COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
957.5 |
946.5 |
-11.0 |
-1.1% |
931.5 |
| High |
960.1 |
948.2 |
-11.9 |
-1.2% |
971.0 |
| Low |
939.8 |
921.2 |
-18.6 |
-2.0% |
888.0 |
| Close |
956.5 |
927.7 |
-28.8 |
-3.0% |
960.3 |
| Range |
20.3 |
27.0 |
6.7 |
33.0% |
83.0 |
| ATR |
27.8 |
28.3 |
0.5 |
1.9% |
0.0 |
| Volume |
1,503 |
298 |
-1,205 |
-80.2% |
5,724 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.4 |
997.5 |
942.6 |
|
| R3 |
986.4 |
970.5 |
935.1 |
|
| R2 |
959.4 |
959.4 |
932.7 |
|
| R1 |
943.5 |
943.5 |
930.2 |
938.0 |
| PP |
932.4 |
932.4 |
932.4 |
929.6 |
| S1 |
916.5 |
916.5 |
925.2 |
911.0 |
| S2 |
905.4 |
905.4 |
922.8 |
|
| S3 |
878.4 |
889.5 |
920.3 |
|
| S4 |
851.4 |
862.5 |
912.9 |
|
|
| 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 |
8.9% |
32.5 |
3.5% |
48% |
False |
False |
801 |
| 10 |
971.0 |
888.0 |
83.0 |
8.9% |
24.8 |
2.7% |
48% |
False |
False |
1,149 |
| 20 |
983.3 |
888.0 |
95.3 |
10.3% |
26.1 |
2.8% |
42% |
False |
False |
1,112 |
| 40 |
1,008.9 |
882.8 |
126.1 |
13.6% |
22.4 |
2.4% |
36% |
False |
False |
858 |
| 60 |
1,008.9 |
810.0 |
198.9 |
21.4% |
18.3 |
2.0% |
59% |
False |
False |
704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,063.0 |
|
2.618 |
1,018.9 |
|
1.618 |
991.9 |
|
1.000 |
975.2 |
|
0.618 |
964.9 |
|
HIGH |
948.2 |
|
0.618 |
937.9 |
|
0.500 |
934.7 |
|
0.382 |
931.5 |
|
LOW |
921.2 |
|
0.618 |
904.5 |
|
1.000 |
894.2 |
|
1.618 |
877.5 |
|
2.618 |
850.5 |
|
4.250 |
806.5 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.7 |
946.1 |
| PP |
932.4 |
940.0 |
| S1 |
930.0 |
933.8 |
|