COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
36.190 |
30.300 |
-5.890 |
-16.3% |
40.845 |
| High |
36.650 |
30.875 |
-5.775 |
-15.8% |
40.845 |
| Low |
29.950 |
26.185 |
-3.765 |
-12.6% |
29.950 |
| Close |
30.130 |
30.005 |
-0.125 |
-0.4% |
30.130 |
| Range |
6.700 |
4.690 |
-2.010 |
-30.0% |
10.895 |
| ATR |
1.947 |
2.143 |
0.196 |
10.1% |
0.000 |
| Volume |
731 |
4,368 |
3,637 |
497.5% |
3,177 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.092 |
41.238 |
32.585 |
|
| R3 |
38.402 |
36.548 |
31.295 |
|
| R2 |
33.712 |
33.712 |
30.865 |
|
| R1 |
31.858 |
31.858 |
30.435 |
30.440 |
| PP |
29.022 |
29.022 |
29.022 |
28.313 |
| S1 |
27.168 |
27.168 |
29.575 |
25.750 |
| S2 |
24.332 |
24.332 |
29.145 |
|
| S3 |
19.642 |
22.478 |
28.715 |
|
| S4 |
14.952 |
17.788 |
27.426 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.327 |
59.123 |
36.122 |
|
| R3 |
55.432 |
48.228 |
33.126 |
|
| R2 |
44.537 |
44.537 |
32.127 |
|
| R1 |
37.333 |
37.333 |
31.129 |
35.488 |
| PP |
33.642 |
33.642 |
33.642 |
32.719 |
| S1 |
26.438 |
26.438 |
29.131 |
24.593 |
| S2 |
22.747 |
22.747 |
28.133 |
|
| S3 |
11.852 |
15.543 |
27.134 |
|
| S4 |
0.957 |
4.648 |
24.138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.690 |
26.185 |
14.505 |
48.3% |
3.539 |
11.8% |
26% |
False |
True |
1,373 |
| 10 |
41.300 |
26.185 |
15.115 |
50.4% |
2.388 |
8.0% |
25% |
False |
True |
1,099 |
| 20 |
43.510 |
26.185 |
17.325 |
57.7% |
1.760 |
5.9% |
22% |
False |
True |
971 |
| 40 |
44.270 |
26.185 |
18.085 |
60.3% |
1.638 |
5.5% |
21% |
False |
True |
1,022 |
| 60 |
44.270 |
26.185 |
18.085 |
60.3% |
1.401 |
4.7% |
21% |
False |
True |
738 |
| 80 |
44.270 |
26.185 |
18.085 |
60.3% |
1.155 |
3.9% |
21% |
False |
True |
604 |
| 100 |
44.270 |
26.185 |
18.085 |
60.3% |
1.149 |
3.8% |
21% |
False |
True |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.808 |
|
2.618 |
43.153 |
|
1.618 |
38.463 |
|
1.000 |
35.565 |
|
0.618 |
33.773 |
|
HIGH |
30.875 |
|
0.618 |
29.083 |
|
0.500 |
28.530 |
|
0.382 |
27.977 |
|
LOW |
26.185 |
|
0.618 |
23.287 |
|
1.000 |
21.495 |
|
1.618 |
18.597 |
|
2.618 |
13.907 |
|
4.250 |
6.253 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
29.513 |
32.910 |
| PP |
29.022 |
31.942 |
| S1 |
28.530 |
30.973 |
|