COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
39.730 |
39.825 |
0.095 |
0.2% |
41.490 |
| High |
40.375 |
40.775 |
0.400 |
1.0% |
41.600 |
| Low |
39.230 |
39.440 |
0.210 |
0.5% |
39.400 |
| Close |
40.137 |
40.469 |
0.332 |
0.8% |
40.750 |
| Range |
1.145 |
1.335 |
0.190 |
16.6% |
2.200 |
| ATR |
1.575 |
1.558 |
-0.017 |
-1.1% |
0.000 |
| Volume |
40,406 |
40,980 |
574 |
1.4% |
195,513 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.233 |
43.686 |
41.203 |
|
| R3 |
42.898 |
42.351 |
40.836 |
|
| R2 |
41.563 |
41.563 |
40.714 |
|
| R1 |
41.016 |
41.016 |
40.591 |
41.290 |
| PP |
40.228 |
40.228 |
40.228 |
40.365 |
| S1 |
39.681 |
39.681 |
40.347 |
39.955 |
| S2 |
38.893 |
38.893 |
40.224 |
|
| S3 |
37.558 |
38.346 |
40.102 |
|
| S4 |
36.223 |
37.011 |
39.735 |
|
|
| 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 |
40.985 |
39.030 |
1.955 |
4.8% |
1.466 |
3.6% |
74% |
False |
False |
40,813 |
| 10 |
42.785 |
39.030 |
3.755 |
9.3% |
1.460 |
3.6% |
38% |
False |
False |
39,395 |
| 20 |
43.500 |
38.810 |
4.690 |
11.6% |
1.605 |
4.0% |
35% |
False |
False |
40,313 |
| 40 |
44.295 |
37.055 |
7.240 |
17.9% |
1.639 |
4.0% |
47% |
False |
False |
26,234 |
| 60 |
44.295 |
33.490 |
10.805 |
26.7% |
1.537 |
3.8% |
65% |
False |
False |
18,636 |
| 80 |
44.295 |
33.420 |
10.875 |
26.9% |
1.444 |
3.6% |
65% |
False |
False |
14,677 |
| 100 |
48.185 |
32.350 |
15.835 |
39.1% |
1.661 |
4.1% |
51% |
False |
False |
12,573 |
| 120 |
49.810 |
32.350 |
17.460 |
43.1% |
1.643 |
4.1% |
47% |
False |
False |
10,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.449 |
|
2.618 |
44.270 |
|
1.618 |
42.935 |
|
1.000 |
42.110 |
|
0.618 |
41.600 |
|
HIGH |
40.775 |
|
0.618 |
40.265 |
|
0.500 |
40.108 |
|
0.382 |
39.950 |
|
LOW |
39.440 |
|
0.618 |
38.615 |
|
1.000 |
38.105 |
|
1.618 |
37.280 |
|
2.618 |
35.945 |
|
4.250 |
33.766 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
40.349 |
40.301 |
| PP |
40.228 |
40.133 |
| S1 |
40.108 |
39.965 |
|