COMEX Gold Future April 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
934.9 |
934.4 |
-0.5 |
-0.1% |
950.5 |
| High |
946.6 |
936.7 |
-9.9 |
-1.0% |
958.1 |
| Low |
932.0 |
919.0 |
-13.0 |
-1.4% |
916.0 |
| Close |
940.0 |
923.2 |
-16.8 |
-1.8% |
923.2 |
| Range |
14.6 |
17.7 |
3.1 |
21.2% |
42.1 |
| ATR |
29.7 |
29.1 |
-0.6 |
-2.1% |
0.0 |
| Volume |
162,936 |
122,915 |
-40,021 |
-24.6% |
653,573 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.4 |
969.0 |
932.9 |
|
| R3 |
961.7 |
951.3 |
928.1 |
|
| R2 |
944.0 |
944.0 |
926.4 |
|
| R1 |
933.6 |
933.6 |
924.8 |
930.0 |
| PP |
926.3 |
926.3 |
926.3 |
924.5 |
| S1 |
915.9 |
915.9 |
921.6 |
912.3 |
| S2 |
908.6 |
908.6 |
920.0 |
|
| S3 |
890.9 |
898.2 |
918.3 |
|
| S4 |
873.2 |
880.5 |
913.5 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.7 |
1,033.1 |
946.4 |
|
| R3 |
1,016.6 |
991.0 |
934.8 |
|
| R2 |
974.5 |
974.5 |
930.9 |
|
| R1 |
948.9 |
948.9 |
927.1 |
940.7 |
| PP |
932.4 |
932.4 |
932.4 |
928.3 |
| S1 |
906.8 |
906.8 |
919.3 |
898.6 |
| S2 |
890.3 |
890.3 |
915.5 |
|
| S3 |
848.2 |
864.7 |
911.6 |
|
| S4 |
806.1 |
822.6 |
900.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958.1 |
916.0 |
42.1 |
4.6% |
21.6 |
2.3% |
17% |
False |
False |
130,714 |
| 10 |
967.8 |
882.7 |
85.1 |
9.2% |
26.6 |
2.9% |
48% |
False |
False |
131,443 |
| 20 |
967.8 |
882.7 |
85.1 |
9.2% |
26.7 |
2.9% |
48% |
False |
False |
124,953 |
| 40 |
1,007.7 |
882.7 |
125.0 |
13.5% |
26.5 |
2.9% |
32% |
False |
False |
121,481 |
| 60 |
1,007.7 |
803.6 |
204.1 |
22.1% |
27.1 |
2.9% |
59% |
False |
False |
88,163 |
| 80 |
1,007.7 |
743.5 |
264.2 |
28.6% |
26.2 |
2.8% |
68% |
False |
False |
66,489 |
| 100 |
1,007.7 |
703.5 |
304.2 |
33.0% |
25.9 |
2.8% |
72% |
False |
False |
53,421 |
| 120 |
1,007.7 |
689.7 |
318.0 |
34.4% |
27.3 |
3.0% |
73% |
False |
False |
44,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,011.9 |
|
2.618 |
983.0 |
|
1.618 |
965.3 |
|
1.000 |
954.4 |
|
0.618 |
947.6 |
|
HIGH |
936.7 |
|
0.618 |
929.9 |
|
0.500 |
927.9 |
|
0.382 |
925.8 |
|
LOW |
919.0 |
|
0.618 |
908.1 |
|
1.000 |
901.3 |
|
1.618 |
890.4 |
|
2.618 |
872.7 |
|
4.250 |
843.8 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.9 |
931.3 |
| PP |
926.3 |
928.6 |
| S1 |
924.8 |
925.9 |
|