COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
29.870 |
30.705 |
0.835 |
2.8% |
30.300 |
| High |
31.550 |
31.195 |
-0.355 |
-1.1% |
33.610 |
| Low |
29.250 |
29.800 |
0.550 |
1.9% |
26.185 |
| Close |
30.561 |
30.124 |
-0.437 |
-1.4% |
30.124 |
| Range |
2.300 |
1.395 |
-0.905 |
-39.3% |
7.425 |
| ATR |
2.281 |
2.217 |
-0.063 |
-2.8% |
0.000 |
| Volume |
3,745 |
4,126 |
381 |
10.2% |
23,739 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.558 |
33.736 |
30.891 |
|
| R3 |
33.163 |
32.341 |
30.508 |
|
| R2 |
31.768 |
31.768 |
30.380 |
|
| R1 |
30.946 |
30.946 |
30.252 |
30.660 |
| PP |
30.373 |
30.373 |
30.373 |
30.230 |
| S1 |
29.551 |
29.551 |
29.996 |
29.265 |
| S2 |
28.978 |
28.978 |
29.868 |
|
| S3 |
27.583 |
28.156 |
29.740 |
|
| S4 |
26.188 |
26.761 |
29.357 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.248 |
48.611 |
34.208 |
|
| R3 |
44.823 |
41.186 |
32.166 |
|
| R2 |
37.398 |
37.398 |
31.485 |
|
| R1 |
33.761 |
33.761 |
30.805 |
31.867 |
| PP |
29.973 |
29.973 |
29.973 |
29.026 |
| S1 |
26.336 |
26.336 |
29.443 |
24.442 |
| S2 |
22.548 |
22.548 |
28.763 |
|
| S3 |
15.123 |
18.911 |
28.082 |
|
| S4 |
7.698 |
11.486 |
26.040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.610 |
26.185 |
7.425 |
24.6% |
2.860 |
9.5% |
53% |
False |
False |
4,747 |
| 10 |
40.845 |
26.185 |
14.660 |
48.7% |
2.902 |
9.6% |
27% |
False |
False |
2,691 |
| 20 |
43.510 |
26.185 |
17.325 |
57.5% |
2.069 |
6.9% |
23% |
False |
False |
1,764 |
| 40 |
44.270 |
26.185 |
18.085 |
60.0% |
1.706 |
5.7% |
22% |
False |
False |
1,452 |
| 60 |
44.270 |
26.185 |
18.085 |
60.0% |
1.518 |
5.0% |
22% |
False |
False |
1,052 |
| 80 |
44.270 |
26.185 |
18.085 |
60.0% |
1.242 |
4.1% |
22% |
False |
False |
840 |
| 100 |
44.270 |
26.185 |
18.085 |
60.0% |
1.164 |
3.9% |
22% |
False |
False |
694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37.124 |
|
2.618 |
34.847 |
|
1.618 |
33.452 |
|
1.000 |
32.590 |
|
0.618 |
32.057 |
|
HIGH |
31.195 |
|
0.618 |
30.662 |
|
0.500 |
30.498 |
|
0.382 |
30.333 |
|
LOW |
29.800 |
|
0.618 |
28.938 |
|
1.000 |
28.405 |
|
1.618 |
27.543 |
|
2.618 |
26.148 |
|
4.250 |
23.871 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
30.498 |
30.760 |
| PP |
30.373 |
30.548 |
| S1 |
30.249 |
30.336 |
|