COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
34.715 |
34.240 |
-0.475 |
-1.4% |
34.090 |
| High |
34.920 |
34.835 |
-0.085 |
-0.2% |
35.350 |
| Low |
33.950 |
33.750 |
-0.200 |
-0.6% |
33.130 |
| Close |
34.024 |
34.456 |
0.432 |
1.3% |
34.682 |
| Range |
0.970 |
1.085 |
0.115 |
11.9% |
2.220 |
| ATR |
1.492 |
1.463 |
-0.029 |
-2.0% |
0.000 |
| Volume |
32,887 |
42,592 |
9,705 |
29.5% |
207,957 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.602 |
37.114 |
35.053 |
|
| R3 |
36.517 |
36.029 |
34.754 |
|
| R2 |
35.432 |
35.432 |
34.655 |
|
| R1 |
34.944 |
34.944 |
34.555 |
35.188 |
| PP |
34.347 |
34.347 |
34.347 |
34.469 |
| S1 |
33.859 |
33.859 |
34.357 |
34.103 |
| S2 |
33.262 |
33.262 |
34.257 |
|
| S3 |
32.177 |
32.774 |
34.158 |
|
| S4 |
31.092 |
31.689 |
33.859 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.047 |
40.085 |
35.903 |
|
| R3 |
38.827 |
37.865 |
35.293 |
|
| R2 |
36.607 |
36.607 |
35.089 |
|
| R1 |
35.645 |
35.645 |
34.886 |
36.126 |
| PP |
34.387 |
34.387 |
34.387 |
34.628 |
| S1 |
33.425 |
33.425 |
34.479 |
33.906 |
| S2 |
32.167 |
32.167 |
34.275 |
|
| S3 |
29.947 |
31.205 |
34.072 |
|
| S4 |
27.727 |
28.985 |
33.461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.255 |
33.130 |
2.125 |
6.2% |
1.191 |
3.5% |
62% |
False |
False |
41,354 |
| 10 |
35.350 |
33.100 |
2.250 |
6.5% |
1.187 |
3.4% |
60% |
False |
False |
38,592 |
| 20 |
35.700 |
29.935 |
5.765 |
16.7% |
1.344 |
3.9% |
78% |
False |
False |
39,680 |
| 40 |
40.775 |
26.150 |
14.625 |
42.4% |
1.882 |
5.5% |
57% |
False |
False |
45,954 |
| 60 |
44.295 |
26.150 |
18.145 |
52.7% |
1.813 |
5.3% |
46% |
False |
False |
43,957 |
| 80 |
44.295 |
26.150 |
18.145 |
52.7% |
1.755 |
5.1% |
46% |
False |
False |
35,621 |
| 100 |
44.295 |
26.150 |
18.145 |
52.7% |
1.670 |
4.8% |
46% |
False |
False |
29,189 |
| 120 |
44.295 |
26.150 |
18.145 |
52.7% |
1.585 |
4.6% |
46% |
False |
False |
24,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.446 |
|
2.618 |
37.676 |
|
1.618 |
36.591 |
|
1.000 |
35.920 |
|
0.618 |
35.506 |
|
HIGH |
34.835 |
|
0.618 |
34.421 |
|
0.500 |
34.293 |
|
0.382 |
34.164 |
|
LOW |
33.750 |
|
0.618 |
33.079 |
|
1.000 |
32.665 |
|
1.618 |
31.994 |
|
2.618 |
30.909 |
|
4.250 |
29.139 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
34.402 |
34.402 |
| PP |
34.347 |
34.347 |
| S1 |
34.293 |
34.293 |
|