COMEX Gold Future June 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 |
820.5 |
848.0 |
27.5 |
3.4% |
856.8 |
| High |
846.1 |
869.0 |
22.9 |
2.7% |
856.8 |
| Low |
819.1 |
828.2 |
9.1 |
1.1% |
805.2 |
| Close |
842.9 |
858.1 |
15.2 |
1.8% |
842.9 |
| Range |
27.0 |
40.8 |
13.8 |
51.1% |
51.6 |
| ATR |
25.8 |
26.9 |
1.1 |
4.1% |
0.0 |
| Volume |
2,081 |
2,121 |
40 |
1.9% |
11,351 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.2 |
956.9 |
880.5 |
|
| R3 |
933.4 |
916.1 |
869.3 |
|
| R2 |
892.6 |
892.6 |
865.6 |
|
| R1 |
875.3 |
875.3 |
861.8 |
884.0 |
| PP |
851.8 |
851.8 |
851.8 |
856.1 |
| S1 |
834.5 |
834.5 |
854.4 |
843.2 |
| S2 |
811.0 |
811.0 |
850.6 |
|
| S3 |
770.2 |
793.7 |
846.9 |
|
| S4 |
729.4 |
752.9 |
835.7 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989.8 |
967.9 |
871.3 |
|
| R3 |
938.2 |
916.3 |
857.1 |
|
| R2 |
886.6 |
886.6 |
852.4 |
|
| R1 |
864.7 |
864.7 |
847.6 |
849.9 |
| PP |
835.0 |
835.0 |
835.0 |
827.5 |
| S1 |
813.1 |
813.1 |
838.2 |
798.3 |
| S2 |
783.4 |
783.4 |
833.4 |
|
| S3 |
731.8 |
761.5 |
828.7 |
|
| S4 |
680.2 |
709.9 |
814.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
869.0 |
805.2 |
63.8 |
7.4% |
24.9 |
2.9% |
83% |
True |
False |
2,337 |
| 10 |
873.2 |
805.2 |
68.0 |
7.9% |
27.4 |
3.2% |
78% |
False |
False |
2,407 |
| 20 |
893.2 |
805.2 |
88.0 |
10.3% |
23.9 |
2.8% |
60% |
False |
False |
1,725 |
| 40 |
893.2 |
745.1 |
148.1 |
17.3% |
24.6 |
2.9% |
76% |
False |
False |
1,895 |
| 60 |
893.2 |
691.8 |
201.4 |
23.5% |
24.6 |
2.9% |
83% |
False |
False |
1,804 |
| 80 |
935.2 |
691.8 |
243.4 |
28.4% |
26.4 |
3.1% |
68% |
False |
False |
1,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,042.4 |
|
2.618 |
975.8 |
|
1.618 |
935.0 |
|
1.000 |
909.8 |
|
0.618 |
894.2 |
|
HIGH |
869.0 |
|
0.618 |
853.4 |
|
0.500 |
848.6 |
|
0.382 |
843.8 |
|
LOW |
828.2 |
|
0.618 |
803.0 |
|
1.000 |
787.4 |
|
1.618 |
762.2 |
|
2.618 |
721.4 |
|
4.250 |
654.8 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
854.9 |
851.1 |
| PP |
851.8 |
844.1 |
| S1 |
848.6 |
837.1 |
|