COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
898.9 |
902.9 |
4.0 |
0.4% |
844.1 |
| High |
916.3 |
907.6 |
-8.7 |
-0.9% |
903.8 |
| Low |
889.0 |
892.2 |
3.2 |
0.4% |
823.6 |
| Close |
908.8 |
899.5 |
-9.3 |
-1.0% |
895.8 |
| Range |
27.3 |
15.4 |
-11.9 |
-43.6% |
80.2 |
| ATR |
29.5 |
28.6 |
-0.9 |
-3.1% |
0.0 |
| Volume |
197,174 |
148,370 |
-48,804 |
-24.8% |
505,372 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946.0 |
938.1 |
908.0 |
|
| R3 |
930.6 |
922.7 |
903.7 |
|
| R2 |
915.2 |
915.2 |
902.3 |
|
| R1 |
907.3 |
907.3 |
900.9 |
903.6 |
| PP |
899.8 |
899.8 |
899.8 |
897.9 |
| S1 |
891.9 |
891.9 |
898.1 |
888.2 |
| S2 |
884.4 |
884.4 |
896.7 |
|
| S3 |
869.0 |
876.5 |
895.3 |
|
| S4 |
853.6 |
861.1 |
891.0 |
|
|
| 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 |
843.0 |
73.3 |
8.1% |
27.1 |
3.0% |
77% |
False |
False |
149,142 |
| 10 |
916.3 |
801.5 |
114.8 |
12.8% |
26.8 |
3.0% |
85% |
False |
False |
133,425 |
| 20 |
916.3 |
801.5 |
114.8 |
12.8% |
28.0 |
3.1% |
85% |
False |
False |
106,103 |
| 40 |
916.3 |
741.2 |
175.1 |
19.5% |
27.4 |
3.0% |
90% |
False |
False |
95,237 |
| 60 |
916.3 |
699.6 |
216.7 |
24.1% |
28.2 |
3.1% |
92% |
False |
False |
69,709 |
| 80 |
938.8 |
688.0 |
250.8 |
27.9% |
31.7 |
3.5% |
84% |
False |
False |
53,194 |
| 100 |
938.8 |
688.0 |
250.8 |
27.9% |
32.4 |
3.6% |
84% |
False |
False |
43,410 |
| 120 |
938.8 |
688.0 |
250.8 |
27.9% |
30.4 |
3.4% |
84% |
False |
False |
36,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973.1 |
|
2.618 |
947.9 |
|
1.618 |
932.5 |
|
1.000 |
923.0 |
|
0.618 |
917.1 |
|
HIGH |
907.6 |
|
0.618 |
901.7 |
|
0.500 |
899.9 |
|
0.382 |
898.1 |
|
LOW |
892.2 |
|
0.618 |
882.7 |
|
1.000 |
876.8 |
|
1.618 |
867.3 |
|
2.618 |
851.9 |
|
4.250 |
826.8 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
899.9 |
894.4 |
| PP |
899.8 |
889.3 |
| S1 |
899.6 |
884.2 |
|