COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
854.0 |
857.2 |
3.2 |
0.4% |
844.1 |
| High |
863.2 |
903.8 |
40.6 |
4.7% |
903.8 |
| Low |
843.5 |
852.1 |
8.6 |
1.0% |
823.6 |
| Close |
858.8 |
895.8 |
37.0 |
4.3% |
895.8 |
| Range |
19.7 |
51.7 |
32.0 |
162.4% |
80.2 |
| ATR |
28.0 |
29.7 |
1.7 |
6.0% |
0.0 |
| Volume |
123,210 |
107,559 |
-15,651 |
-12.7% |
505,372 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.0 |
1,019.1 |
924.2 |
|
| R3 |
987.3 |
967.4 |
910.0 |
|
| R2 |
935.6 |
935.6 |
905.3 |
|
| R1 |
915.7 |
915.7 |
900.5 |
925.7 |
| PP |
883.9 |
883.9 |
883.9 |
888.9 |
| S1 |
864.0 |
864.0 |
891.1 |
874.0 |
| S2 |
832.2 |
832.2 |
886.3 |
|
| S3 |
780.5 |
812.3 |
881.6 |
|
| S4 |
728.8 |
760.6 |
867.4 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,115.0 |
1,085.6 |
939.9 |
|
| R3 |
1,034.8 |
1,005.4 |
917.9 |
|
| R2 |
954.6 |
954.6 |
910.5 |
|
| R1 |
925.2 |
925.2 |
903.2 |
939.9 |
| PP |
874.4 |
874.4 |
874.4 |
881.8 |
| S1 |
845.0 |
845.0 |
888.4 |
859.7 |
| S2 |
794.2 |
794.2 |
881.1 |
|
| S3 |
714.0 |
764.8 |
873.7 |
|
| S4 |
633.8 |
684.6 |
851.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
903.8 |
815.7 |
88.1 |
9.8% |
32.8 |
3.7% |
91% |
True |
False |
128,063 |
| 10 |
903.8 |
801.5 |
102.3 |
11.4% |
29.2 |
3.3% |
92% |
True |
False |
120,708 |
| 20 |
903.8 |
801.5 |
102.3 |
11.4% |
28.1 |
3.1% |
92% |
True |
False |
92,295 |
| 40 |
903.8 |
741.2 |
162.6 |
18.2% |
27.5 |
3.1% |
95% |
True |
False |
89,704 |
| 60 |
903.8 |
699.6 |
204.2 |
22.8% |
28.5 |
3.2% |
96% |
True |
False |
64,079 |
| 80 |
938.8 |
688.0 |
250.8 |
28.0% |
32.1 |
3.6% |
83% |
False |
False |
48,939 |
| 100 |
938.8 |
688.0 |
250.8 |
28.0% |
32.5 |
3.6% |
83% |
False |
False |
39,979 |
| 120 |
938.8 |
688.0 |
250.8 |
28.0% |
30.4 |
3.4% |
83% |
False |
False |
33,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,123.5 |
|
2.618 |
1,039.2 |
|
1.618 |
987.5 |
|
1.000 |
955.5 |
|
0.618 |
935.8 |
|
HIGH |
903.8 |
|
0.618 |
884.1 |
|
0.500 |
878.0 |
|
0.382 |
871.8 |
|
LOW |
852.1 |
|
0.618 |
820.1 |
|
1.000 |
800.4 |
|
1.618 |
768.4 |
|
2.618 |
716.7 |
|
4.250 |
632.4 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
889.9 |
888.3 |
| PP |
883.9 |
880.9 |
| S1 |
878.0 |
873.4 |
|