COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
943.9 |
945.5 |
1.6 |
0.2% |
947.9 |
| High |
950.3 |
950.8 |
0.5 |
0.1% |
958.5 |
| Low |
940.0 |
941.5 |
1.5 |
0.2% |
930.2 |
| Close |
944.5 |
946.0 |
1.5 |
0.2% |
953.4 |
| Range |
10.3 |
9.3 |
-1.0 |
-9.7% |
28.3 |
| ATR |
14.0 |
13.7 |
-0.3 |
-2.4% |
0.0 |
| Volume |
3,878 |
3,489 |
-389 |
-10.0% |
19,545 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.0 |
969.3 |
951.1 |
|
| R3 |
964.7 |
960.0 |
948.6 |
|
| R2 |
955.4 |
955.4 |
947.7 |
|
| R1 |
950.7 |
950.7 |
946.9 |
953.1 |
| PP |
946.1 |
946.1 |
946.1 |
947.3 |
| S1 |
941.4 |
941.4 |
945.1 |
943.8 |
| S2 |
936.8 |
936.8 |
944.3 |
|
| S3 |
927.5 |
932.1 |
943.4 |
|
| S4 |
918.2 |
922.8 |
940.9 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,032.3 |
1,021.1 |
969.0 |
|
| R3 |
1,004.0 |
992.8 |
961.2 |
|
| R2 |
975.7 |
975.7 |
958.6 |
|
| R1 |
964.5 |
964.5 |
956.0 |
970.1 |
| PP |
947.4 |
947.4 |
947.4 |
950.2 |
| S1 |
936.2 |
936.2 |
950.8 |
941.8 |
| S2 |
919.1 |
919.1 |
948.2 |
|
| S3 |
890.8 |
907.9 |
945.6 |
|
| S4 |
862.5 |
879.6 |
937.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958.5 |
934.7 |
23.8 |
2.5% |
14.9 |
1.6% |
47% |
False |
False |
3,643 |
| 10 |
960.2 |
930.2 |
30.0 |
3.2% |
14.0 |
1.5% |
53% |
False |
False |
4,070 |
| 20 |
972.7 |
930.2 |
42.5 |
4.5% |
14.2 |
1.5% |
37% |
False |
False |
5,578 |
| 40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.1 |
1.4% |
60% |
False |
False |
4,767 |
| 60 |
985.5 |
906.4 |
79.1 |
8.4% |
13.9 |
1.5% |
50% |
False |
False |
3,697 |
| 80 |
991.8 |
902.8 |
89.0 |
9.4% |
13.9 |
1.5% |
49% |
False |
False |
3,059 |
| 100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.6 |
1.4% |
62% |
False |
False |
2,562 |
| 120 |
991.8 |
870.0 |
121.8 |
12.9% |
13.9 |
1.5% |
62% |
False |
False |
2,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
990.3 |
|
2.618 |
975.1 |
|
1.618 |
965.8 |
|
1.000 |
960.1 |
|
0.618 |
956.5 |
|
HIGH |
950.8 |
|
0.618 |
947.2 |
|
0.500 |
946.2 |
|
0.382 |
945.1 |
|
LOW |
941.5 |
|
0.618 |
935.8 |
|
1.000 |
932.2 |
|
1.618 |
926.5 |
|
2.618 |
917.2 |
|
4.250 |
902.0 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
946.2 |
947.5 |
| PP |
946.1 |
947.0 |
| S1 |
946.1 |
946.5 |
|