COMEX Gold Future June 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 |
937.9 |
935.6 |
-2.3 |
-0.2% |
954.8 |
| High |
948.5 |
938.8 |
-9.7 |
-1.0% |
960.5 |
| Low |
934.3 |
921.0 |
-13.3 |
-1.4% |
918.4 |
| Close |
942.2 |
925.3 |
-16.9 |
-1.8% |
925.3 |
| Range |
14.2 |
17.8 |
3.6 |
25.4% |
42.1 |
| ATR |
29.4 |
28.9 |
-0.6 |
-2.0% |
0.0 |
| Volume |
61,149 |
64,228 |
3,079 |
5.0% |
228,134 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.8 |
971.3 |
935.1 |
|
| R3 |
964.0 |
953.5 |
930.2 |
|
| R2 |
946.2 |
946.2 |
928.6 |
|
| R1 |
935.7 |
935.7 |
926.9 |
932.1 |
| PP |
928.4 |
928.4 |
928.4 |
926.5 |
| S1 |
917.9 |
917.9 |
923.7 |
914.3 |
| S2 |
910.6 |
910.6 |
922.0 |
|
| S3 |
892.8 |
900.1 |
920.4 |
|
| S4 |
875.0 |
882.3 |
915.5 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,061.0 |
1,035.3 |
948.5 |
|
| R3 |
1,018.9 |
993.2 |
936.9 |
|
| R2 |
976.8 |
976.8 |
933.0 |
|
| R1 |
951.1 |
951.1 |
929.2 |
942.9 |
| PP |
934.7 |
934.7 |
934.7 |
930.7 |
| S1 |
909.0 |
909.0 |
921.4 |
900.8 |
| S2 |
892.6 |
892.6 |
917.6 |
|
| S3 |
850.5 |
866.9 |
913.7 |
|
| S4 |
808.4 |
824.8 |
902.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
960.5 |
918.4 |
42.1 |
4.5% |
21.4 |
2.3% |
16% |
False |
False |
45,626 |
| 10 |
970.0 |
885.0 |
85.0 |
9.2% |
26.3 |
2.8% |
47% |
False |
False |
34,428 |
| 20 |
970.0 |
885.0 |
85.0 |
9.2% |
26.5 |
2.9% |
47% |
False |
False |
22,698 |
| 40 |
1,009.8 |
885.0 |
124.8 |
13.5% |
26.0 |
2.8% |
32% |
False |
False |
13,106 |
| 60 |
1,009.8 |
805.2 |
204.6 |
22.1% |
26.4 |
2.9% |
59% |
False |
False |
9,811 |
| 80 |
1,009.8 |
748.0 |
261.8 |
28.3% |
25.4 |
2.7% |
68% |
False |
False |
7,855 |
| 100 |
1,009.8 |
705.7 |
304.1 |
32.9% |
25.0 |
2.7% |
72% |
False |
False |
6,605 |
| 120 |
1,009.8 |
691.8 |
318.0 |
34.4% |
26.5 |
2.9% |
73% |
False |
False |
5,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.5 |
|
2.618 |
985.4 |
|
1.618 |
967.6 |
|
1.000 |
956.6 |
|
0.618 |
949.8 |
|
HIGH |
938.8 |
|
0.618 |
932.0 |
|
0.500 |
929.9 |
|
0.382 |
927.8 |
|
LOW |
921.0 |
|
0.618 |
910.0 |
|
1.000 |
903.2 |
|
1.618 |
892.2 |
|
2.618 |
874.4 |
|
4.250 |
845.4 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
929.9 |
933.5 |
| PP |
928.4 |
930.7 |
| S1 |
926.8 |
928.0 |
|