COMEX Silver Future December 2011

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	29.935	30.490	0.555	1.9%	30.850
High	31.430	31.355	-0.075	-0.2%	33.585
Low	29.670	28.665	-1.005	-3.4%	26.150
Close	30.795	29.839	-0.956	-3.1%	30.390
Range	1.760	2.690	0.930	52.8%	7.435
ATR	2.397	2.418	0.021	0.9%	0.000
Volume	38,480	50,838	12,358	32.1%	380,761

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	38.023	36.621	31.319
R3	35.333	33.931	30.579
R2	32.643	32.643	30.332
R1	31.241	31.241	30.086	30.597
PP	29.953	29.953	29.953	29.631
S1	28.551	28.551	29.592	27.907
S2	27.263	27.263	29.346
S3	24.573	25.861	29.099
S4	21.883	23.171	28.360

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	52.347	48.803	34.479
R3	44.912	41.368	32.435
R2	37.477	37.477	31.753
R1	33.933	33.933	31.072	31.988
PP	30.042	30.042	30.042	29.069
S1	26.498	26.498	29.708	24.553
S2	22.607	22.607	29.027
S3	15.172	19.063	28.345
S4	7.737	11.628	26.301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	32.880	28.665	4.215	14.1%	2.392	8.0%	28%	False	True	47,392
10	40.775	26.150	14.625	49.0%	3.259	10.9%	25%	False	False	67,558
20	42.785	26.150	16.635	55.7%	2.387	8.0%	22%	False	False	53,424
40	44.295	26.150	18.145	60.8%	2.028	6.8%	20%	False	False	40,748
60	44.295	26.150	18.145	60.8%	1.898	6.4%	20%	False	False	28,835
80	44.295	26.150	18.145	60.8%	1.687	5.7%	20%	False	False	22,389
100	44.295	26.150	18.145	60.8%	1.632	5.5%	20%	False	False	18,442
120	49.810	26.150	23.660	79.3%	1.829	6.1%	16%	False	False	16,004

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.551
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	42.788
2.618	38.397
1.618	35.707
1.000	34.045
0.618	33.017
HIGH	31.355
0.618	30.327
0.500	30.010
0.382	29.693
LOW	28.665
0.618	27.003
1.000	25.975
1.618	24.313
2.618	21.623
4.250	17.233

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	30.010	30.048
PP	29.953	29.978
S1	29.896	29.909

Download as Excel Spreadsheet

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

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