COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
930.9 |
931.5 |
0.6 |
0.1% |
951.2 |
| High |
938.6 |
937.8 |
-0.8 |
-0.1% |
966.0 |
| Low |
930.9 |
930.4 |
-0.5 |
-0.1% |
935.8 |
| Close |
931.6 |
935.4 |
3.8 |
0.4% |
940.1 |
| Range |
7.7 |
7.4 |
-0.3 |
-3.9% |
30.2 |
| ATR |
18.1 |
17.4 |
-0.8 |
-4.2% |
0.0 |
| Volume |
258 |
149 |
-109 |
-42.2% |
3,254 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956.7 |
953.5 |
939.5 |
|
| R3 |
949.3 |
946.1 |
937.4 |
|
| R2 |
941.9 |
941.9 |
936.8 |
|
| R1 |
938.7 |
938.7 |
936.1 |
940.3 |
| PP |
934.5 |
934.5 |
934.5 |
935.4 |
| S1 |
931.3 |
931.3 |
934.7 |
932.9 |
| S2 |
927.1 |
927.1 |
934.0 |
|
| S3 |
919.7 |
923.9 |
933.4 |
|
| S4 |
912.3 |
916.5 |
931.3 |
|
|
| 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 |
961.9 |
926.9 |
35.0 |
3.7% |
13.2 |
1.4% |
24% |
False |
False |
370 |
| 10 |
983.0 |
926.9 |
56.1 |
6.0% |
16.4 |
1.8% |
15% |
False |
False |
561 |
| 20 |
990.3 |
925.3 |
65.0 |
6.9% |
17.7 |
1.9% |
16% |
False |
False |
43,732 |
| 40 |
990.3 |
880.1 |
110.2 |
11.8% |
16.6 |
1.8% |
50% |
False |
False |
62,610 |
| 60 |
990.3 |
865.0 |
125.3 |
13.4% |
17.6 |
1.9% |
56% |
False |
False |
67,569 |
| 80 |
999.0 |
865.0 |
134.0 |
14.3% |
20.4 |
2.2% |
53% |
False |
False |
54,049 |
| 100 |
1,009.8 |
865.0 |
144.8 |
15.5% |
21.1 |
2.3% |
49% |
False |
False |
44,010 |
| 120 |
1,009.8 |
805.2 |
204.6 |
21.9% |
21.9 |
2.3% |
64% |
False |
False |
37,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
969.3 |
|
2.618 |
957.2 |
|
1.618 |
949.8 |
|
1.000 |
945.2 |
|
0.618 |
942.4 |
|
HIGH |
937.8 |
|
0.618 |
935.0 |
|
0.500 |
934.1 |
|
0.382 |
933.2 |
|
LOW |
930.4 |
|
0.618 |
925.8 |
|
1.000 |
923.0 |
|
1.618 |
918.4 |
|
2.618 |
911.0 |
|
4.250 |
899.0 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
935.0 |
934.5 |
| PP |
934.5 |
933.6 |
| S1 |
934.1 |
932.8 |
|