COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
31.610 |
32.250 |
0.640 |
2.0% |
32.670 |
| High |
32.395 |
32.300 |
-0.095 |
-0.3% |
33.300 |
| Low |
31.505 |
30.920 |
-0.585 |
-1.9% |
31.425 |
| Close |
32.275 |
31.370 |
-0.905 |
-2.8% |
32.275 |
| Range |
0.890 |
1.380 |
0.490 |
55.1% |
1.875 |
| ATR |
1.345 |
1.347 |
0.003 |
0.2% |
0.000 |
| Volume |
28,648 |
36,168 |
7,520 |
26.2% |
173,874 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35.670 |
34.900 |
32.129 |
|
| R3 |
34.290 |
33.520 |
31.750 |
|
| R2 |
32.910 |
32.910 |
31.623 |
|
| R1 |
32.140 |
32.140 |
31.497 |
31.835 |
| PP |
31.530 |
31.530 |
31.530 |
31.378 |
| S1 |
30.760 |
30.760 |
31.244 |
30.455 |
| S2 |
30.150 |
30.150 |
31.117 |
|
| S3 |
28.770 |
29.380 |
30.991 |
|
| S4 |
27.390 |
28.000 |
30.611 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.958 |
36.992 |
33.306 |
|
| R3 |
36.083 |
35.117 |
32.791 |
|
| R2 |
34.208 |
34.208 |
32.619 |
|
| R1 |
33.242 |
33.242 |
32.447 |
32.788 |
| PP |
32.333 |
32.333 |
32.333 |
32.106 |
| S1 |
31.367 |
31.367 |
32.103 |
30.913 |
| S2 |
30.458 |
30.458 |
31.931 |
|
| S3 |
28.583 |
29.492 |
31.759 |
|
| S4 |
26.708 |
27.617 |
31.244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.300 |
30.920 |
2.380 |
7.6% |
1.207 |
3.8% |
19% |
False |
True |
35,944 |
| 10 |
33.740 |
30.920 |
2.820 |
9.0% |
1.213 |
3.9% |
16% |
False |
True |
35,459 |
| 20 |
34.950 |
30.740 |
4.210 |
13.4% |
1.356 |
4.3% |
15% |
False |
False |
25,583 |
| 40 |
35.680 |
30.000 |
5.680 |
18.1% |
1.314 |
4.2% |
24% |
False |
False |
15,318 |
| 60 |
40.845 |
26.185 |
14.660 |
46.7% |
1.606 |
5.1% |
35% |
False |
False |
11,166 |
| 80 |
44.270 |
26.185 |
18.085 |
57.7% |
1.550 |
4.9% |
29% |
False |
False |
8,636 |
| 100 |
44.270 |
26.185 |
18.085 |
57.7% |
1.473 |
4.7% |
29% |
False |
False |
7,050 |
| 120 |
44.270 |
26.185 |
18.085 |
57.7% |
1.368 |
4.4% |
29% |
False |
False |
5,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.165 |
|
2.618 |
35.913 |
|
1.618 |
34.533 |
|
1.000 |
33.680 |
|
0.618 |
33.153 |
|
HIGH |
32.300 |
|
0.618 |
31.773 |
|
0.500 |
31.610 |
|
0.382 |
31.447 |
|
LOW |
30.920 |
|
0.618 |
30.067 |
|
1.000 |
29.540 |
|
1.618 |
28.687 |
|
2.618 |
27.307 |
|
4.250 |
25.055 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
31.610 |
32.110 |
| PP |
31.530 |
31.863 |
| S1 |
31.450 |
31.617 |
|