COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
30.385 |
31.325 |
0.940 |
3.1% |
40.845 |
| High |
33.610 |
32.270 |
-1.340 |
-4.0% |
40.845 |
| Low |
30.385 |
29.580 |
-0.805 |
-2.6% |
29.950 |
| Close |
31.571 |
30.173 |
-1.398 |
-4.4% |
30.130 |
| Range |
3.225 |
2.690 |
-0.535 |
-16.6% |
10.895 |
| ATR |
2.247 |
2.279 |
0.032 |
1.4% |
0.000 |
| Volume |
4,227 |
7,273 |
3,046 |
72.1% |
3,177 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.744 |
37.149 |
31.653 |
|
| R3 |
36.054 |
34.459 |
30.913 |
|
| R2 |
33.364 |
33.364 |
30.666 |
|
| R1 |
31.769 |
31.769 |
30.420 |
31.222 |
| PP |
30.674 |
30.674 |
30.674 |
30.401 |
| S1 |
29.079 |
29.079 |
29.926 |
28.532 |
| S2 |
27.984 |
27.984 |
29.680 |
|
| S3 |
25.294 |
26.389 |
29.433 |
|
| S4 |
22.604 |
23.699 |
28.694 |
|
|
| 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 |
39.635 |
26.185 |
13.450 |
44.6% |
4.266 |
14.1% |
30% |
False |
False |
3,444 |
| 10 |
40.885 |
26.185 |
14.700 |
48.7% |
2.793 |
9.3% |
27% |
False |
False |
2,123 |
| 20 |
43.510 |
26.185 |
17.325 |
57.4% |
1.946 |
6.4% |
23% |
False |
False |
1,443 |
| 40 |
44.270 |
26.185 |
18.085 |
59.9% |
1.733 |
5.7% |
22% |
False |
False |
1,299 |
| 60 |
44.270 |
26.185 |
18.085 |
59.9% |
1.472 |
4.9% |
22% |
False |
False |
929 |
| 80 |
44.270 |
26.185 |
18.085 |
59.9% |
1.214 |
4.0% |
22% |
False |
False |
742 |
| 100 |
44.270 |
26.185 |
18.085 |
59.9% |
1.153 |
3.8% |
22% |
False |
False |
617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.703 |
|
2.618 |
39.312 |
|
1.618 |
36.622 |
|
1.000 |
34.960 |
|
0.618 |
33.932 |
|
HIGH |
32.270 |
|
0.618 |
31.242 |
|
0.500 |
30.925 |
|
0.382 |
30.608 |
|
LOW |
29.580 |
|
0.618 |
27.918 |
|
1.000 |
26.890 |
|
1.618 |
25.228 |
|
2.618 |
22.538 |
|
4.250 |
18.148 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
30.925 |
30.081 |
| PP |
30.674 |
29.989 |
| S1 |
30.424 |
29.898 |
|