COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
34.820 |
33.860 |
-0.960 |
-2.8% |
34.265 |
| High |
34.820 |
35.700 |
0.880 |
2.5% |
35.150 |
| Low |
33.490 |
33.825 |
0.335 |
1.0% |
33.420 |
| Close |
33.724 |
35.430 |
1.706 |
5.1% |
33.724 |
| Range |
1.330 |
1.875 |
0.545 |
41.0% |
1.730 |
| ATR |
1.290 |
1.339 |
0.049 |
3.8% |
0.000 |
| Volume |
1,354 |
1,442 |
88 |
6.5% |
15,919 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.610 |
39.895 |
36.461 |
|
| R3 |
38.735 |
38.020 |
35.946 |
|
| R2 |
36.860 |
36.860 |
35.774 |
|
| R1 |
36.145 |
36.145 |
35.602 |
36.503 |
| PP |
34.985 |
34.985 |
34.985 |
35.164 |
| S1 |
34.270 |
34.270 |
35.258 |
34.628 |
| S2 |
33.110 |
33.110 |
35.086 |
|
| S3 |
31.235 |
32.395 |
34.914 |
|
| S4 |
29.360 |
30.520 |
34.399 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.288 |
38.236 |
34.676 |
|
| R3 |
37.558 |
36.506 |
34.200 |
|
| R2 |
35.828 |
35.828 |
34.041 |
|
| R1 |
34.776 |
34.776 |
33.883 |
34.437 |
| PP |
34.098 |
34.098 |
34.098 |
33.929 |
| S1 |
33.046 |
33.046 |
33.565 |
32.707 |
| S2 |
32.368 |
32.368 |
33.407 |
|
| S3 |
30.638 |
31.316 |
33.248 |
|
| S4 |
28.908 |
29.586 |
32.773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.700 |
33.490 |
2.210 |
6.2% |
1.072 |
3.0% |
88% |
True |
False |
2,769 |
| 10 |
36.800 |
33.420 |
3.380 |
9.5% |
1.069 |
3.0% |
59% |
False |
False |
3,434 |
| 20 |
37.840 |
33.420 |
4.420 |
12.5% |
1.084 |
3.1% |
45% |
False |
False |
2,877 |
| 40 |
39.370 |
32.350 |
7.020 |
19.8% |
1.422 |
4.0% |
44% |
False |
False |
3,144 |
| 60 |
49.810 |
32.350 |
17.460 |
49.3% |
1.778 |
5.0% |
18% |
False |
False |
3,125 |
| 80 |
49.810 |
32.350 |
17.460 |
49.3% |
1.558 |
4.4% |
18% |
False |
False |
2,595 |
| 100 |
49.810 |
29.740 |
20.070 |
56.6% |
1.435 |
4.0% |
28% |
False |
False |
2,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.669 |
|
2.618 |
40.609 |
|
1.618 |
38.734 |
|
1.000 |
37.575 |
|
0.618 |
36.859 |
|
HIGH |
35.700 |
|
0.618 |
34.984 |
|
0.500 |
34.763 |
|
0.382 |
34.541 |
|
LOW |
33.825 |
|
0.618 |
32.666 |
|
1.000 |
31.950 |
|
1.618 |
30.791 |
|
2.618 |
28.916 |
|
4.250 |
25.856 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
35.208 |
35.152 |
| PP |
34.985 |
34.873 |
| S1 |
34.763 |
34.595 |
|