
36.330 |
-0.115 |
-0.3% |
36.105 |
| High |
36.785 |
36.355 |
-0.430 |
-1.2% |
36.270 |
| Low |
35.905 |
34.660 |
-1.245 |
-3.5% |
34.420 |
| Close |
36.754 |
35.016 |
-1.738 |
-4.7% |
35.759 |
| Range |
0.880 |
1.695 |
0.815 |
92.6% |
1.850 |
| ATR |
1.415 |
1.463 |
0.049 |
3.4% |
0.000 |
| Volume |
6,044 |
27,482 |
21,438 |
354.7% |
48,005 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.429 |
39.417 |
35.948 |
|
| R3 |
38.734 |
37.722 |
35.482 |
|
| R2 |
37.039 |
37.039 |
35.327 |
|
| R1 |
36.027 |
36.027 |
35.171 |
35.686 |
| PP |
35.344 |
35.344 |
35.344 |
35.173 |
| S1 |
34.332 |
34.332 |
34.861 |
33.991 |
| S2 |
33.649 |
33.649 |
34.705 |
|
| S3 |
31.954 |
32.637 |
34.550 |
|
| S4 |
30.259 |
30.942 |
34.084 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.033 |
40.246 |
36.777 |
|
| R3 |
39.183 |
38.396 |
36.268 |
|
| R2 |
37.333 |
37.333 |
36.098 |
|
| R1 |
36.546 |
36.546 |
35.929 |
36.015 |
| PP |
35.483 |
35.483 |
35.483 |
35.217 |
| S1 |
34.696 |
34.696 |
35.589 |
34.165 |
| S2 |
33.633 |
33.633 |
35.420 |
|
| S3 |
31.783 |
32.846 |
35.250 |
|
| S4 |
29.933 |
30.996 |
34.742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.785 |
34.660 |
2.125 |
6.1% |
1.071 |
3.1% |
17% |
False |
True |
12,565 |
| 10 |
37.880 |
34.420 |
3.460 |
9.9% |
1.179 |
3.4% |
17% |
False |
False |
10,802 |
| 20 |
38.825 |
34.420 |
4.405 |
12.6% |
1.259 |
3.6% |
14% |
False |
False |
7,442 |
| 40 |
49.530 |
32.350 |
17.180 |
49.1% |
1.917 |
5.5% |
16% |
False |
False |
5,105 |
| 60 |
49.530 |
32.350 |
17.180 |
49.1% |
1.720 |
4.9% |
16% |
False |
False |
3,836 |
| 80 |
49.530 |
32.350 |
17.180 |
49.1% |
1.516 |
4.3% |
16% |
False |
False |
3,007 |
| 100 |
49.530 |
28.050 |
21.480 |
61.3% |
1.336 |
3.8% |
32% |
False |
False |
2,467 |
| 120 |
49.530 |
26.710 |
22.820 |
65.2% |
1.186 |
3.4% |
36% |
False |
False |
2,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.559 |
|
2.618 |
40.793 |
|
1.618 |
39.098 |
|
1.000 |
38.050 |
|
0.618 |
37.403 |
|
HIGH |
36.355 |
|
0.618 |
35.708 |
|
0.500 |
35.508 |
|
0.382 |
35.307 |
|
LOW |
34.660 |
|
0.618 |
33.612 |
|
1.000 |
32.965 |
|
1.618 |
31.917 |
|
2.618 |
30.222 |
|
4.250 |
27.456 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
35.508 |
35.723 |
| PP |
35.344 |
35.487 |
| S1 |
35.180 |
35.252 |
|