COMEX Silver Future March 2013

Trading Metrics calculated at close of trading on 01-Oct-2012

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.22)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 0.52x
ATR(14) %: 2.3%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric28-Sep-201201-Oct-2012ChangeChange %Previous Week
Open34.77534.400-0.375-1.1%34.600
High35.00035.5100.5101.5%35.000
Low34.50034.290-0.210-0.6%33.500
Close34.65535.0310.3761.1%34.655
Range0.5001.2200.720144.0%1.500
ATR(14)0.7720.8040.0324.1%0.772
Volume6811,15447369.5%7,273

Multi-Period Performance

1-Month (21d)

14.8%

3-Month (63d)

26.8%

6-Month (126d)

5.2%

1-Year (252d)

—

Year-To-Date (YTD)

3.7%

52-Week Range

52W Low: 26.395 (32.7%)

Position (95%)

52W High: 35.510 (1.3%)

Daily Pivots for day following 01-Oct-2012

LevelClassicWoodieCamarillaDeMark
R438.60438.03735.702
R337.38436.81735.367
R236.16436.16435.255
R135.59735.59735.14335.881
PP34.94434.94434.94435.085
S134.37734.37734.91934.661
S233.72433.72434.807
S332.50433.15734.696
S431.28431.93734.360

Weekly Pivots for week ending 28-Sep-2012

LevelClassicWoodieCamarillaDeMark
R438.88538.27035.480
R337.38536.77035.068
R235.88535.88534.930
R135.27035.27034.79335.578
PP34.38534.38534.38534.539
S133.77033.77034.51834.078
S232.88532.88534.380
S331.38532.27034.243
S429.88530.77033.830

Fisher Pivots for day following 01-Oct-2012

Pivot1 Day3 Day
R134.98734.956
PP34.94434.880
S134.90034.805

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25040.695
2.61838.704
1.61837.484
1.00036.730
0.61836.264
HIGH35.510
0.61835.044
0.50034.900
0.38234.756
LOW34.290
0.61833.536
1.00033.070
1.61832.316
2.61831.096
4.25029.105

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%33.359
38.2%32.028
50.0%30.953
61.8%29.877
78.6%28.346

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA34.4940.5371.6%Above
10-Day SMA34.5470.4841.4%Above
20-Day SMA34.0800.9512.8%Above
50-Day SMA30.8704.16113.5%Above
100-Day SMA29.4545.57818.9%Above
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 35.674

Middle: 34.080

Lower: 32.485

Bandwidth: 9.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 34.505

Kijun-sen: 32.960

Span A: 33.733

Span B: 31.220

Chikou Span: 30.613

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
71.39
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
1.08
Signal: 1.22 · Hist: -0.14

Stochastic (14, 3)

Neutral
%K: 83.45
%D: 79.57

StochRSI (14)

Neutral
%K: 31.37
%D: 20.13

ADX (14) & Trend

Neutral
36.45
+DI: 29.89 · -DI: 14.64

CCI (20)

Neutral
92.65
Range -100 to +100

Williams %R (14)

Neutral
-16.55
Range -100 to 0

Ultimate Oscillator

Neutral
54.33
Periods: 7, 14, 28

ROC (12)

Bearish
0.51%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
1.25
Bull: 1.25 · Bear: 0.03

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0.163
Widest range in 12 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
535.51033.5002.0105.7%0.7982.3%76%TrueFalse1,109
1035.51033.5002.0105.7%0.7732.2%76%TrueFalse1,672
2035.51031.7653.74510.7%0.8742.5%87%TrueFalse2,200
4035.51027.7857.72522.1%0.6531.9%94%TrueFalse1,543
6035.51026.6158.89525.4%0.5371.5%95%TrueFalse1,165
8035.51026.3959.11526.0%0.5001.4%95%TrueFalse944
10035.51026.3959.11526.0%0.4701.3%95%TrueFalse789
12035.51026.3959.11526.0%0.4041.2%95%TrueFalse666