COMEX Gold Future April 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
819.6 |
837.0 |
17.4 |
2.1% |
857.6 |
| High |
845.2 |
868.3 |
23.1 |
2.7% |
857.6 |
| Low |
817.9 |
825.3 |
7.4 |
0.9% |
803.6 |
| Close |
841.6 |
856.8 |
15.2 |
1.8% |
841.6 |
| Range |
27.3 |
43.0 |
15.7 |
57.5% |
54.0 |
| ATR |
26.6 |
27.8 |
1.2 |
4.4% |
0.0 |
| Volume |
31,164 |
12,670 |
-18,494 |
-59.3% |
82,043 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.1 |
961.0 |
880.5 |
|
| R3 |
936.1 |
918.0 |
868.6 |
|
| R2 |
893.1 |
893.1 |
864.7 |
|
| R1 |
875.0 |
875.0 |
860.7 |
884.1 |
| PP |
850.1 |
850.1 |
850.1 |
854.7 |
| S1 |
832.0 |
832.0 |
852.9 |
841.1 |
| S2 |
807.1 |
807.1 |
848.9 |
|
| S3 |
764.1 |
789.0 |
845.0 |
|
| S4 |
721.1 |
746.0 |
833.2 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.3 |
972.9 |
871.3 |
|
| R3 |
942.3 |
918.9 |
856.5 |
|
| R2 |
888.3 |
888.3 |
851.5 |
|
| R1 |
864.9 |
864.9 |
846.6 |
849.6 |
| PP |
834.3 |
834.3 |
834.3 |
826.6 |
| S1 |
810.9 |
810.9 |
836.7 |
795.6 |
| S2 |
780.3 |
780.3 |
831.7 |
|
| S3 |
726.3 |
756.9 |
826.8 |
|
| S4 |
672.3 |
702.9 |
811.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
868.3 |
803.6 |
64.7 |
7.6% |
25.7 |
3.0% |
82% |
True |
False |
16,822 |
| 10 |
872.0 |
803.6 |
68.4 |
8.0% |
28.3 |
3.3% |
78% |
False |
False |
12,770 |
| 20 |
892.2 |
803.6 |
88.6 |
10.3% |
25.3 |
3.0% |
60% |
False |
False |
7,589 |
| 40 |
892.2 |
743.5 |
148.7 |
17.4% |
26.0 |
3.0% |
76% |
False |
False |
4,467 |
| 60 |
892.2 |
689.7 |
202.5 |
23.6% |
25.3 |
2.9% |
83% |
False |
False |
3,302 |
| 80 |
938.2 |
689.7 |
248.5 |
29.0% |
27.9 |
3.3% |
67% |
False |
False |
2,644 |
| 100 |
938.2 |
689.7 |
248.5 |
29.0% |
25.0 |
2.9% |
67% |
False |
False |
2,314 |
| 120 |
938.2 |
689.7 |
248.5 |
29.0% |
21.8 |
2.5% |
67% |
False |
False |
2,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,051.1 |
|
2.618 |
980.9 |
|
1.618 |
937.9 |
|
1.000 |
911.3 |
|
0.618 |
894.9 |
|
HIGH |
868.3 |
|
0.618 |
851.9 |
|
0.500 |
846.8 |
|
0.382 |
841.7 |
|
LOW |
825.3 |
|
0.618 |
798.7 |
|
1.000 |
782.3 |
|
1.618 |
755.7 |
|
2.618 |
712.7 |
|
4.250 |
642.6 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
853.5 |
849.9 |
| PP |
850.1 |
842.9 |
| S1 |
846.8 |
836.0 |
|