COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
944.9 |
963.0 |
18.1 |
1.9% |
931.5 |
| High |
965.5 |
971.0 |
5.5 |
0.6% |
971.0 |
| Low |
932.2 |
951.9 |
19.7 |
2.1% |
888.0 |
| Close |
962.8 |
960.3 |
-2.5 |
-0.3% |
960.3 |
| Range |
33.3 |
19.1 |
-14.2 |
-42.6% |
83.0 |
| ATR |
29.1 |
28.4 |
-0.7 |
-2.5% |
0.0 |
| Volume |
611 |
524 |
-87 |
-14.2% |
5,724 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,018.4 |
1,008.4 |
970.8 |
|
| R3 |
999.3 |
989.3 |
965.6 |
|
| R2 |
980.2 |
980.2 |
963.8 |
|
| R1 |
970.2 |
970.2 |
962.1 |
965.7 |
| PP |
961.1 |
961.1 |
961.1 |
958.8 |
| S1 |
951.1 |
951.1 |
958.5 |
946.6 |
| S2 |
942.0 |
942.0 |
956.8 |
|
| S3 |
922.9 |
932.0 |
955.0 |
|
| S4 |
903.8 |
912.9 |
949.8 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,188.8 |
1,157.5 |
1,006.0 |
|
| R3 |
1,105.8 |
1,074.5 |
983.1 |
|
| R2 |
1,022.8 |
1,022.8 |
975.5 |
|
| R1 |
991.5 |
991.5 |
967.9 |
1,007.2 |
| PP |
939.8 |
939.8 |
939.8 |
947.6 |
| S1 |
908.5 |
908.5 |
952.7 |
924.2 |
| S2 |
856.8 |
856.8 |
945.1 |
|
| S3 |
773.8 |
825.5 |
937.5 |
|
| S4 |
690.8 |
742.5 |
914.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
971.0 |
888.0 |
83.0 |
8.6% |
27.9 |
2.9% |
87% |
True |
False |
1,144 |
| 10 |
971.0 |
888.0 |
83.0 |
8.6% |
25.6 |
2.7% |
87% |
True |
False |
1,322 |
| 20 |
1,001.9 |
888.0 |
113.9 |
11.9% |
26.6 |
2.8% |
63% |
False |
False |
1,135 |
| 40 |
1,008.9 |
857.7 |
151.2 |
15.7% |
22.6 |
2.4% |
68% |
False |
False |
831 |
| 60 |
1,008.9 |
810.0 |
198.9 |
20.7% |
17.5 |
1.8% |
76% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.2 |
|
2.618 |
1,021.0 |
|
1.618 |
1,001.9 |
|
1.000 |
990.1 |
|
0.618 |
982.8 |
|
HIGH |
971.0 |
|
0.618 |
963.7 |
|
0.500 |
961.5 |
|
0.382 |
959.2 |
|
LOW |
951.9 |
|
0.618 |
940.1 |
|
1.000 |
932.8 |
|
1.618 |
921.0 |
|
2.618 |
901.9 |
|
4.250 |
870.7 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
961.5 |
950.0 |
| PP |
961.1 |
939.8 |
| S1 |
960.7 |
929.5 |
|