COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
935.3 |
937.9 |
2.6 |
0.3% |
931.5 |
| High |
944.2 |
948.9 |
4.7 |
0.5% |
971.0 |
| Low |
922.0 |
937.3 |
15.3 |
1.7% |
888.0 |
| Close |
939.8 |
944.1 |
4.3 |
0.5% |
960.3 |
| Range |
22.2 |
11.6 |
-10.6 |
-47.7% |
83.0 |
| ATR |
27.9 |
26.7 |
-1.2 |
-4.2% |
0.0 |
| Volume |
1,530 |
852 |
-678 |
-44.3% |
5,724 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.2 |
972.8 |
950.5 |
|
| R3 |
966.6 |
961.2 |
947.3 |
|
| R2 |
955.0 |
955.0 |
946.2 |
|
| R1 |
949.6 |
949.6 |
945.2 |
952.3 |
| PP |
943.4 |
943.4 |
943.4 |
944.8 |
| S1 |
938.0 |
938.0 |
943.0 |
940.7 |
| S2 |
931.8 |
931.8 |
942.0 |
|
| S3 |
920.2 |
926.4 |
940.9 |
|
| S4 |
908.6 |
914.8 |
937.7 |
|
|
| 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 |
921.2 |
49.8 |
5.3% |
20.0 |
2.1% |
46% |
False |
False |
941 |
| 10 |
971.0 |
888.0 |
83.0 |
8.8% |
23.9 |
2.5% |
68% |
False |
False |
1,117 |
| 20 |
971.0 |
888.0 |
83.0 |
8.8% |
24.9 |
2.6% |
68% |
False |
False |
1,091 |
| 40 |
1,008.9 |
882.8 |
126.1 |
13.4% |
22.8 |
2.4% |
49% |
False |
False |
890 |
| 60 |
1,008.9 |
810.0 |
198.9 |
21.1% |
18.6 |
2.0% |
67% |
False |
False |
743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998.2 |
|
2.618 |
979.3 |
|
1.618 |
967.7 |
|
1.000 |
960.5 |
|
0.618 |
956.1 |
|
HIGH |
948.9 |
|
0.618 |
944.5 |
|
0.500 |
943.1 |
|
0.382 |
941.7 |
|
LOW |
937.3 |
|
0.618 |
930.1 |
|
1.000 |
925.7 |
|
1.618 |
918.5 |
|
2.618 |
906.9 |
|
4.250 |
888.0 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
943.8 |
941.1 |
| PP |
943.4 |
938.1 |
| S1 |
943.1 |
935.1 |
|