COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
30.555 |
31.390 |
0.835 |
2.7% |
32.220 |
| High |
31.515 |
32.040 |
0.525 |
1.7% |
32.675 |
| Low |
30.280 |
31.230 |
0.950 |
3.1% |
29.935 |
| Close |
31.193 |
31.725 |
0.532 |
1.7% |
31.193 |
| Range |
1.235 |
0.810 |
-0.425 |
-34.4% |
2.740 |
| ATR |
1.840 |
1.769 |
-0.071 |
-3.9% |
0.000 |
| Volume |
30,691 |
27,942 |
-2,749 |
-9.0% |
221,753 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.095 |
33.720 |
32.171 |
|
| R3 |
33.285 |
32.910 |
31.948 |
|
| R2 |
32.475 |
32.475 |
31.874 |
|
| R1 |
32.100 |
32.100 |
31.799 |
32.288 |
| PP |
31.665 |
31.665 |
31.665 |
31.759 |
| S1 |
31.290 |
31.290 |
31.651 |
31.478 |
| S2 |
30.855 |
30.855 |
31.577 |
|
| S3 |
30.045 |
30.480 |
31.502 |
|
| S4 |
29.235 |
29.670 |
31.280 |
|
|
| 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 |
32.350 |
29.935 |
2.415 |
7.6% |
1.343 |
4.2% |
74% |
False |
False |
42,604 |
| 10 |
33.100 |
29.935 |
3.165 |
10.0% |
1.309 |
4.1% |
57% |
False |
False |
37,376 |
| 20 |
33.585 |
28.435 |
5.150 |
16.2% |
1.791 |
5.6% |
64% |
False |
False |
43,894 |
| 40 |
43.500 |
26.150 |
17.350 |
54.7% |
1.912 |
6.0% |
32% |
False |
False |
46,089 |
| 60 |
44.295 |
26.150 |
18.145 |
57.2% |
1.896 |
6.0% |
31% |
False |
False |
36,693 |
| 80 |
44.295 |
26.150 |
18.145 |
57.2% |
1.774 |
5.6% |
31% |
False |
False |
28,375 |
| 100 |
44.295 |
26.150 |
18.145 |
57.2% |
1.626 |
5.1% |
31% |
False |
False |
23,317 |
| 120 |
44.295 |
26.150 |
18.145 |
57.2% |
1.699 |
5.4% |
31% |
False |
False |
20,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35.483 |
|
2.618 |
34.161 |
|
1.618 |
33.351 |
|
1.000 |
32.850 |
|
0.618 |
32.541 |
|
HIGH |
32.040 |
|
0.618 |
31.731 |
|
0.500 |
31.635 |
|
0.382 |
31.539 |
|
LOW |
31.230 |
|
0.618 |
30.729 |
|
1.000 |
30.420 |
|
1.618 |
29.919 |
|
2.618 |
29.109 |
|
4.250 |
27.788 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
31.695 |
31.479 |
| PP |
31.665 |
31.233 |
| S1 |
31.635 |
30.988 |
|