COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
31.210 |
30.420 |
-0.790 |
-2.5% |
32.285 |
| High |
31.400 |
31.450 |
0.050 |
0.2% |
32.530 |
| Low |
30.000 |
30.420 |
0.420 |
1.4% |
30.000 |
| Close |
30.320 |
31.231 |
0.911 |
3.0% |
31.231 |
| Range |
1.400 |
1.030 |
-0.370 |
-26.4% |
2.530 |
| ATR |
1.685 |
1.645 |
-0.040 |
-2.4% |
0.000 |
| Volume |
4,658 |
3,210 |
-1,448 |
-31.1% |
14,228 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.124 |
33.707 |
31.798 |
|
| R3 |
33.094 |
32.677 |
31.514 |
|
| R2 |
32.064 |
32.064 |
31.420 |
|
| R1 |
31.647 |
31.647 |
31.325 |
31.856 |
| PP |
31.034 |
31.034 |
31.034 |
31.138 |
| S1 |
30.617 |
30.617 |
31.137 |
30.826 |
| S2 |
30.004 |
30.004 |
31.042 |
|
| S3 |
28.974 |
29.587 |
30.948 |
|
| S4 |
27.944 |
28.557 |
30.665 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.844 |
37.567 |
32.623 |
|
| R3 |
36.314 |
35.037 |
31.927 |
|
| R2 |
33.784 |
33.784 |
31.695 |
|
| R1 |
32.507 |
32.507 |
31.463 |
31.881 |
| PP |
31.254 |
31.254 |
31.254 |
30.940 |
| S1 |
29.977 |
29.977 |
30.999 |
29.351 |
| S2 |
28.724 |
28.724 |
30.767 |
|
| S3 |
26.194 |
27.447 |
30.535 |
|
| S4 |
23.664 |
24.917 |
29.840 |
|
|
| 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 |
8.1% |
1.245 |
4.0% |
49% |
False |
False |
2,845 |
| 10 |
33.035 |
30.000 |
3.035 |
9.7% |
1.132 |
3.6% |
41% |
False |
False |
2,423 |
| 20 |
33.610 |
26.185 |
7.425 |
23.8% |
1.765 |
5.7% |
68% |
False |
False |
3,415 |
| 40 |
43.510 |
26.185 |
17.325 |
55.5% |
1.677 |
5.4% |
29% |
False |
False |
2,125 |
| 60 |
44.270 |
26.185 |
18.085 |
57.9% |
1.613 |
5.2% |
28% |
False |
False |
1,754 |
| 80 |
44.270 |
26.185 |
18.085 |
57.9% |
1.438 |
4.6% |
28% |
False |
False |
1,357 |
| 100 |
44.270 |
26.185 |
18.085 |
57.9% |
1.241 |
4.0% |
28% |
False |
False |
1,124 |
| 120 |
44.270 |
26.185 |
18.085 |
57.9% |
1.232 |
3.9% |
28% |
False |
False |
965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35.828 |
|
2.618 |
34.147 |
|
1.618 |
33.117 |
|
1.000 |
32.480 |
|
0.618 |
32.087 |
|
HIGH |
31.450 |
|
0.618 |
31.057 |
|
0.500 |
30.935 |
|
0.382 |
30.813 |
|
LOW |
30.420 |
|
0.618 |
29.783 |
|
1.000 |
29.390 |
|
1.618 |
28.753 |
|
2.618 |
27.723 |
|
4.250 |
26.043 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
31.132 |
31.168 |
| PP |
31.034 |
31.105 |
| S1 |
30.935 |
31.043 |
|