COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
938.5 |
955.1 |
16.6 |
1.8% |
930.5 |
| High |
957.0 |
963.1 |
6.1 |
0.6% |
963.1 |
| Low |
935.8 |
950.1 |
14.3 |
1.5% |
915.2 |
| Close |
951.2 |
958.9 |
7.7 |
0.8% |
958.9 |
| Range |
21.2 |
13.0 |
-8.2 |
-38.7% |
47.9 |
| ATR |
16.8 |
16.5 |
-0.3 |
-1.6% |
0.0 |
| Volume |
128,003 |
130,918 |
2,915 |
2.3% |
532,018 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.4 |
990.6 |
966.1 |
|
| R3 |
983.4 |
977.6 |
962.5 |
|
| R2 |
970.4 |
970.4 |
961.3 |
|
| R1 |
964.6 |
964.6 |
960.1 |
967.5 |
| PP |
957.4 |
957.4 |
957.4 |
958.8 |
| S1 |
951.6 |
951.6 |
957.7 |
954.5 |
| S2 |
944.4 |
944.4 |
956.5 |
|
| S3 |
931.4 |
938.6 |
955.3 |
|
| S4 |
918.4 |
925.6 |
951.8 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,089.4 |
1,072.1 |
985.2 |
|
| R3 |
1,041.5 |
1,024.2 |
972.1 |
|
| R2 |
993.6 |
993.6 |
967.7 |
|
| R1 |
976.3 |
976.3 |
963.3 |
985.0 |
| PP |
945.7 |
945.7 |
945.7 |
950.1 |
| S1 |
928.4 |
928.4 |
954.5 |
937.1 |
| S2 |
897.8 |
897.8 |
950.1 |
|
| S3 |
849.9 |
880.5 |
945.7 |
|
| S4 |
802.0 |
832.6 |
932.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
963.1 |
915.2 |
47.9 |
5.0% |
16.2 |
1.7% |
91% |
True |
False |
106,403 |
| 10 |
963.1 |
908.8 |
54.3 |
5.7% |
13.6 |
1.4% |
92% |
True |
False |
95,748 |
| 20 |
963.1 |
880.1 |
83.0 |
8.7% |
15.9 |
1.7% |
95% |
True |
False |
87,618 |
| 40 |
963.1 |
865.0 |
98.1 |
10.2% |
17.1 |
1.8% |
96% |
True |
False |
84,625 |
| 60 |
970.0 |
865.0 |
105.0 |
11.0% |
20.6 |
2.1% |
89% |
False |
False |
63,013 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.1% |
21.8 |
2.3% |
65% |
False |
False |
48,181 |
| 100 |
1,009.8 |
805.2 |
204.6 |
21.3% |
22.7 |
2.4% |
75% |
False |
False |
39,103 |
| 120 |
1,009.8 |
748.0 |
261.8 |
27.3% |
22.8 |
2.4% |
81% |
False |
False |
32,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.4 |
|
2.618 |
997.1 |
|
1.618 |
984.1 |
|
1.000 |
976.1 |
|
0.618 |
971.1 |
|
HIGH |
963.1 |
|
0.618 |
958.1 |
|
0.500 |
956.6 |
|
0.382 |
955.1 |
|
LOW |
950.1 |
|
0.618 |
942.1 |
|
1.000 |
937.1 |
|
1.618 |
929.1 |
|
2.618 |
916.1 |
|
4.250 |
894.9 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
958.1 |
954.0 |
| PP |
957.4 |
949.1 |
| S1 |
956.6 |
944.2 |
|