COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
857.2 |
898.9 |
41.7 |
4.9% |
844.1 |
| High |
903.8 |
916.3 |
12.5 |
1.4% |
903.8 |
| Low |
852.1 |
889.0 |
36.9 |
4.3% |
823.6 |
| Close |
895.8 |
908.8 |
13.0 |
1.5% |
895.8 |
| Range |
51.7 |
27.3 |
-24.4 |
-47.2% |
80.2 |
| ATR |
29.7 |
29.5 |
-0.2 |
-0.6% |
0.0 |
| Volume |
107,559 |
197,174 |
89,615 |
83.3% |
505,372 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.6 |
975.0 |
923.8 |
|
| R3 |
959.3 |
947.7 |
916.3 |
|
| R2 |
932.0 |
932.0 |
913.8 |
|
| R1 |
920.4 |
920.4 |
911.3 |
926.2 |
| PP |
904.7 |
904.7 |
904.7 |
907.6 |
| S1 |
893.1 |
893.1 |
906.3 |
898.9 |
| S2 |
877.4 |
877.4 |
903.8 |
|
| S3 |
850.1 |
865.8 |
901.3 |
|
| S4 |
822.8 |
838.5 |
893.8 |
|
|
| 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 |
916.3 |
823.6 |
92.7 |
10.2% |
32.7 |
3.6% |
92% |
True |
False |
140,509 |
| 10 |
916.3 |
801.5 |
114.8 |
12.6% |
29.5 |
3.2% |
93% |
True |
False |
129,238 |
| 20 |
916.3 |
801.5 |
114.8 |
12.6% |
28.7 |
3.2% |
93% |
True |
False |
99,711 |
| 40 |
916.3 |
741.2 |
175.1 |
19.3% |
27.4 |
3.0% |
96% |
True |
False |
93,343 |
| 60 |
916.3 |
699.6 |
216.7 |
23.8% |
28.6 |
3.1% |
97% |
True |
False |
67,296 |
| 80 |
938.8 |
688.0 |
250.8 |
27.6% |
31.8 |
3.5% |
88% |
False |
False |
51,375 |
| 100 |
938.8 |
688.0 |
250.8 |
27.6% |
32.4 |
3.6% |
88% |
False |
False |
41,938 |
| 120 |
938.8 |
688.0 |
250.8 |
27.6% |
30.5 |
3.4% |
88% |
False |
False |
35,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,032.3 |
|
2.618 |
987.8 |
|
1.618 |
960.5 |
|
1.000 |
943.6 |
|
0.618 |
933.2 |
|
HIGH |
916.3 |
|
0.618 |
905.9 |
|
0.500 |
902.7 |
|
0.382 |
899.4 |
|
LOW |
889.0 |
|
0.618 |
872.1 |
|
1.000 |
861.7 |
|
1.618 |
844.8 |
|
2.618 |
817.5 |
|
4.250 |
773.0 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
906.8 |
899.2 |
| PP |
904.7 |
889.5 |
| S1 |
902.7 |
879.9 |
|