COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
40.835 |
39.945 |
-0.890 |
-2.2% |
41.490 |
| High |
40.850 |
40.985 |
0.135 |
0.3% |
41.600 |
| Low |
39.400 |
39.455 |
0.055 |
0.1% |
39.400 |
| Close |
39.501 |
40.750 |
1.249 |
3.2% |
40.750 |
| Range |
1.450 |
1.530 |
0.080 |
5.5% |
2.200 |
| ATR |
1.593 |
1.588 |
-0.004 |
-0.3% |
0.000 |
| Volume |
45,200 |
33,849 |
-11,351 |
-25.1% |
195,513 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.987 |
44.398 |
41.592 |
|
| R3 |
43.457 |
42.868 |
41.171 |
|
| R2 |
41.927 |
41.927 |
41.031 |
|
| R1 |
41.338 |
41.338 |
40.890 |
41.633 |
| PP |
40.397 |
40.397 |
40.397 |
40.544 |
| S1 |
39.808 |
39.808 |
40.610 |
40.103 |
| S2 |
38.867 |
38.867 |
40.470 |
|
| S3 |
37.337 |
38.278 |
40.329 |
|
| S4 |
35.807 |
36.748 |
39.909 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.183 |
46.167 |
41.960 |
|
| R3 |
44.983 |
43.967 |
41.355 |
|
| R2 |
42.783 |
42.783 |
41.153 |
|
| R1 |
41.767 |
41.767 |
40.952 |
41.175 |
| PP |
40.583 |
40.583 |
40.583 |
40.288 |
| S1 |
39.567 |
39.567 |
40.548 |
38.975 |
| S2 |
38.383 |
38.383 |
40.347 |
|
| S3 |
36.183 |
37.367 |
40.145 |
|
| S4 |
33.983 |
35.167 |
39.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.600 |
39.400 |
2.200 |
5.4% |
1.445 |
3.5% |
61% |
False |
False |
39,102 |
| 10 |
43.500 |
39.400 |
4.100 |
10.1% |
1.595 |
3.9% |
33% |
False |
False |
41,129 |
| 20 |
44.295 |
38.810 |
5.485 |
13.5% |
1.720 |
4.2% |
35% |
False |
False |
37,752 |
| 40 |
44.295 |
37.055 |
7.240 |
17.8% |
1.618 |
4.0% |
51% |
False |
False |
23,411 |
| 60 |
44.295 |
33.420 |
10.875 |
26.7% |
1.527 |
3.7% |
67% |
False |
False |
16,767 |
| 80 |
44.295 |
33.420 |
10.875 |
26.7% |
1.448 |
3.6% |
67% |
False |
False |
13,225 |
| 100 |
49.540 |
32.350 |
17.190 |
42.2% |
1.689 |
4.1% |
49% |
False |
False |
11,415 |
| 120 |
49.810 |
32.350 |
17.460 |
42.8% |
1.620 |
4.0% |
48% |
False |
False |
9,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.488 |
|
2.618 |
44.991 |
|
1.618 |
43.461 |
|
1.000 |
42.515 |
|
0.618 |
41.931 |
|
HIGH |
40.985 |
|
0.618 |
40.401 |
|
0.500 |
40.220 |
|
0.382 |
40.039 |
|
LOW |
39.455 |
|
0.618 |
38.509 |
|
1.000 |
37.925 |
|
1.618 |
36.979 |
|
2.618 |
35.449 |
|
4.250 |
32.953 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
40.573 |
40.635 |
| PP |
40.397 |
40.520 |
| S1 |
40.220 |
40.405 |
|