COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
928.8 |
935.4 |
6.6 |
0.7% |
950.9 |
| High |
940.6 |
941.1 |
0.5 |
0.1% |
966.7 |
| Low |
927.7 |
928.4 |
0.7 |
0.1% |
936.2 |
| Close |
932.2 |
936.0 |
3.8 |
0.4% |
940.7 |
| Range |
12.9 |
12.7 |
-0.2 |
-1.6% |
30.5 |
| ATR |
18.7 |
18.2 |
-0.4 |
-2.3% |
0.0 |
| Volume |
91,532 |
76,594 |
-14,938 |
-16.3% |
547,308 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.3 |
967.3 |
943.0 |
|
| R3 |
960.6 |
954.6 |
939.5 |
|
| R2 |
947.9 |
947.9 |
938.3 |
|
| R1 |
941.9 |
941.9 |
937.2 |
944.9 |
| PP |
935.2 |
935.2 |
935.2 |
936.7 |
| S1 |
929.2 |
929.2 |
934.8 |
932.2 |
| S2 |
922.5 |
922.5 |
933.7 |
|
| S3 |
909.8 |
916.5 |
932.5 |
|
| S4 |
897.1 |
903.8 |
929.0 |
|
|
| 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 |
963.2 |
926.5 |
36.7 |
3.9% |
16.6 |
1.8% |
26% |
False |
False |
97,916 |
| 10 |
985.0 |
926.5 |
58.5 |
6.3% |
18.8 |
2.0% |
16% |
False |
False |
106,181 |
| 20 |
992.1 |
926.5 |
65.6 |
7.0% |
19.0 |
2.0% |
14% |
False |
False |
89,121 |
| 40 |
992.1 |
882.0 |
110.1 |
11.8% |
16.9 |
1.8% |
49% |
False |
False |
49,024 |
| 60 |
992.1 |
867.5 |
124.6 |
13.3% |
17.3 |
1.9% |
55% |
False |
False |
33,441 |
| 80 |
1,001.0 |
867.5 |
133.5 |
14.3% |
19.6 |
2.1% |
51% |
False |
False |
25,359 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.1% |
19.2 |
2.0% |
48% |
False |
False |
20,407 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.3% |
17.6 |
1.9% |
63% |
False |
False |
17,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995.1 |
|
2.618 |
974.3 |
|
1.618 |
961.6 |
|
1.000 |
953.8 |
|
0.618 |
948.9 |
|
HIGH |
941.1 |
|
0.618 |
936.2 |
|
0.500 |
934.8 |
|
0.382 |
933.3 |
|
LOW |
928.4 |
|
0.618 |
920.6 |
|
1.000 |
915.7 |
|
1.618 |
907.9 |
|
2.618 |
895.2 |
|
4.250 |
874.4 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
935.6 |
935.3 |
| PP |
935.2 |
934.5 |
| S1 |
934.8 |
933.8 |
|