COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
925.6 |
938.5 |
12.9 |
1.4% |
917.0 |
| High |
941.0 |
957.0 |
16.0 |
1.7% |
934.8 |
| Low |
925.3 |
935.8 |
10.5 |
1.1% |
908.8 |
| Close |
937.4 |
951.2 |
13.8 |
1.5% |
931.3 |
| Range |
15.7 |
21.2 |
5.5 |
35.0% |
26.0 |
| ATR |
16.5 |
16.8 |
0.3 |
2.1% |
0.0 |
| Volume |
87,155 |
128,003 |
40,848 |
46.9% |
425,470 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,011.6 |
1,002.6 |
962.9 |
|
| R3 |
990.4 |
981.4 |
957.0 |
|
| R2 |
969.2 |
969.2 |
955.1 |
|
| R1 |
960.2 |
960.2 |
953.1 |
964.7 |
| PP |
948.0 |
948.0 |
948.0 |
950.3 |
| S1 |
939.0 |
939.0 |
949.3 |
943.5 |
| S2 |
926.8 |
926.8 |
947.3 |
|
| S3 |
905.6 |
917.8 |
945.4 |
|
| S4 |
884.4 |
896.6 |
939.5 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.0 |
993.1 |
945.6 |
|
| R3 |
977.0 |
967.1 |
938.5 |
|
| R2 |
951.0 |
951.0 |
936.1 |
|
| R1 |
941.1 |
941.1 |
933.7 |
946.1 |
| PP |
925.0 |
925.0 |
925.0 |
927.4 |
| S1 |
915.1 |
915.1 |
928.9 |
920.1 |
| S2 |
899.0 |
899.0 |
926.5 |
|
| S3 |
873.0 |
889.1 |
924.2 |
|
| S4 |
847.0 |
863.1 |
917.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
957.0 |
915.2 |
41.8 |
4.4% |
15.8 |
1.7% |
86% |
True |
False |
95,460 |
| 10 |
957.0 |
905.5 |
51.5 |
5.4% |
13.9 |
1.5% |
89% |
True |
False |
95,136 |
| 20 |
957.0 |
880.1 |
76.9 |
8.1% |
15.8 |
1.7% |
92% |
True |
False |
85,606 |
| 40 |
957.0 |
865.0 |
92.0 |
9.7% |
17.2 |
1.8% |
94% |
True |
False |
82,881 |
| 60 |
970.0 |
865.0 |
105.0 |
11.0% |
20.8 |
2.2% |
82% |
False |
False |
60,908 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.2% |
21.9 |
2.3% |
60% |
False |
False |
46,603 |
| 100 |
1,009.8 |
805.2 |
204.6 |
21.5% |
22.8 |
2.4% |
71% |
False |
False |
37,801 |
| 120 |
1,009.8 |
748.0 |
261.8 |
27.5% |
22.8 |
2.4% |
78% |
False |
False |
31,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,047.1 |
|
2.618 |
1,012.5 |
|
1.618 |
991.3 |
|
1.000 |
978.2 |
|
0.618 |
970.1 |
|
HIGH |
957.0 |
|
0.618 |
948.9 |
|
0.500 |
946.4 |
|
0.382 |
943.9 |
|
LOW |
935.8 |
|
0.618 |
922.7 |
|
1.000 |
914.6 |
|
1.618 |
901.5 |
|
2.618 |
880.3 |
|
4.250 |
845.7 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
949.6 |
946.6 |
| PP |
948.0 |
941.9 |
| S1 |
946.4 |
937.3 |
|