COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
885.8 |
856.7 |
-29.1 |
-3.3% |
882.0 |
| High |
886.0 |
873.2 |
-12.8 |
-1.4% |
893.2 |
| Low |
845.7 |
843.2 |
-2.5 |
-0.3% |
859.0 |
| Close |
859.7 |
868.4 |
8.7 |
1.0% |
881.5 |
| Range |
40.3 |
30.0 |
-10.3 |
-25.6% |
34.2 |
| ATR |
25.0 |
25.3 |
0.4 |
1.4% |
0.0 |
| Volume |
792 |
3,496 |
2,704 |
341.4% |
3,846 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951.6 |
940.0 |
884.9 |
|
| R3 |
921.6 |
910.0 |
876.7 |
|
| R2 |
891.6 |
891.6 |
873.9 |
|
| R1 |
880.0 |
880.0 |
871.2 |
885.8 |
| PP |
861.6 |
861.6 |
861.6 |
864.5 |
| S1 |
850.0 |
850.0 |
865.7 |
855.8 |
| S2 |
831.6 |
831.6 |
862.9 |
|
| S3 |
801.6 |
820.0 |
860.2 |
|
| S4 |
771.6 |
790.0 |
851.9 |
|
|
| 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 |
887.8 |
843.2 |
44.6 |
5.1% |
26.7 |
3.1% |
57% |
False |
True |
1,481 |
| 10 |
893.2 |
831.7 |
61.5 |
7.1% |
21.5 |
2.5% |
60% |
False |
False |
1,231 |
| 20 |
893.2 |
760.7 |
132.5 |
15.3% |
23.5 |
2.7% |
81% |
False |
False |
1,770 |
| 40 |
893.2 |
705.7 |
187.5 |
21.6% |
23.2 |
2.7% |
87% |
False |
False |
1,873 |
| 60 |
893.2 |
691.8 |
201.4 |
23.2% |
25.2 |
2.9% |
88% |
False |
False |
1,543 |
| 80 |
935.2 |
691.8 |
243.4 |
28.0% |
27.3 |
3.1% |
73% |
False |
False |
1,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,000.7 |
|
2.618 |
951.7 |
|
1.618 |
921.7 |
|
1.000 |
903.2 |
|
0.618 |
891.7 |
|
HIGH |
873.2 |
|
0.618 |
861.7 |
|
0.500 |
858.2 |
|
0.382 |
854.7 |
|
LOW |
843.2 |
|
0.618 |
824.7 |
|
1.000 |
813.2 |
|
1.618 |
794.7 |
|
2.618 |
764.7 |
|
4.250 |
715.7 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
865.0 |
867.4 |
| PP |
861.6 |
866.4 |
| S1 |
858.2 |
865.5 |
|