COMEX Gold Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 1,719.9 1,747.4 27.5 1.6% 1,622.2
High 1,782.5 1,801.0 18.5 1.0% 1,684.9
Low 1,717.7 1,740.2 22.5 1.3% 1,608.2
Close 1,743.0 1,784.3 41.3 2.4% 1,651.8
Range 64.8 60.8 -4.0 -6.2% 76.7
ATR 31.1 33.2 2.1 6.8% 0.0
Volume 366,921 276,874 -90,047 -24.5% 963,184
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,957.6 1,931.7 1,817.7
R3 1,896.8 1,870.9 1,801.0
R2 1,836.0 1,836.0 1,795.4
R1 1,810.1 1,810.1 1,789.9 1,823.1
PP 1,775.2 1,775.2 1,775.2 1,781.6
S1 1,749.3 1,749.3 1,778.7 1,762.3
S2 1,714.4 1,714.4 1,773.2
S3 1,653.6 1,688.5 1,767.6
S4 1,592.8 1,627.7 1,750.9
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,878.4 1,841.8 1,694.0
R3 1,801.7 1,765.1 1,672.9
R2 1,725.0 1,725.0 1,665.9
R1 1,688.4 1,688.4 1,658.8 1,706.7
PP 1,648.3 1,648.3 1,648.3 1,657.5
S1 1,611.7 1,611.7 1,644.8 1,630.0
S2 1,571.6 1,571.6 1,637.7
S3 1,494.9 1,535.0 1,630.7
S4 1,418.2 1,458.3 1,609.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,801.0 1,642.2 158.8 8.9% 47.8 2.7% 89% True False 275,119
10 1,801.0 1,605.0 196.0 11.0% 37.2 2.1% 91% True False 217,308
20 1,801.0 1,578.0 223.0 12.5% 28.3 1.6% 93% True False 129,446
40 1,801.0 1,481.0 320.0 17.9% 23.9 1.3% 95% True False 69,633
60 1,801.0 1,475.0 326.0 18.3% 21.6 1.2% 95% True False 47,590
80 1,801.0 1,465.9 335.1 18.8% 22.3 1.3% 95% True False 36,663
100 1,801.0 1,416.8 384.2 21.5% 21.1 1.2% 96% True False 29,722
120 1,801.0 1,387.1 413.9 23.2% 20.6 1.2% 96% True False 24,978
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,059.4
2.618 1,960.2
1.618 1,899.4
1.000 1,861.8
0.618 1,838.6
HIGH 1,801.0
0.618 1,777.8
0.500 1,770.6
0.382 1,763.4
LOW 1,740.2
0.618 1,702.6
1.000 1,679.4
1.618 1,641.8
2.618 1,581.0
4.250 1,481.8
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 1,779.7 1,770.0
PP 1,775.2 1,755.7
S1 1,770.6 1,741.4

These figures are updated between 7pm and 10pm EST after a trading day.

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