COMEX Silver Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
33.975 |
34.890 |
0.915 |
2.7% |
35.995 |
| High |
34.950 |
35.160 |
0.210 |
0.6% |
36.785 |
| Low |
33.860 |
34.470 |
0.610 |
1.8% |
34.160 |
| Close |
34.340 |
34.832 |
0.492 |
1.4% |
34.360 |
| Range |
1.090 |
0.690 |
-0.400 |
-36.7% |
2.625 |
| ATR |
1.353 |
1.315 |
-0.038 |
-2.8% |
0.000 |
| Volume |
59,050 |
43,214 |
-15,836 |
-26.8% |
70,751 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.891 |
36.551 |
35.212 |
|
| R3 |
36.201 |
35.861 |
35.022 |
|
| R2 |
35.511 |
35.511 |
34.959 |
|
| R1 |
35.171 |
35.171 |
34.895 |
34.996 |
| PP |
34.821 |
34.821 |
34.821 |
34.733 |
| S1 |
34.481 |
34.481 |
34.769 |
34.306 |
| S2 |
34.131 |
34.131 |
34.706 |
|
| S3 |
33.441 |
33.791 |
34.642 |
|
| S4 |
32.751 |
33.101 |
34.453 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.977 |
41.293 |
35.804 |
|
| R3 |
40.352 |
38.668 |
35.082 |
|
| R2 |
37.727 |
37.727 |
34.841 |
|
| R1 |
36.043 |
36.043 |
34.601 |
35.573 |
| PP |
35.102 |
35.102 |
35.102 |
34.866 |
| S1 |
33.418 |
33.418 |
34.119 |
32.948 |
| S2 |
32.477 |
32.477 |
33.879 |
|
| S3 |
29.852 |
30.793 |
33.638 |
|
| S4 |
27.227 |
28.168 |
32.916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.400 |
33.395 |
2.005 |
5.8% |
0.910 |
2.6% |
72% |
False |
False |
37,422 |
| 10 |
36.785 |
33.395 |
3.390 |
9.7% |
0.991 |
2.8% |
42% |
False |
False |
24,993 |
| 20 |
37.880 |
33.395 |
4.485 |
12.9% |
1.085 |
3.1% |
32% |
False |
False |
16,092 |
| 40 |
39.510 |
32.350 |
7.160 |
20.6% |
1.593 |
4.6% |
35% |
False |
False |
9,470 |
| 60 |
49.530 |
32.350 |
17.180 |
49.3% |
1.740 |
5.0% |
14% |
False |
False |
6,910 |
| 80 |
49.530 |
32.350 |
17.180 |
49.3% |
1.529 |
4.4% |
14% |
False |
False |
5,328 |
| 100 |
49.530 |
29.370 |
20.160 |
57.9% |
1.358 |
3.9% |
27% |
False |
False |
4,324 |
| 120 |
49.530 |
26.710 |
22.820 |
65.5% |
1.201 |
3.4% |
36% |
False |
False |
3,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.093 |
|
2.618 |
36.966 |
|
1.618 |
36.276 |
|
1.000 |
35.850 |
|
0.618 |
35.586 |
|
HIGH |
35.160 |
|
0.618 |
34.896 |
|
0.500 |
34.815 |
|
0.382 |
34.734 |
|
LOW |
34.470 |
|
0.618 |
34.044 |
|
1.000 |
33.780 |
|
1.618 |
33.354 |
|
2.618 |
32.664 |
|
4.250 |
31.538 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
34.826 |
34.667 |
| PP |
34.821 |
34.502 |
| S1 |
34.815 |
34.338 |
|