COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
940.3 |
928.8 |
-11.5 |
-1.2% |
950.9 |
| High |
940.3 |
940.6 |
0.3 |
0.0% |
966.7 |
| Low |
926.5 |
927.7 |
1.2 |
0.1% |
936.2 |
| Close |
927.5 |
932.2 |
4.7 |
0.5% |
940.7 |
| Range |
13.8 |
12.9 |
-0.9 |
-6.5% |
30.5 |
| ATR |
19.1 |
18.7 |
-0.4 |
-2.2% |
0.0 |
| Volume |
103,112 |
91,532 |
-11,580 |
-11.2% |
547,308 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.2 |
965.1 |
939.3 |
|
| R3 |
959.3 |
952.2 |
935.7 |
|
| R2 |
946.4 |
946.4 |
934.6 |
|
| R1 |
939.3 |
939.3 |
933.4 |
942.9 |
| PP |
933.5 |
933.5 |
933.5 |
935.3 |
| S1 |
926.4 |
926.4 |
931.0 |
930.0 |
| S2 |
920.6 |
920.6 |
929.8 |
|
| S3 |
907.7 |
913.5 |
928.7 |
|
| S4 |
894.8 |
900.6 |
925.1 |
|
|
| 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% |
17.9 |
1.9% |
14% |
False |
False |
100,365 |
| 10 |
992.1 |
926.5 |
65.6 |
7.0% |
20.6 |
2.2% |
9% |
False |
False |
107,389 |
| 20 |
992.1 |
920.1 |
72.0 |
7.7% |
19.0 |
2.0% |
17% |
False |
False |
86,271 |
| 40 |
992.1 |
882.0 |
110.1 |
11.8% |
17.0 |
1.8% |
46% |
False |
False |
47,158 |
| 60 |
992.1 |
867.5 |
124.6 |
13.4% |
17.5 |
1.9% |
52% |
False |
False |
32,189 |
| 80 |
1,001.9 |
867.5 |
134.4 |
14.4% |
19.7 |
2.1% |
48% |
False |
False |
24,426 |
| 100 |
1,008.9 |
857.7 |
151.2 |
16.2% |
19.5 |
2.1% |
49% |
False |
False |
19,646 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.3% |
17.5 |
1.9% |
61% |
False |
False |
16,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995.4 |
|
2.618 |
974.4 |
|
1.618 |
961.5 |
|
1.000 |
953.5 |
|
0.618 |
948.6 |
|
HIGH |
940.6 |
|
0.618 |
935.7 |
|
0.500 |
934.2 |
|
0.382 |
932.6 |
|
LOW |
927.7 |
|
0.618 |
919.7 |
|
1.000 |
914.8 |
|
1.618 |
906.8 |
|
2.618 |
893.9 |
|
4.250 |
872.9 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.2 |
942.9 |
| PP |
933.5 |
939.3 |
| S1 |
932.9 |
935.8 |
|