COMEX Silver Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 30.850 30.700 -0.150 -0.5% 40.675
High 30.970 33.585 2.615 8.4% 40.900
Low 26.150 30.275 4.125 15.8% 29.845
Close 29.976 31.536 1.560 5.2% 30.101
Range 4.820 3.310 -1.510 -31.3% 11.055
ATR 2.352 2.442 0.090 3.8% 0.000
Volume 120,503 112,615 -7,888 -6.5% 289,537
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 41.729 39.942 33.357
R3 38.419 36.632 32.446
R2 35.109 35.109 32.143
R1 33.322 33.322 31.839 34.216
PP 31.799 31.799 31.799 32.245
S1 30.012 30.012 31.233 30.906
S2 28.489 28.489 30.929
S3 25.179 26.702 30.626
S4 21.869 23.392 29.716
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 66.780 59.496 36.181
R3 55.725 48.441 33.141
R2 44.670 44.670 32.128
R1 37.386 37.386 31.114 35.501
PP 33.615 33.615 33.615 32.673
S1 26.331 26.331 29.088 24.446
S2 22.560 22.560 28.074
S3 11.505 15.276 27.061
S4 0.450 4.221 24.021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.775 26.150 14.625 46.4% 4.125 13.1% 37% False False 87,723
10 41.410 26.150 15.260 48.4% 2.772 8.8% 35% False False 63,770
20 43.500 26.150 17.350 55.0% 2.123 6.7% 31% False False 52,060
40 44.295 26.150 18.145 57.5% 2.007 6.4% 30% False False 35,856
60 44.295 26.150 18.145 57.5% 1.801 5.7% 30% False False 25,057
80 44.295 26.150 18.145 57.5% 1.610 5.1% 30% False False 19,530
100 44.295 26.150 18.145 57.5% 1.662 5.3% 30% False False 16,382
120 49.810 26.150 23.660 75.0% 1.777 5.6% 23% False False 14,099
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.339
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.653
2.618 42.251
1.618 38.941
1.000 36.895
0.618 35.631
HIGH 33.585
0.618 32.321
0.500 31.930
0.382 31.539
LOW 30.275
0.618 28.229
1.000 26.965
1.618 24.919
2.618 21.609
4.250 16.208
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 31.930 31.496
PP 31.799 31.455
S1 31.667 31.415

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

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