COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
917.0 |
913.9 |
-3.1 |
-0.3% |
887.5 |
| High |
918.4 |
924.9 |
6.5 |
0.7% |
926.5 |
| Low |
908.8 |
912.4 |
3.6 |
0.4% |
885.6 |
| Close |
913.5 |
923.9 |
10.4 |
1.1% |
914.9 |
| Range |
9.6 |
12.5 |
2.9 |
30.2% |
40.9 |
| ATR |
18.5 |
18.1 |
-0.4 |
-2.3% |
0.0 |
| Volume |
86,339 |
57,352 |
-28,987 |
-33.6% |
429,017 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.9 |
953.4 |
930.8 |
|
| R3 |
945.4 |
940.9 |
927.3 |
|
| R2 |
932.9 |
932.9 |
926.2 |
|
| R1 |
928.4 |
928.4 |
925.0 |
930.7 |
| PP |
920.4 |
920.4 |
920.4 |
921.5 |
| S1 |
915.9 |
915.9 |
922.8 |
918.2 |
| S2 |
907.9 |
907.9 |
921.6 |
|
| S3 |
895.4 |
903.4 |
920.5 |
|
| S4 |
882.9 |
890.9 |
917.0 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,031.7 |
1,014.2 |
937.4 |
|
| R3 |
990.8 |
973.3 |
926.1 |
|
| R2 |
949.9 |
949.9 |
922.4 |
|
| R1 |
932.4 |
932.4 |
918.6 |
941.2 |
| PP |
909.0 |
909.0 |
909.0 |
913.4 |
| S1 |
891.5 |
891.5 |
911.2 |
900.3 |
| S2 |
868.1 |
868.1 |
907.4 |
|
| S3 |
827.2 |
850.6 |
903.7 |
|
| S4 |
786.3 |
809.7 |
892.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926.5 |
895.4 |
31.1 |
3.4% |
14.7 |
1.6% |
92% |
False |
False |
88,438 |
| 10 |
926.5 |
880.1 |
46.4 |
5.0% |
16.6 |
1.8% |
94% |
False |
False |
80,470 |
| 20 |
926.5 |
865.6 |
60.9 |
6.6% |
16.9 |
1.8% |
96% |
False |
False |
75,392 |
| 40 |
970.0 |
865.0 |
105.0 |
11.4% |
20.1 |
2.2% |
56% |
False |
False |
70,774 |
| 60 |
1,009.8 |
865.0 |
144.8 |
15.7% |
22.6 |
2.4% |
41% |
False |
False |
49,962 |
| 80 |
1,009.8 |
819.1 |
190.7 |
20.6% |
23.1 |
2.5% |
55% |
False |
False |
38,409 |
| 100 |
1,009.8 |
805.2 |
204.6 |
22.1% |
23.2 |
2.5% |
58% |
False |
False |
31,054 |
| 120 |
1,009.8 |
737.5 |
272.3 |
29.5% |
23.4 |
2.5% |
68% |
False |
False |
26,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
978.0 |
|
2.618 |
957.6 |
|
1.618 |
945.1 |
|
1.000 |
937.4 |
|
0.618 |
932.6 |
|
HIGH |
924.9 |
|
0.618 |
920.1 |
|
0.500 |
918.7 |
|
0.382 |
917.2 |
|
LOW |
912.4 |
|
0.618 |
904.7 |
|
1.000 |
899.9 |
|
1.618 |
892.2 |
|
2.618 |
879.7 |
|
4.250 |
859.3 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
922.2 |
921.0 |
| PP |
920.4 |
918.1 |
| S1 |
918.7 |
915.2 |
|