COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
885.0 |
885.8 |
0.8 |
0.1% |
882.0 |
| High |
887.7 |
886.0 |
-1.7 |
-0.2% |
893.2 |
| Low |
871.1 |
845.7 |
-25.4 |
-2.9% |
859.0 |
| Close |
881.5 |
859.7 |
-21.8 |
-2.5% |
881.5 |
| Range |
16.6 |
40.3 |
23.7 |
142.8% |
34.2 |
| ATR |
23.8 |
25.0 |
1.2 |
5.0% |
0.0 |
| Volume |
1,438 |
792 |
-646 |
-44.9% |
3,846 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.7 |
962.5 |
881.9 |
|
| R3 |
944.4 |
922.2 |
870.8 |
|
| R2 |
904.1 |
904.1 |
867.1 |
|
| R1 |
881.9 |
881.9 |
863.4 |
872.9 |
| PP |
863.8 |
863.8 |
863.8 |
859.3 |
| S1 |
841.6 |
841.6 |
856.0 |
832.6 |
| S2 |
823.5 |
823.5 |
852.3 |
|
| S3 |
783.2 |
801.3 |
848.6 |
|
| S4 |
742.9 |
761.0 |
837.5 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.5 |
965.2 |
900.3 |
|
| R3 |
946.3 |
931.0 |
890.9 |
|
| R2 |
912.1 |
912.1 |
887.8 |
|
| R1 |
896.8 |
896.8 |
884.6 |
887.4 |
| PP |
877.9 |
877.9 |
877.9 |
873.2 |
| S1 |
862.6 |
862.6 |
878.4 |
853.2 |
| S2 |
843.7 |
843.7 |
875.2 |
|
| S3 |
809.5 |
828.4 |
872.1 |
|
| S4 |
775.3 |
794.2 |
862.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
893.2 |
845.7 |
47.5 |
5.5% |
24.0 |
2.8% |
29% |
False |
True |
927 |
| 10 |
893.2 |
831.7 |
61.5 |
7.2% |
20.5 |
2.4% |
46% |
False |
False |
1,043 |
| 20 |
893.2 |
748.0 |
145.2 |
16.9% |
23.3 |
2.7% |
77% |
False |
False |
1,742 |
| 40 |
893.2 |
705.7 |
187.5 |
21.8% |
22.7 |
2.6% |
82% |
False |
False |
1,820 |
| 60 |
935.2 |
691.8 |
243.4 |
28.3% |
26.3 |
3.1% |
69% |
False |
False |
1,494 |
| 80 |
935.2 |
691.8 |
243.4 |
28.3% |
27.1 |
3.2% |
69% |
False |
False |
1,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,057.3 |
|
2.618 |
991.5 |
|
1.618 |
951.2 |
|
1.000 |
926.3 |
|
0.618 |
910.9 |
|
HIGH |
886.0 |
|
0.618 |
870.6 |
|
0.500 |
865.9 |
|
0.382 |
861.1 |
|
LOW |
845.7 |
|
0.618 |
820.8 |
|
1.000 |
805.4 |
|
1.618 |
780.5 |
|
2.618 |
740.2 |
|
4.250 |
674.4 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
865.9 |
866.8 |
| PP |
863.8 |
864.4 |
| S1 |
861.8 |
862.1 |
|