COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
956.3 |
940.3 |
-16.0 |
-1.7% |
950.9 |
| High |
959.2 |
940.3 |
-18.9 |
-2.0% |
966.7 |
| Low |
936.2 |
926.5 |
-9.7 |
-1.0% |
936.2 |
| Close |
940.7 |
927.5 |
-13.2 |
-1.4% |
940.7 |
| Range |
23.0 |
13.8 |
-9.2 |
-40.0% |
30.5 |
| ATR |
19.5 |
19.1 |
-0.4 |
-1.9% |
0.0 |
| Volume |
111,280 |
103,112 |
-8,168 |
-7.3% |
547,308 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.8 |
964.0 |
935.1 |
|
| R3 |
959.0 |
950.2 |
931.3 |
|
| R2 |
945.2 |
945.2 |
930.0 |
|
| R1 |
936.4 |
936.4 |
928.8 |
933.9 |
| PP |
931.4 |
931.4 |
931.4 |
930.2 |
| S1 |
922.6 |
922.6 |
926.2 |
920.1 |
| S2 |
917.6 |
917.6 |
925.0 |
|
| S3 |
903.8 |
908.8 |
923.7 |
|
| S4 |
890.0 |
895.0 |
919.9 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.4 |
1,020.5 |
957.5 |
|
| R3 |
1,008.9 |
990.0 |
949.1 |
|
| R2 |
978.4 |
978.4 |
946.3 |
|
| R1 |
959.5 |
959.5 |
943.5 |
953.7 |
| PP |
947.9 |
947.9 |
947.9 |
945.0 |
| S1 |
929.0 |
929.0 |
937.9 |
923.2 |
| S2 |
917.4 |
917.4 |
935.1 |
|
| S3 |
886.9 |
898.5 |
932.3 |
|
| S4 |
856.4 |
868.0 |
923.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
966.7 |
926.5 |
40.2 |
4.3% |
18.6 |
2.0% |
2% |
False |
True |
101,201 |
| 10 |
992.1 |
926.5 |
65.6 |
7.1% |
21.1 |
2.3% |
2% |
False |
True |
107,709 |
| 20 |
992.1 |
917.0 |
75.1 |
8.1% |
19.3 |
2.1% |
14% |
False |
False |
82,885 |
| 40 |
992.1 |
867.5 |
124.6 |
13.4% |
17.3 |
1.9% |
48% |
False |
False |
44,898 |
| 60 |
992.1 |
867.5 |
124.6 |
13.4% |
17.6 |
1.9% |
48% |
False |
False |
30,673 |
| 80 |
1,008.9 |
867.5 |
141.4 |
15.2% |
20.0 |
2.2% |
42% |
False |
False |
23,290 |
| 100 |
1,008.9 |
849.2 |
159.7 |
17.2% |
19.6 |
2.1% |
49% |
False |
False |
18,733 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.4% |
17.4 |
1.9% |
59% |
False |
False |
15,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
999.0 |
|
2.618 |
976.4 |
|
1.618 |
962.6 |
|
1.000 |
954.1 |
|
0.618 |
948.8 |
|
HIGH |
940.3 |
|
0.618 |
935.0 |
|
0.500 |
933.4 |
|
0.382 |
931.8 |
|
LOW |
926.5 |
|
0.618 |
918.0 |
|
1.000 |
912.7 |
|
1.618 |
904.2 |
|
2.618 |
890.4 |
|
4.250 |
867.9 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
933.4 |
944.9 |
| PP |
931.4 |
939.1 |
| S1 |
929.5 |
933.3 |
|