COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
30.300 |
30.385 |
0.085 |
0.3% |
40.845 |
| High |
30.875 |
33.610 |
2.735 |
8.9% |
40.845 |
| Low |
26.185 |
30.385 |
4.200 |
16.0% |
29.950 |
| Close |
30.005 |
31.571 |
1.566 |
5.2% |
30.130 |
| Range |
4.690 |
3.225 |
-1.465 |
-31.2% |
10.895 |
| ATR |
2.143 |
2.247 |
0.104 |
4.9% |
0.000 |
| Volume |
4,368 |
4,227 |
-141 |
-3.2% |
3,177 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.530 |
39.776 |
33.345 |
|
| R3 |
38.305 |
36.551 |
32.458 |
|
| R2 |
35.080 |
35.080 |
32.162 |
|
| R1 |
33.326 |
33.326 |
31.867 |
34.203 |
| PP |
31.855 |
31.855 |
31.855 |
32.294 |
| S1 |
30.101 |
30.101 |
31.275 |
30.978 |
| S2 |
28.630 |
28.630 |
30.980 |
|
| S3 |
25.405 |
26.876 |
30.684 |
|
| S4 |
22.180 |
23.651 |
29.797 |
|
|
| 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 |
45.9% |
3.962 |
12.5% |
37% |
False |
False |
2,077 |
| 10 |
41.300 |
26.185 |
15.115 |
47.9% |
2.614 |
8.3% |
36% |
False |
False |
1,467 |
| 20 |
43.510 |
26.185 |
17.325 |
54.9% |
1.865 |
5.9% |
31% |
False |
False |
1,155 |
| 40 |
44.270 |
26.185 |
18.085 |
57.3% |
1.706 |
5.4% |
30% |
False |
False |
1,125 |
| 60 |
44.270 |
26.185 |
18.085 |
57.3% |
1.452 |
4.6% |
30% |
False |
False |
808 |
| 80 |
44.270 |
26.185 |
18.085 |
57.3% |
1.184 |
3.8% |
30% |
False |
False |
652 |
| 100 |
44.270 |
26.185 |
18.085 |
57.3% |
1.144 |
3.6% |
30% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.316 |
|
2.618 |
42.053 |
|
1.618 |
38.828 |
|
1.000 |
36.835 |
|
0.618 |
35.603 |
|
HIGH |
33.610 |
|
0.618 |
32.378 |
|
0.500 |
31.998 |
|
0.382 |
31.617 |
|
LOW |
30.385 |
|
0.618 |
28.392 |
|
1.000 |
27.160 |
|
1.618 |
25.167 |
|
2.618 |
21.942 |
|
4.250 |
16.679 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
31.998 |
31.520 |
| PP |
31.855 |
31.469 |
| S1 |
31.713 |
31.418 |
|