COMEX Gold Future June 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	942.8	960.3	17.5	1.9%	929.5
High	965.5	970.0	4.5	0.5%	970.0
Low	928.4	948.9	20.5	2.2%	885.0
Close	961.0	958.5	-2.5	-0.3%	958.5
Range	37.1	21.1	-16.0	-43.1%	85.0
ATR	32.1	31.3	-0.8	-2.4%	0.0
Volume	39,477	22,755	-16,722	-42.4%	116,148

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,022.4	1,011.6	970.1
R3	1,001.3	990.5	964.3
R2	980.2	980.2	962.4
R1	969.4	969.4	960.4	964.3
PP	959.1	959.1	959.1	956.6
S1	948.3	948.3	956.6	943.2
S2	938.0	938.0	954.6
S3	916.9	927.2	952.7
S4	895.8	906.1	946.9

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,192.8	1,160.7	1,005.3
R3	1,107.8	1,075.7	981.9
R2	1,022.8	1,022.8	974.1
R1	990.7	990.7	966.3	1,006.8
PP	937.8	937.8	937.8	945.9
S1	905.7	905.7	950.7	921.8
S2	852.8	852.8	942.9
S3	767.8	820.7	935.1
S4	682.8	735.7	911.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	970.0	885.0	85.0	8.9%	31.2	3.3%	86%	True	False	23,229
10	970.0	885.0	85.0	8.9%	28.4	3.0%	86%	True	False	18,411
20	1,001.7	885.0	116.7	12.2%	28.9	3.0%	63%	False	False	12,507
40	1,009.8	856.0	153.8	16.0%	27.0	2.8%	67%	False	False	8,201
60	1,009.8	805.2	204.6	21.3%	26.2	2.7%	75%	False	False	6,074
80	1,009.8	748.0	261.8	27.3%	25.0	2.6%	80%	False	False	5,059
100	1,009.8	705.7	304.1	31.7%	25.1	2.6%	83%	False	False	4,383
120	1,009.8	691.8	318.0	33.2%	26.4	2.8%	84%	False	False	3,764

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,059.7
2.618	1,025.2
1.618	1,004.1
1.000	991.1
0.618	983.0
HIGH	970.0
0.618	961.9
0.500	959.5
0.382	957.0
LOW	948.9
0.618	935.9
1.000	927.8
1.618	914.8
2.618	893.7
4.250	859.2

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	959.5	948.2
PP	959.1	937.8
S1	958.8	927.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols