COMEX Silver Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
30.530 |
30.610 |
0.080 |
0.3% |
29.670 |
| High |
30.900 |
32.210 |
1.310 |
4.2% |
32.210 |
| Low |
30.335 |
30.280 |
-0.055 |
-0.2% |
29.455 |
| Close |
30.509 |
31.675 |
1.166 |
3.8% |
31.675 |
| Range |
0.565 |
1.930 |
1.365 |
241.6% |
2.755 |
| ATR |
1.059 |
1.122 |
0.062 |
5.9% |
0.000 |
| Volume |
30,588 |
40,027 |
9,439 |
30.9% |
147,583 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.178 |
36.357 |
32.737 |
|
| R3 |
35.248 |
34.427 |
32.206 |
|
| R2 |
33.318 |
33.318 |
32.029 |
|
| R1 |
32.497 |
32.497 |
31.852 |
32.908 |
| PP |
31.388 |
31.388 |
31.388 |
31.594 |
| S1 |
30.567 |
30.567 |
31.498 |
30.978 |
| S2 |
29.458 |
29.458 |
31.321 |
|
| S3 |
27.528 |
28.637 |
31.144 |
|
| S4 |
25.598 |
26.707 |
30.614 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.378 |
38.282 |
33.190 |
|
| R3 |
36.623 |
35.527 |
32.433 |
|
| R2 |
33.868 |
33.868 |
32.180 |
|
| R1 |
32.772 |
32.772 |
31.928 |
33.320 |
| PP |
31.113 |
31.113 |
31.113 |
31.388 |
| S1 |
30.017 |
30.017 |
31.422 |
30.565 |
| S2 |
28.358 |
28.358 |
31.170 |
|
| S3 |
25.603 |
27.262 |
30.917 |
|
| S4 |
22.848 |
24.507 |
30.160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32.210 |
29.420 |
2.790 |
8.8% |
1.057 |
3.3% |
81% |
True |
False |
36,209 |
| 10 |
32.210 |
28.550 |
3.660 |
11.6% |
0.972 |
3.1% |
85% |
True |
False |
35,672 |
| 20 |
32.210 |
26.145 |
6.065 |
19.1% |
1.047 |
3.3% |
91% |
True |
False |
30,902 |
| 40 |
33.740 |
26.145 |
7.595 |
24.0% |
1.179 |
3.7% |
73% |
False |
False |
33,003 |
| 60 |
35.680 |
26.145 |
9.535 |
30.1% |
1.247 |
3.9% |
58% |
False |
False |
24,513 |
| 80 |
35.680 |
26.145 |
9.535 |
30.1% |
1.326 |
4.2% |
58% |
False |
False |
19,203 |
| 100 |
43.510 |
26.145 |
17.365 |
54.8% |
1.413 |
4.5% |
32% |
False |
False |
15,556 |
| 120 |
44.270 |
26.145 |
18.125 |
57.2% |
1.430 |
4.5% |
31% |
False |
False |
13,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.413 |
|
2.618 |
37.263 |
|
1.618 |
35.333 |
|
1.000 |
34.140 |
|
0.618 |
33.403 |
|
HIGH |
32.210 |
|
0.618 |
31.473 |
|
0.500 |
31.245 |
|
0.382 |
31.017 |
|
LOW |
30.280 |
|
0.618 |
29.087 |
|
1.000 |
28.350 |
|
1.618 |
27.157 |
|
2.618 |
25.227 |
|
4.250 |
22.078 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
31.532 |
31.442 |
| PP |
31.388 |
31.208 |
| S1 |
31.245 |
30.975 |
|