COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
33.170 |
33.430 |
0.260 |
0.8% |
32.220 |
| High |
33.950 |
35.375 |
1.425 |
4.2% |
32.675 |
| Low |
32.905 |
33.145 |
0.240 |
0.7% |
29.935 |
| Close |
33.310 |
35.112 |
1.802 |
5.4% |
31.193 |
| Range |
1.045 |
2.230 |
1.185 |
113.4% |
2.740 |
| ATR |
1.735 |
1.770 |
0.035 |
2.0% |
0.000 |
| Volume |
37,360 |
47,060 |
9,700 |
26.0% |
221,753 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.234 |
40.403 |
36.339 |
|
| R3 |
39.004 |
38.173 |
35.725 |
|
| R2 |
36.774 |
36.774 |
35.521 |
|
| R1 |
35.943 |
35.943 |
35.316 |
36.359 |
| PP |
34.544 |
34.544 |
34.544 |
34.752 |
| S1 |
33.713 |
33.713 |
34.908 |
34.129 |
| S2 |
32.314 |
32.314 |
34.703 |
|
| S3 |
30.084 |
31.483 |
34.499 |
|
| S4 |
27.854 |
29.253 |
33.886 |
|
|
| 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 |
35.375 |
30.280 |
5.095 |
14.5% |
1.470 |
4.2% |
95% |
True |
False |
38,541 |
| 10 |
35.375 |
29.935 |
5.440 |
15.5% |
1.458 |
4.2% |
95% |
True |
False |
41,213 |
| 20 |
35.375 |
28.435 |
6.940 |
19.8% |
1.599 |
4.6% |
96% |
True |
False |
39,478 |
| 40 |
43.500 |
26.150 |
17.350 |
49.4% |
1.951 |
5.6% |
52% |
False |
False |
46,495 |
| 60 |
44.295 |
26.150 |
18.145 |
51.7% |
1.917 |
5.5% |
49% |
False |
False |
38,818 |
| 80 |
44.295 |
26.150 |
18.145 |
51.7% |
1.785 |
5.1% |
49% |
False |
False |
29,997 |
| 100 |
44.295 |
26.150 |
18.145 |
51.7% |
1.646 |
4.7% |
49% |
False |
False |
24,576 |
| 120 |
44.295 |
26.150 |
18.145 |
51.7% |
1.653 |
4.7% |
49% |
False |
False |
21,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.853 |
|
2.618 |
41.213 |
|
1.618 |
38.983 |
|
1.000 |
37.605 |
|
0.618 |
36.753 |
|
HIGH |
35.375 |
|
0.618 |
34.523 |
|
0.500 |
34.260 |
|
0.382 |
33.997 |
|
LOW |
33.145 |
|
0.618 |
31.767 |
|
1.000 |
30.915 |
|
1.618 |
29.537 |
|
2.618 |
27.307 |
|
4.250 |
23.668 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
34.828 |
34.530 |
| PP |
34.544 |
33.947 |
| S1 |
34.260 |
33.365 |
|