COMEX Silver Future May 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
29.195 |
29.180 |
-0.015 |
-0.1% |
29.805 |
| High |
29.480 |
29.190 |
-0.290 |
-1.0% |
30.255 |
| Low |
29.090 |
28.700 |
-0.390 |
-1.3% |
28.775 |
| Close |
29.133 |
28.789 |
-0.344 |
-1.2% |
29.133 |
| Range |
0.390 |
0.490 |
0.100 |
25.6% |
1.480 |
| ATR |
1.054 |
1.014 |
-0.040 |
-3.8% |
0.000 |
| Volume |
1,181 |
304 |
-877 |
-74.3% |
3,831 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30.363 |
30.066 |
29.059 |
|
| R3 |
29.873 |
29.576 |
28.924 |
|
| R2 |
29.383 |
29.383 |
28.879 |
|
| R1 |
29.086 |
29.086 |
28.834 |
28.990 |
| PP |
28.893 |
28.893 |
28.893 |
28.845 |
| S1 |
28.596 |
28.596 |
28.744 |
28.500 |
| S2 |
28.403 |
28.403 |
28.699 |
|
| S3 |
27.913 |
28.106 |
28.654 |
|
| S4 |
27.423 |
27.616 |
28.520 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33.828 |
32.960 |
29.947 |
|
| R3 |
32.348 |
31.480 |
29.540 |
|
| R2 |
30.868 |
30.868 |
29.404 |
|
| R1 |
30.000 |
30.000 |
29.269 |
29.694 |
| PP |
29.388 |
29.388 |
29.388 |
29.235 |
| S1 |
28.520 |
28.520 |
28.997 |
28.214 |
| S2 |
27.908 |
27.908 |
28.862 |
|
| S3 |
26.428 |
27.040 |
28.726 |
|
| S4 |
24.948 |
25.560 |
28.319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30.255 |
28.700 |
1.555 |
5.4% |
0.647 |
2.2% |
6% |
False |
True |
638 |
| 10 |
32.055 |
28.355 |
3.700 |
12.9% |
0.951 |
3.3% |
12% |
False |
False |
847 |
| 20 |
33.665 |
28.355 |
5.310 |
18.4% |
1.001 |
3.5% |
8% |
False |
False |
992 |
| 40 |
35.340 |
28.355 |
6.985 |
24.3% |
0.992 |
3.4% |
6% |
False |
False |
1,237 |
| 60 |
35.395 |
28.355 |
7.040 |
24.5% |
0.845 |
2.9% |
6% |
False |
False |
921 |
| 80 |
43.330 |
28.355 |
14.975 |
52.0% |
0.953 |
3.3% |
3% |
False |
False |
729 |
| 100 |
43.920 |
28.355 |
15.565 |
54.1% |
0.891 |
3.1% |
3% |
False |
False |
597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31.273 |
|
2.618 |
30.473 |
|
1.618 |
29.983 |
|
1.000 |
29.680 |
|
0.618 |
29.493 |
|
HIGH |
29.190 |
|
0.618 |
29.003 |
|
0.500 |
28.945 |
|
0.382 |
28.887 |
|
LOW |
28.700 |
|
0.618 |
28.397 |
|
1.000 |
28.210 |
|
1.618 |
27.907 |
|
2.618 |
27.417 |
|
4.250 |
26.618 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
28.945 |
29.183 |
| PP |
28.893 |
29.051 |
| S1 |
28.841 |
28.920 |
|