COMEX Silver Future December 2011
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
31.680 |
32.400 |
0.720 |
2.3% |
34.715 |
| High |
32.600 |
32.415 |
-0.185 |
-0.6% |
34.920 |
| Low |
30.925 |
30.650 |
-0.275 |
-0.9% |
30.925 |
| Close |
32.417 |
31.116 |
-1.301 |
-4.0% |
32.417 |
| Range |
1.675 |
1.765 |
0.090 |
5.4% |
3.995 |
| ATR |
1.552 |
1.567 |
0.015 |
1.0% |
0.000 |
| Volume |
55,289 |
50,423 |
-4,866 |
-8.8% |
245,085 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.689 |
35.667 |
32.087 |
|
| R3 |
34.924 |
33.902 |
31.601 |
|
| R2 |
33.159 |
33.159 |
31.440 |
|
| R1 |
32.137 |
32.137 |
31.278 |
31.766 |
| PP |
31.394 |
31.394 |
31.394 |
31.208 |
| S1 |
30.372 |
30.372 |
30.954 |
30.001 |
| S2 |
29.629 |
29.629 |
30.792 |
|
| S3 |
27.864 |
28.607 |
30.631 |
|
| S4 |
26.099 |
26.842 |
30.145 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.739 |
42.573 |
34.614 |
|
| R3 |
40.744 |
38.578 |
33.516 |
|
| R2 |
36.749 |
36.749 |
33.149 |
|
| R1 |
34.583 |
34.583 |
32.783 |
33.669 |
| PP |
32.754 |
32.754 |
32.754 |
32.297 |
| S1 |
30.588 |
30.588 |
32.051 |
29.674 |
| S2 |
28.759 |
28.759 |
31.685 |
|
| S3 |
24.764 |
26.593 |
31.318 |
|
| S4 |
20.769 |
22.598 |
30.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34.835 |
30.650 |
4.185 |
13.4% |
1.705 |
5.5% |
11% |
False |
True |
52,524 |
| 10 |
35.350 |
30.650 |
4.700 |
15.1% |
1.424 |
4.6% |
10% |
False |
True |
47,002 |
| 20 |
35.700 |
30.650 |
5.050 |
16.2% |
1.479 |
4.8% |
9% |
False |
True |
42,716 |
| 40 |
35.700 |
28.435 |
7.265 |
23.3% |
1.635 |
5.3% |
37% |
False |
False |
43,305 |
| 60 |
43.500 |
26.150 |
17.350 |
55.8% |
1.767 |
5.7% |
29% |
False |
False |
44,965 |
| 80 |
44.295 |
26.150 |
18.145 |
58.3% |
1.791 |
5.8% |
27% |
False |
False |
38,199 |
| 100 |
44.295 |
26.150 |
18.145 |
58.3% |
1.715 |
5.5% |
27% |
False |
False |
31,243 |
| 120 |
44.295 |
26.150 |
18.145 |
58.3% |
1.602 |
5.1% |
27% |
False |
False |
26,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.916 |
|
2.618 |
37.036 |
|
1.618 |
35.271 |
|
1.000 |
34.180 |
|
0.618 |
33.506 |
|
HIGH |
32.415 |
|
0.618 |
31.741 |
|
0.500 |
31.533 |
|
0.382 |
31.324 |
|
LOW |
30.650 |
|
0.618 |
29.559 |
|
1.000 |
28.885 |
|
1.618 |
27.794 |
|
2.618 |
26.029 |
|
4.250 |
23.149 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
31.533 |
32.315 |
| PP |
31.394 |
31.915 |
| S1 |
31.255 |
31.516 |
|