COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
39.805 |
40.845 |
1.040 |
2.6% |
41.455 |
| High |
40.885 |
40.845 |
-0.040 |
-0.1% |
41.520 |
| Low |
39.525 |
39.135 |
-0.390 |
-1.0% |
39.485 |
| Close |
40.864 |
39.196 |
-1.668 |
-4.1% |
40.864 |
| Range |
1.360 |
1.710 |
0.350 |
25.7% |
2.035 |
| ATR |
1.322 |
1.351 |
0.029 |
2.2% |
0.000 |
| Volume |
856 |
680 |
-176 |
-20.6% |
4,190 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.855 |
43.736 |
40.137 |
|
| R3 |
43.145 |
42.026 |
39.666 |
|
| R2 |
41.435 |
41.435 |
39.510 |
|
| R1 |
40.316 |
40.316 |
39.353 |
40.021 |
| PP |
39.725 |
39.725 |
39.725 |
39.578 |
| S1 |
38.606 |
38.606 |
39.039 |
38.311 |
| S2 |
38.015 |
38.015 |
38.883 |
|
| S3 |
36.305 |
36.896 |
38.726 |
|
| S4 |
34.595 |
35.186 |
38.256 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.728 |
45.831 |
41.983 |
|
| R3 |
44.693 |
43.796 |
41.424 |
|
| R2 |
42.658 |
42.658 |
41.237 |
|
| R1 |
41.761 |
41.761 |
41.051 |
41.192 |
| PP |
40.623 |
40.623 |
40.623 |
40.339 |
| S1 |
39.726 |
39.726 |
40.677 |
39.157 |
| S2 |
38.588 |
38.588 |
40.491 |
|
| S3 |
36.553 |
37.691 |
40.304 |
|
| S4 |
34.518 |
35.656 |
39.745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.300 |
39.135 |
2.165 |
5.5% |
1.237 |
3.2% |
3% |
False |
True |
825 |
| 10 |
43.395 |
39.135 |
4.260 |
10.9% |
1.288 |
3.3% |
1% |
False |
True |
872 |
| 20 |
44.270 |
39.000 |
5.270 |
13.4% |
1.380 |
3.5% |
4% |
False |
False |
1,037 |
| 40 |
44.270 |
37.130 |
7.140 |
18.2% |
1.286 |
3.3% |
29% |
False |
False |
891 |
| 60 |
44.270 |
33.520 |
10.750 |
27.4% |
1.139 |
2.9% |
53% |
False |
False |
639 |
| 80 |
44.270 |
33.520 |
10.750 |
27.4% |
0.980 |
2.5% |
53% |
False |
False |
523 |
| 100 |
49.500 |
32.705 |
16.795 |
42.8% |
1.103 |
2.8% |
39% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.113 |
|
2.618 |
45.322 |
|
1.618 |
43.612 |
|
1.000 |
42.555 |
|
0.618 |
41.902 |
|
HIGH |
40.845 |
|
0.618 |
40.192 |
|
0.500 |
39.990 |
|
0.382 |
39.788 |
|
LOW |
39.135 |
|
0.618 |
38.078 |
|
1.000 |
37.425 |
|
1.618 |
36.368 |
|
2.618 |
34.658 |
|
4.250 |
31.868 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
39.990 |
40.010 |
| PP |
39.725 |
39.739 |
| S1 |
39.461 |
39.467 |
|