COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
938.5 |
930.9 |
-7.6 |
-0.8% |
951.2 |
| High |
938.5 |
938.6 |
0.1 |
0.0% |
966.0 |
| Low |
926.9 |
930.9 |
4.0 |
0.4% |
935.8 |
| Close |
926.9 |
931.6 |
4.7 |
0.5% |
940.1 |
| Range |
11.6 |
7.7 |
-3.9 |
-33.6% |
30.2 |
| ATR |
18.6 |
18.1 |
-0.5 |
-2.7% |
0.0 |
| Volume |
166 |
258 |
92 |
55.4% |
3,254 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956.8 |
951.9 |
935.8 |
|
| R3 |
949.1 |
944.2 |
933.7 |
|
| R2 |
941.4 |
941.4 |
933.0 |
|
| R1 |
936.5 |
936.5 |
932.3 |
939.0 |
| PP |
933.7 |
933.7 |
933.7 |
934.9 |
| S1 |
928.8 |
928.8 |
930.9 |
931.3 |
| S2 |
926.0 |
926.0 |
930.2 |
|
| S3 |
918.3 |
921.1 |
929.5 |
|
| S4 |
910.6 |
913.4 |
927.4 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,037.9 |
1,019.2 |
956.7 |
|
| R3 |
1,007.7 |
989.0 |
948.4 |
|
| R2 |
977.5 |
977.5 |
945.6 |
|
| R1 |
958.8 |
958.8 |
942.9 |
953.1 |
| PP |
947.3 |
947.3 |
947.3 |
944.4 |
| S1 |
928.6 |
928.6 |
937.3 |
922.9 |
| S2 |
917.1 |
917.1 |
934.6 |
|
| S3 |
886.9 |
898.4 |
931.8 |
|
| S4 |
856.7 |
868.2 |
923.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
966.0 |
926.9 |
39.1 |
4.2% |
15.1 |
1.6% |
12% |
False |
False |
477 |
| 10 |
990.3 |
926.9 |
63.4 |
6.8% |
18.6 |
2.0% |
7% |
False |
False |
781 |
| 20 |
990.3 |
917.6 |
72.7 |
7.8% |
18.0 |
1.9% |
19% |
False |
False |
48,577 |
| 40 |
990.3 |
879.5 |
110.8 |
11.9% |
16.9 |
1.8% |
47% |
False |
False |
64,503 |
| 60 |
990.3 |
865.0 |
125.3 |
13.4% |
17.9 |
1.9% |
53% |
False |
False |
67,955 |
| 80 |
1,001.7 |
865.0 |
136.7 |
14.7% |
20.6 |
2.2% |
49% |
False |
False |
54,093 |
| 100 |
1,009.8 |
856.0 |
153.8 |
16.5% |
21.5 |
2.3% |
49% |
False |
False |
44,053 |
| 120 |
1,009.8 |
805.2 |
204.6 |
22.0% |
22.0 |
2.4% |
62% |
False |
False |
37,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
971.3 |
|
2.618 |
958.8 |
|
1.618 |
951.1 |
|
1.000 |
946.3 |
|
0.618 |
943.4 |
|
HIGH |
938.6 |
|
0.618 |
935.7 |
|
0.500 |
934.8 |
|
0.382 |
933.8 |
|
LOW |
930.9 |
|
0.618 |
926.1 |
|
1.000 |
923.2 |
|
1.618 |
918.4 |
|
2.618 |
910.7 |
|
4.250 |
898.2 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.8 |
941.7 |
| PP |
933.7 |
938.3 |
| S1 |
932.7 |
935.0 |
|