COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
31.920 |
31.210 |
-0.710 |
-2.2% |
31.370 |
| High |
32.085 |
31.400 |
-0.685 |
-2.1% |
33.035 |
| Low |
31.000 |
30.000 |
-1.000 |
-3.2% |
31.370 |
| Close |
31.317 |
30.320 |
-0.997 |
-3.2% |
32.216 |
| Range |
1.085 |
1.400 |
0.315 |
29.0% |
1.665 |
| ATR |
1.707 |
1.685 |
-0.022 |
-1.3% |
0.000 |
| Volume |
2,353 |
4,658 |
2,305 |
98.0% |
10,011 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.773 |
33.947 |
31.090 |
|
| R3 |
33.373 |
32.547 |
30.705 |
|
| R2 |
31.973 |
31.973 |
30.577 |
|
| R1 |
31.147 |
31.147 |
30.448 |
30.860 |
| PP |
30.573 |
30.573 |
30.573 |
30.430 |
| S1 |
29.747 |
29.747 |
30.192 |
29.460 |
| S2 |
29.173 |
29.173 |
30.063 |
|
| S3 |
27.773 |
28.347 |
29.935 |
|
| S4 |
26.373 |
26.947 |
29.550 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.202 |
36.374 |
33.132 |
|
| R3 |
35.537 |
34.709 |
32.674 |
|
| R2 |
33.872 |
33.872 |
32.521 |
|
| R1 |
33.044 |
33.044 |
32.369 |
33.458 |
| PP |
32.207 |
32.207 |
32.207 |
32.414 |
| S1 |
31.379 |
31.379 |
32.063 |
31.793 |
| S2 |
30.542 |
30.542 |
31.911 |
|
| S3 |
28.877 |
29.714 |
31.758 |
|
| S4 |
27.212 |
28.049 |
31.300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32.530 |
30.000 |
2.530 |
8.3% |
1.259 |
4.2% |
13% |
False |
True |
2,422 |
| 10 |
33.035 |
30.000 |
3.035 |
10.0% |
1.218 |
4.0% |
11% |
False |
True |
2,495 |
| 20 |
36.650 |
26.185 |
10.465 |
34.5% |
2.048 |
6.8% |
40% |
False |
False |
3,291 |
| 40 |
43.510 |
26.185 |
17.325 |
57.1% |
1.699 |
5.6% |
24% |
False |
False |
2,103 |
| 60 |
44.270 |
26.185 |
18.085 |
59.6% |
1.596 |
5.3% |
23% |
False |
False |
1,712 |
| 80 |
44.270 |
26.185 |
18.085 |
59.6% |
1.427 |
4.7% |
23% |
False |
False |
1,318 |
| 100 |
44.270 |
26.185 |
18.085 |
59.6% |
1.245 |
4.1% |
23% |
False |
False |
1,093 |
| 120 |
44.270 |
26.185 |
18.085 |
59.6% |
1.250 |
4.1% |
23% |
False |
False |
941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37.350 |
|
2.618 |
35.065 |
|
1.618 |
33.665 |
|
1.000 |
32.800 |
|
0.618 |
32.265 |
|
HIGH |
31.400 |
|
0.618 |
30.865 |
|
0.500 |
30.700 |
|
0.382 |
30.535 |
|
LOW |
30.000 |
|
0.618 |
29.135 |
|
1.000 |
28.600 |
|
1.618 |
27.735 |
|
2.618 |
26.335 |
|
4.250 |
24.050 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
30.700 |
31.160 |
| PP |
30.573 |
30.880 |
| S1 |
30.447 |
30.600 |
|