COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
28.685 |
27.080 |
-1.605 |
-5.6% |
29.770 |
| High |
28.790 |
27.840 |
-0.950 |
-3.3% |
30.210 |
| Low |
26.845 |
26.145 |
-0.700 |
-2.6% |
28.680 |
| Close |
27.234 |
27.315 |
0.081 |
0.3% |
29.084 |
| Range |
1.945 |
1.695 |
-0.250 |
-12.9% |
1.530 |
| ATR |
1.231 |
1.265 |
0.033 |
2.7% |
0.000 |
| Volume |
30,723 |
34,706 |
3,983 |
13.0% |
124,025 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.185 |
31.445 |
28.247 |
|
| R3 |
30.490 |
29.750 |
27.781 |
|
| R2 |
28.795 |
28.795 |
27.626 |
|
| R1 |
28.055 |
28.055 |
27.470 |
28.425 |
| PP |
27.100 |
27.100 |
27.100 |
27.285 |
| S1 |
26.360 |
26.360 |
27.160 |
26.730 |
| S2 |
25.405 |
25.405 |
27.004 |
|
| S3 |
23.710 |
24.665 |
26.849 |
|
| S4 |
22.015 |
22.970 |
26.383 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33.915 |
33.029 |
29.926 |
|
| R3 |
32.385 |
31.499 |
29.505 |
|
| R2 |
30.855 |
30.855 |
29.365 |
|
| R1 |
29.969 |
29.969 |
29.224 |
29.647 |
| PP |
29.325 |
29.325 |
29.325 |
29.164 |
| S1 |
28.439 |
28.439 |
28.944 |
28.117 |
| S2 |
27.795 |
27.795 |
28.804 |
|
| S3 |
26.265 |
26.909 |
28.663 |
|
| S4 |
24.735 |
25.379 |
28.243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
29.685 |
26.145 |
3.540 |
13.0% |
1.070 |
3.9% |
33% |
False |
True |
21,146 |
| 10 |
30.210 |
26.145 |
4.065 |
14.9% |
1.052 |
3.8% |
29% |
False |
True |
27,091 |
| 20 |
33.740 |
26.145 |
7.595 |
27.8% |
1.209 |
4.4% |
15% |
False |
True |
33,040 |
| 40 |
35.385 |
26.145 |
9.240 |
33.8% |
1.268 |
4.6% |
13% |
False |
True |
23,973 |
| 60 |
35.680 |
26.145 |
9.535 |
34.9% |
1.301 |
4.8% |
12% |
False |
True |
17,053 |
| 80 |
42.625 |
26.145 |
16.480 |
60.3% |
1.506 |
5.5% |
7% |
False |
True |
13,301 |
| 100 |
44.270 |
26.145 |
18.125 |
66.4% |
1.467 |
5.4% |
6% |
False |
True |
10,855 |
| 120 |
44.270 |
26.145 |
18.125 |
66.4% |
1.433 |
5.2% |
6% |
False |
True |
9,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35.044 |
|
2.618 |
32.278 |
|
1.618 |
30.583 |
|
1.000 |
29.535 |
|
0.618 |
28.888 |
|
HIGH |
27.840 |
|
0.618 |
27.193 |
|
0.500 |
26.993 |
|
0.382 |
26.792 |
|
LOW |
26.145 |
|
0.618 |
25.097 |
|
1.000 |
24.450 |
|
1.618 |
23.402 |
|
2.618 |
21.707 |
|
4.250 |
18.941 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
27.208 |
27.683 |
| PP |
27.100 |
27.560 |
| S1 |
26.993 |
27.438 |
|