COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
897.3 |
912.5 |
15.2 |
1.7% |
915.0 |
| High |
913.5 |
926.5 |
13.0 |
1.4% |
919.7 |
| Low |
895.4 |
908.9 |
13.5 |
1.5% |
880.1 |
| Close |
911.0 |
915.5 |
4.5 |
0.5% |
888.2 |
| Range |
18.1 |
17.6 |
-0.5 |
-2.8% |
39.6 |
| ATR |
19.7 |
19.5 |
-0.1 |
-0.8% |
0.0 |
| Volume |
88,099 |
85,608 |
-2,491 |
-2.8% |
365,870 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969.8 |
960.2 |
925.2 |
|
| R3 |
952.2 |
942.6 |
920.3 |
|
| R2 |
934.6 |
934.6 |
918.7 |
|
| R1 |
925.0 |
925.0 |
917.1 |
929.8 |
| PP |
917.0 |
917.0 |
917.0 |
919.4 |
| S1 |
907.4 |
907.4 |
913.9 |
912.2 |
| S2 |
899.4 |
899.4 |
912.3 |
|
| S3 |
881.8 |
889.8 |
910.7 |
|
| S4 |
864.2 |
872.2 |
905.8 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.8 |
991.1 |
910.0 |
|
| R3 |
975.2 |
951.5 |
899.1 |
|
| R2 |
935.6 |
935.6 |
895.5 |
|
| R1 |
911.9 |
911.9 |
891.8 |
904.0 |
| PP |
896.0 |
896.0 |
896.0 |
892.0 |
| S1 |
872.3 |
872.3 |
884.6 |
864.4 |
| S2 |
856.4 |
856.4 |
880.9 |
|
| S3 |
816.8 |
832.7 |
877.3 |
|
| S4 |
777.2 |
793.1 |
866.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926.5 |
880.5 |
46.0 |
5.0% |
18.4 |
2.0% |
76% |
True |
False |
77,164 |
| 10 |
926.5 |
880.1 |
46.4 |
5.1% |
17.7 |
1.9% |
76% |
True |
False |
76,076 |
| 20 |
926.5 |
865.6 |
60.9 |
6.7% |
17.1 |
1.9% |
82% |
True |
False |
71,040 |
| 40 |
970.0 |
865.0 |
105.0 |
11.5% |
20.6 |
2.2% |
48% |
False |
False |
65,103 |
| 60 |
1,009.8 |
865.0 |
144.8 |
15.8% |
23.1 |
2.5% |
35% |
False |
False |
45,689 |
| 80 |
1,009.8 |
805.2 |
204.6 |
22.3% |
23.3 |
2.5% |
54% |
False |
False |
35,147 |
| 100 |
1,009.8 |
805.2 |
204.6 |
22.3% |
23.5 |
2.6% |
54% |
False |
False |
28,444 |
| 120 |
1,009.8 |
732.7 |
277.1 |
30.3% |
23.4 |
2.6% |
66% |
False |
False |
24,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,001.3 |
|
2.618 |
972.6 |
|
1.618 |
955.0 |
|
1.000 |
944.1 |
|
0.618 |
937.4 |
|
HIGH |
926.5 |
|
0.618 |
919.8 |
|
0.500 |
917.7 |
|
0.382 |
915.6 |
|
LOW |
908.9 |
|
0.618 |
898.0 |
|
1.000 |
891.3 |
|
1.618 |
880.4 |
|
2.618 |
862.8 |
|
4.250 |
834.1 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
917.7 |
913.6 |
| PP |
917.0 |
911.7 |
| S1 |
916.2 |
909.9 |
|