COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
924.0 |
930.8 |
6.8 |
0.7% |
957.5 |
| High |
937.6 |
933.3 |
-4.3 |
-0.5% |
960.1 |
| Low |
922.3 |
898.0 |
-24.3 |
-2.6% |
921.2 |
| Close |
929.4 |
910.6 |
-18.8 |
-2.0% |
927.1 |
| Range |
15.3 |
35.3 |
20.0 |
130.7% |
38.9 |
| ATR |
24.3 |
25.1 |
0.8 |
3.2% |
0.0 |
| Volume |
4,697 |
2,427 |
-2,270 |
-48.3% |
6,084 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,019.9 |
1,000.5 |
930.0 |
|
| R3 |
984.6 |
965.2 |
920.3 |
|
| R2 |
949.3 |
949.3 |
917.1 |
|
| R1 |
929.9 |
929.9 |
913.8 |
922.0 |
| PP |
914.0 |
914.0 |
914.0 |
910.0 |
| S1 |
894.6 |
894.6 |
907.4 |
886.7 |
| S2 |
878.7 |
878.7 |
904.1 |
|
| S3 |
843.4 |
859.3 |
900.9 |
|
| S4 |
808.1 |
824.0 |
891.2 |
|
|
| 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 |
940.4 |
898.0 |
42.4 |
4.7% |
20.4 |
2.2% |
30% |
False |
True |
4,613 |
| 10 |
971.0 |
898.0 |
73.0 |
8.0% |
20.2 |
2.2% |
17% |
False |
True |
2,777 |
| 20 |
971.0 |
888.0 |
83.0 |
9.1% |
22.7 |
2.5% |
27% |
False |
False |
2,076 |
| 40 |
1,008.9 |
888.0 |
120.9 |
13.3% |
23.6 |
2.6% |
19% |
False |
False |
1,417 |
| 60 |
1,008.9 |
810.0 |
198.9 |
21.8% |
19.8 |
2.2% |
51% |
False |
False |
1,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,083.3 |
|
2.618 |
1,025.7 |
|
1.618 |
990.4 |
|
1.000 |
968.6 |
|
0.618 |
955.1 |
|
HIGH |
933.3 |
|
0.618 |
919.8 |
|
0.500 |
915.7 |
|
0.382 |
911.5 |
|
LOW |
898.0 |
|
0.618 |
876.2 |
|
1.000 |
862.7 |
|
1.618 |
840.9 |
|
2.618 |
805.6 |
|
4.250 |
748.0 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
915.7 |
917.8 |
| PP |
914.0 |
915.4 |
| S1 |
912.3 |
913.0 |
|