COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
28.780 |
29.535 |
0.755 |
2.6% |
32.250 |
| High |
29.625 |
30.210 |
0.585 |
2.0% |
32.300 |
| Low |
28.695 |
29.130 |
0.435 |
1.5% |
28.120 |
| Close |
29.536 |
29.249 |
-0.287 |
-1.0% |
29.671 |
| Range |
0.930 |
1.080 |
0.150 |
16.1% |
4.180 |
| ATR |
1.347 |
1.328 |
-0.019 |
-1.4% |
0.000 |
| Volume |
22,497 |
25,432 |
2,935 |
13.0% |
222,327 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.770 |
32.089 |
29.843 |
|
| R3 |
31.690 |
31.009 |
29.546 |
|
| R2 |
30.610 |
30.610 |
29.447 |
|
| R1 |
29.929 |
29.929 |
29.348 |
29.730 |
| PP |
29.530 |
29.530 |
29.530 |
29.430 |
| S1 |
28.849 |
28.849 |
29.150 |
28.650 |
| S2 |
28.450 |
28.450 |
29.051 |
|
| S3 |
27.370 |
27.769 |
28.952 |
|
| S4 |
26.290 |
26.689 |
28.655 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.570 |
40.301 |
31.970 |
|
| R3 |
38.390 |
36.121 |
30.821 |
|
| R2 |
34.210 |
34.210 |
30.437 |
|
| R1 |
31.941 |
31.941 |
30.054 |
30.986 |
| PP |
30.030 |
30.030 |
30.030 |
29.553 |
| S1 |
27.761 |
27.761 |
29.288 |
26.806 |
| S2 |
25.850 |
25.850 |
28.905 |
|
| S3 |
21.670 |
23.581 |
28.522 |
|
| S4 |
17.490 |
19.401 |
27.372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30.210 |
28.120 |
2.090 |
7.1% |
1.033 |
3.5% |
54% |
True |
False |
33,036 |
| 10 |
33.300 |
28.120 |
5.180 |
17.7% |
1.343 |
4.6% |
22% |
False |
False |
39,538 |
| 20 |
33.740 |
28.120 |
5.620 |
19.2% |
1.272 |
4.3% |
20% |
False |
False |
35,694 |
| 40 |
35.680 |
28.120 |
7.560 |
25.8% |
1.327 |
4.5% |
15% |
False |
False |
21,899 |
| 60 |
35.680 |
28.120 |
7.560 |
25.8% |
1.383 |
4.7% |
15% |
False |
False |
15,656 |
| 80 |
43.510 |
26.185 |
17.325 |
59.2% |
1.504 |
5.1% |
18% |
False |
False |
12,031 |
| 100 |
44.270 |
26.185 |
18.085 |
61.8% |
1.512 |
5.2% |
17% |
False |
False |
9,844 |
| 120 |
44.270 |
26.185 |
18.085 |
61.8% |
1.418 |
4.8% |
17% |
False |
False |
8,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34.800 |
|
2.618 |
33.037 |
|
1.618 |
31.957 |
|
1.000 |
31.290 |
|
0.618 |
30.877 |
|
HIGH |
30.210 |
|
0.618 |
29.797 |
|
0.500 |
29.670 |
|
0.382 |
29.543 |
|
LOW |
29.130 |
|
0.618 |
28.463 |
|
1.000 |
28.050 |
|
1.618 |
27.383 |
|
2.618 |
26.303 |
|
4.250 |
24.540 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
29.670 |
29.445 |
| PP |
29.530 |
29.380 |
| S1 |
29.389 |
29.314 |
|