COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
31.235 |
30.555 |
-0.680 |
-2.2% |
32.220 |
| High |
31.375 |
31.515 |
0.140 |
0.4% |
32.675 |
| Low |
29.935 |
30.280 |
0.345 |
1.2% |
29.935 |
| Close |
30.605 |
31.193 |
0.588 |
1.9% |
31.193 |
| Range |
1.440 |
1.235 |
-0.205 |
-14.2% |
2.740 |
| ATR |
1.887 |
1.840 |
-0.047 |
-2.5% |
0.000 |
| Volume |
51,938 |
30,691 |
-21,247 |
-40.9% |
221,753 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.701 |
34.182 |
31.872 |
|
| R3 |
33.466 |
32.947 |
31.533 |
|
| R2 |
32.231 |
32.231 |
31.419 |
|
| R1 |
31.712 |
31.712 |
31.306 |
31.972 |
| PP |
30.996 |
30.996 |
30.996 |
31.126 |
| S1 |
30.477 |
30.477 |
31.080 |
30.737 |
| S2 |
29.761 |
29.761 |
30.967 |
|
| S3 |
28.526 |
29.242 |
30.853 |
|
| S4 |
27.291 |
28.007 |
30.514 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.488 |
38.080 |
32.700 |
|
| R3 |
36.748 |
35.340 |
31.947 |
|
| R2 |
34.008 |
34.008 |
31.695 |
|
| R1 |
32.600 |
32.600 |
31.444 |
31.934 |
| PP |
31.268 |
31.268 |
31.268 |
30.935 |
| S1 |
29.860 |
29.860 |
30.942 |
29.194 |
| S2 |
28.528 |
28.528 |
30.691 |
|
| S3 |
25.788 |
27.120 |
30.440 |
|
| S4 |
23.048 |
24.380 |
29.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32.675 |
29.935 |
2.740 |
8.8% |
1.421 |
4.6% |
46% |
False |
False |
44,350 |
| 10 |
33.100 |
29.935 |
3.165 |
10.1% |
1.342 |
4.3% |
40% |
False |
False |
36,885 |
| 20 |
33.585 |
26.150 |
7.435 |
23.8% |
1.991 |
6.4% |
68% |
False |
False |
48,522 |
| 40 |
43.500 |
26.150 |
17.350 |
55.6% |
1.932 |
6.2% |
29% |
False |
False |
46,390 |
| 60 |
44.295 |
26.150 |
18.145 |
58.2% |
1.900 |
6.1% |
28% |
False |
False |
36,276 |
| 80 |
44.295 |
26.150 |
18.145 |
58.2% |
1.772 |
5.7% |
28% |
False |
False |
28,072 |
| 100 |
44.295 |
26.150 |
18.145 |
58.2% |
1.636 |
5.2% |
28% |
False |
False |
23,061 |
| 120 |
44.295 |
26.150 |
18.145 |
58.2% |
1.721 |
5.5% |
28% |
False |
False |
19,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36.764 |
|
2.618 |
34.748 |
|
1.618 |
33.513 |
|
1.000 |
32.750 |
|
0.618 |
32.278 |
|
HIGH |
31.515 |
|
0.618 |
31.043 |
|
0.500 |
30.898 |
|
0.382 |
30.752 |
|
LOW |
30.280 |
|
0.618 |
29.517 |
|
1.000 |
29.045 |
|
1.618 |
28.282 |
|
2.618 |
27.047 |
|
4.250 |
25.031 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
31.095 |
31.143 |
| PP |
30.996 |
31.093 |
| S1 |
30.898 |
31.043 |
|