COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 948.5 952.9 4.4 0.5% 939.2
High 955.6 961.1 5.5 0.6% 958.6
Low 948.5 949.3 0.8 0.1% 938.8
Close 954.4 954.8 0.4 0.0% 954.4
Range 7.1 11.8 4.7 66.2% 19.8
ATR 12.7 12.7 -0.1 -0.5% 0.0
Volume 3,139 2,157 -982 -31.3% 15,847
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 990.5 984.4 961.3
R3 978.7 972.6 958.0
R2 966.9 966.9 957.0
R1 960.8 960.8 955.9 963.9
PP 955.1 955.1 955.1 956.6
S1 949.0 949.0 953.7 952.1
S2 943.3 943.3 952.6
S3 931.5 937.2 951.6
S4 919.7 925.4 948.3
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,010.0 1,002.0 965.3
R3 990.2 982.2 959.8
R2 970.4 970.4 958.0
R1 962.4 962.4 956.2 966.4
PP 950.6 950.6 950.6 952.6
S1 942.6 942.6 952.6 946.6
S2 930.8 930.8 950.8
S3 911.0 922.8 949.0
S4 891.2 903.0 943.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 961.1 945.8 15.3 1.6% 9.7 1.0% 59% True False 3,286
10 961.1 919.8 41.3 4.3% 10.7 1.1% 85% True False 3,166
20 961.1 906.4 54.7 5.7% 12.2 1.3% 88% True False 2,679
40 991.8 906.4 85.4 8.9% 14.1 1.5% 57% False False 2,063
60 991.8 886.0 105.8 11.1% 13.8 1.4% 65% False False 1,778
80 991.8 870.0 121.8 12.8% 13.7 1.4% 70% False False 1,471
100 991.8 870.0 121.8 12.8% 13.9 1.5% 70% False False 1,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,011.3
2.618 992.0
1.618 980.2
1.000 972.9
0.618 968.4
HIGH 961.1
0.618 956.6
0.500 955.2
0.382 953.8
LOW 949.3
0.618 942.0
1.000 937.5
1.618 930.2
2.618 918.4
4.250 899.2
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 955.2 954.8
PP 955.1 954.8
S1 954.9 954.8

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

View Archives - Comment on this page... - Back to Index of Symbols