COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
925.7 |
919.7 |
-6.0 |
-0.6% |
957.5 |
| High |
935.6 |
928.4 |
-7.2 |
-0.8% |
960.1 |
| Low |
913.2 |
916.7 |
3.5 |
0.4% |
921.2 |
| Close |
919.5 |
926.7 |
7.2 |
0.8% |
927.1 |
| Range |
22.4 |
11.7 |
-10.7 |
-47.8% |
38.9 |
| ATR |
26.0 |
25.0 |
-1.0 |
-3.9% |
0.0 |
| Volume |
11,812 |
2,229 |
-9,583 |
-81.1% |
6,084 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.0 |
954.6 |
933.1 |
|
| R3 |
947.3 |
942.9 |
929.9 |
|
| R2 |
935.6 |
935.6 |
928.8 |
|
| R1 |
931.2 |
931.2 |
927.8 |
933.4 |
| PP |
923.9 |
923.9 |
923.9 |
925.1 |
| S1 |
919.5 |
919.5 |
925.6 |
921.7 |
| S2 |
912.2 |
912.2 |
924.6 |
|
| S3 |
900.5 |
907.8 |
923.5 |
|
| S4 |
888.8 |
896.1 |
920.3 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,052.8 |
1,028.9 |
948.5 |
|
| R3 |
1,013.9 |
990.0 |
937.8 |
|
| R2 |
975.0 |
975.0 |
934.2 |
|
| R1 |
951.1 |
951.1 |
930.7 |
943.6 |
| PP |
936.1 |
936.1 |
936.1 |
932.4 |
| S1 |
912.2 |
912.2 |
923.5 |
904.7 |
| S2 |
897.2 |
897.2 |
920.0 |
|
| S3 |
858.3 |
873.3 |
916.4 |
|
| S4 |
819.4 |
834.4 |
905.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
948.9 |
913.2 |
35.7 |
3.9% |
17.0 |
1.8% |
38% |
False |
False |
3,664 |
| 10 |
971.0 |
888.0 |
83.0 |
9.0% |
24.8 |
2.7% |
47% |
False |
False |
2,233 |
| 20 |
971.0 |
888.0 |
83.0 |
9.0% |
22.4 |
2.4% |
47% |
False |
False |
1,827 |
| 40 |
1,008.9 |
888.0 |
120.9 |
13.0% |
22.7 |
2.5% |
32% |
False |
False |
1,251 |
| 60 |
1,008.9 |
810.0 |
198.9 |
21.5% |
19.4 |
2.1% |
59% |
False |
False |
1,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
978.1 |
|
2.618 |
959.0 |
|
1.618 |
947.3 |
|
1.000 |
940.1 |
|
0.618 |
935.6 |
|
HIGH |
928.4 |
|
0.618 |
923.9 |
|
0.500 |
922.6 |
|
0.382 |
921.2 |
|
LOW |
916.7 |
|
0.618 |
909.5 |
|
1.000 |
905.0 |
|
1.618 |
897.8 |
|
2.618 |
886.1 |
|
4.250 |
867.0 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
925.3 |
926.8 |
| PP |
923.9 |
926.8 |
| S1 |
922.6 |
926.7 |
|