COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
36.460 |
36.725 |
0.265 |
0.7% |
33.860 |
| High |
36.855 |
36.950 |
0.095 |
0.3% |
36.855 |
| Low |
36.055 |
35.600 |
-0.455 |
-1.3% |
33.825 |
| Close |
36.560 |
35.714 |
-0.846 |
-2.3% |
36.560 |
| Range |
0.800 |
1.350 |
0.550 |
68.8% |
3.030 |
| ATR |
1.263 |
1.269 |
0.006 |
0.5% |
0.000 |
| Volume |
2,931 |
1,634 |
-1,297 |
-44.3% |
8,626 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.138 |
39.276 |
36.457 |
|
| R3 |
38.788 |
37.926 |
36.085 |
|
| R2 |
37.438 |
37.438 |
35.962 |
|
| R1 |
36.576 |
36.576 |
35.838 |
36.332 |
| PP |
36.088 |
36.088 |
36.088 |
35.966 |
| S1 |
35.226 |
35.226 |
35.590 |
34.982 |
| S2 |
34.738 |
34.738 |
35.467 |
|
| S3 |
33.388 |
33.876 |
35.343 |
|
| S4 |
32.038 |
32.526 |
34.972 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.837 |
43.728 |
38.227 |
|
| R3 |
41.807 |
40.698 |
37.393 |
|
| R2 |
38.777 |
38.777 |
37.116 |
|
| R1 |
37.668 |
37.668 |
36.838 |
38.223 |
| PP |
35.747 |
35.747 |
35.747 |
36.024 |
| S1 |
34.638 |
34.638 |
36.282 |
35.193 |
| S2 |
32.717 |
32.717 |
36.005 |
|
| S3 |
29.687 |
31.608 |
35.727 |
|
| S4 |
26.657 |
28.578 |
34.894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.950 |
33.825 |
3.125 |
8.8% |
1.225 |
3.4% |
60% |
True |
False |
2,052 |
| 10 |
36.950 |
33.420 |
3.530 |
9.9% |
1.046 |
2.9% |
65% |
True |
False |
2,617 |
| 20 |
36.950 |
33.420 |
3.530 |
9.9% |
1.055 |
3.0% |
65% |
True |
False |
3,051 |
| 40 |
38.800 |
32.990 |
5.810 |
16.3% |
1.234 |
3.5% |
47% |
False |
False |
2,853 |
| 60 |
49.810 |
32.350 |
17.460 |
48.9% |
1.759 |
4.9% |
19% |
False |
False |
3,172 |
| 80 |
49.810 |
32.350 |
17.460 |
48.9% |
1.537 |
4.3% |
19% |
False |
False |
2,668 |
| 100 |
49.810 |
30.295 |
19.515 |
54.6% |
1.456 |
4.1% |
28% |
False |
False |
2,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.688 |
|
2.618 |
40.484 |
|
1.618 |
39.134 |
|
1.000 |
38.300 |
|
0.618 |
37.784 |
|
HIGH |
36.950 |
|
0.618 |
36.434 |
|
0.500 |
36.275 |
|
0.382 |
36.116 |
|
LOW |
35.600 |
|
0.618 |
34.766 |
|
1.000 |
34.250 |
|
1.618 |
33.416 |
|
2.618 |
32.066 |
|
4.250 |
29.863 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
36.275 |
36.275 |
| PP |
36.088 |
36.088 |
| S1 |
35.901 |
35.901 |
|