COMEX Silver Future December 2011

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	39.825	39.670	-0.155	-0.4%	41.490
High	40.775	39.850	-0.925	-2.3%	41.600
Low	39.440	35.525	-3.915	-9.9%	39.400
Close	40.469	36.720	-3.749	-9.3%	40.750
Range	1.335	4.325	2.990	224.0%	2.200
ATR	1.558	1.800	0.242	15.5%	0.000
Volume	40,980	79,832	38,852	94.8%	195,513

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	50.340	47.855	39.099
R3	46.015	43.530	37.909
R2	41.690	41.690	37.513
R1	39.205	39.205	37.116	38.285
PP	37.365	37.365	37.365	36.905
S1	34.880	34.880	36.324	33.960
S2	33.040	33.040	35.927
S3	28.715	30.555	35.531
S4	24.390	26.230	34.341

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	35.525	5.460	14.9%	2.041	5.6%	22%	False	True	47,739
10	42.785	35.525	7.260	19.8%	1.749	4.8%	16%	False	True	44,058
20	43.500	35.525	7.975	21.7%	1.652	4.5%	15%	False	True	42,459
40	44.295	35.525	8.770	23.9%	1.715	4.7%	14%	False	True	28,132
60	44.295	33.490	10.805	29.4%	1.601	4.4%	30%	False	False	19,908
80	44.295	33.420	10.875	29.6%	1.487	4.0%	30%	False	False	15,655
100	45.550	32.350	13.200	35.9%	1.646	4.5%	33%	False	False	13,347
120	49.810	32.350	17.460	47.5%	1.674	4.6%	25%	False	False	11,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.285
Widest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	58.231
2.618	51.173
1.618	46.848
1.000	44.175
0.618	42.523
HIGH	39.850
0.618	38.198
0.500	37.688
0.382	37.177
LOW	35.525
0.618	32.852
1.000	31.200
1.618	28.527
2.618	24.202
4.250	17.144

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	37.688	38.150
PP	37.365	37.673
S1	37.043	37.197

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols