COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
926.0 |
919.3 |
-6.7 |
-0.7% |
954.8 |
| High |
934.7 |
926.9 |
-7.8 |
-0.8% |
960.5 |
| Low |
910.4 |
913.6 |
3.2 |
0.4% |
918.4 |
| Close |
917.7 |
925.0 |
7.3 |
0.8% |
925.3 |
| Range |
24.3 |
13.3 |
-11.0 |
-45.3% |
42.1 |
| ATR |
28.5 |
27.4 |
-1.1 |
-3.8% |
0.0 |
| Volume |
79,266 |
114,012 |
34,746 |
43.8% |
228,134 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.7 |
956.7 |
932.3 |
|
| R3 |
948.4 |
943.4 |
928.7 |
|
| R2 |
935.1 |
935.1 |
927.4 |
|
| R1 |
930.1 |
930.1 |
926.2 |
932.6 |
| PP |
921.8 |
921.8 |
921.8 |
923.1 |
| S1 |
916.8 |
916.8 |
923.8 |
919.3 |
| S2 |
908.5 |
908.5 |
922.6 |
|
| S3 |
895.2 |
903.5 |
921.3 |
|
| S4 |
881.9 |
890.2 |
917.7 |
|
|
| 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 |
4.1% |
19.1 |
2.1% |
38% |
False |
False |
73,440 |
| 10 |
970.0 |
885.0 |
85.0 |
9.2% |
27.4 |
3.0% |
47% |
False |
False |
49,499 |
| 20 |
970.0 |
885.0 |
85.0 |
9.2% |
24.8 |
2.7% |
47% |
False |
False |
31,738 |
| 40 |
1,009.8 |
885.0 |
124.8 |
13.5% |
25.7 |
2.8% |
32% |
False |
False |
17,782 |
| 60 |
1,009.8 |
805.2 |
204.6 |
22.1% |
26.3 |
2.8% |
59% |
False |
False |
12,995 |
| 80 |
1,009.8 |
748.0 |
261.8 |
28.3% |
25.4 |
2.7% |
68% |
False |
False |
10,220 |
| 100 |
1,009.8 |
705.7 |
304.1 |
32.9% |
24.7 |
2.7% |
72% |
False |
False |
8,529 |
| 120 |
1,009.8 |
691.8 |
318.0 |
34.4% |
26.2 |
2.8% |
73% |
False |
False |
7,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
983.4 |
|
2.618 |
961.7 |
|
1.618 |
948.4 |
|
1.000 |
940.2 |
|
0.618 |
935.1 |
|
HIGH |
926.9 |
|
0.618 |
921.8 |
|
0.500 |
920.3 |
|
0.382 |
918.7 |
|
LOW |
913.6 |
|
0.618 |
905.4 |
|
1.000 |
900.3 |
|
1.618 |
892.1 |
|
2.618 |
878.8 |
|
4.250 |
857.1 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
923.4 |
924.9 |
| PP |
921.8 |
924.7 |
| S1 |
920.3 |
924.6 |
|