COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
935.6 |
926.0 |
-9.6 |
-1.0% |
954.8 |
| High |
938.8 |
934.7 |
-4.1 |
-0.4% |
960.5 |
| Low |
921.0 |
910.4 |
-10.6 |
-1.2% |
918.4 |
| Close |
925.3 |
917.7 |
-7.6 |
-0.8% |
925.3 |
| Range |
17.8 |
24.3 |
6.5 |
36.5% |
42.1 |
| ATR |
28.9 |
28.5 |
-0.3 |
-1.1% |
0.0 |
| Volume |
64,228 |
79,266 |
15,038 |
23.4% |
228,134 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.8 |
980.1 |
931.1 |
|
| R3 |
969.5 |
955.8 |
924.4 |
|
| R2 |
945.2 |
945.2 |
922.2 |
|
| R1 |
931.5 |
931.5 |
919.9 |
926.2 |
| PP |
920.9 |
920.9 |
920.9 |
918.3 |
| S1 |
907.2 |
907.2 |
915.5 |
901.9 |
| S2 |
896.6 |
896.6 |
913.2 |
|
| S3 |
872.3 |
882.9 |
911.0 |
|
| S4 |
848.0 |
858.6 |
904.3 |
|
|
| 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 |
948.5 |
910.4 |
38.1 |
4.2% |
21.8 |
2.4% |
19% |
False |
True |
56,819 |
| 10 |
970.0 |
885.0 |
85.0 |
9.3% |
27.4 |
3.0% |
38% |
False |
False |
40,325 |
| 20 |
970.0 |
885.0 |
85.0 |
9.3% |
25.6 |
2.8% |
38% |
False |
False |
26,265 |
| 40 |
1,009.8 |
885.0 |
124.8 |
13.6% |
25.9 |
2.8% |
26% |
False |
False |
15,024 |
| 60 |
1,009.8 |
805.2 |
204.6 |
22.3% |
26.4 |
2.9% |
55% |
False |
False |
11,119 |
| 80 |
1,009.8 |
748.0 |
261.8 |
28.5% |
25.4 |
2.8% |
65% |
False |
False |
8,836 |
| 100 |
1,009.8 |
705.7 |
304.1 |
33.1% |
24.8 |
2.7% |
70% |
False |
False |
7,396 |
| 120 |
1,009.8 |
691.8 |
318.0 |
34.7% |
26.4 |
2.9% |
71% |
False |
False |
6,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,038.0 |
|
2.618 |
998.3 |
|
1.618 |
974.0 |
|
1.000 |
959.0 |
|
0.618 |
949.7 |
|
HIGH |
934.7 |
|
0.618 |
925.4 |
|
0.500 |
922.6 |
|
0.382 |
919.7 |
|
LOW |
910.4 |
|
0.618 |
895.4 |
|
1.000 |
886.1 |
|
1.618 |
871.1 |
|
2.618 |
846.8 |
|
4.250 |
807.1 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
922.6 |
929.5 |
| PP |
920.9 |
925.5 |
| S1 |
919.3 |
921.6 |
|