COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
922.5 |
926.4 |
3.9 |
0.4% |
940.3 |
| High |
927.4 |
944.4 |
17.0 |
1.8% |
944.0 |
| Low |
913.2 |
922.8 |
9.6 |
1.1% |
926.5 |
| Close |
924.3 |
934.4 |
10.1 |
1.1% |
936.2 |
| Range |
14.2 |
21.6 |
7.4 |
52.1% |
17.5 |
| ATR |
17.0 |
17.4 |
0.3 |
1.9% |
0.0 |
| Volume |
96,762 |
91,901 |
-4,861 |
-5.0% |
437,210 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998.7 |
988.1 |
946.3 |
|
| R3 |
977.1 |
966.5 |
940.3 |
|
| R2 |
955.5 |
955.5 |
938.4 |
|
| R1 |
944.9 |
944.9 |
936.4 |
950.2 |
| PP |
933.9 |
933.9 |
933.9 |
936.5 |
| S1 |
923.3 |
923.3 |
932.4 |
928.6 |
| S2 |
912.3 |
912.3 |
930.4 |
|
| S3 |
890.7 |
901.7 |
928.5 |
|
| S4 |
869.1 |
880.1 |
922.5 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.1 |
979.6 |
945.8 |
|
| R3 |
970.6 |
962.1 |
941.0 |
|
| R2 |
953.1 |
953.1 |
939.4 |
|
| R1 |
944.6 |
944.6 |
937.8 |
940.1 |
| PP |
935.6 |
935.6 |
935.6 |
933.3 |
| S1 |
927.1 |
927.1 |
934.6 |
922.6 |
| S2 |
918.1 |
918.1 |
933.0 |
|
| S3 |
900.6 |
909.6 |
931.4 |
|
| S4 |
883.1 |
892.1 |
926.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
944.4 |
913.2 |
31.2 |
3.3% |
15.0 |
1.6% |
68% |
True |
False |
82,438 |
| 10 |
963.2 |
913.2 |
50.0 |
5.4% |
15.8 |
1.7% |
42% |
False |
False |
90,177 |
| 20 |
992.1 |
913.2 |
78.9 |
8.4% |
18.5 |
2.0% |
27% |
False |
False |
99,089 |
| 40 |
992.1 |
882.0 |
110.1 |
11.8% |
16.9 |
1.8% |
48% |
False |
False |
59,021 |
| 60 |
992.1 |
867.5 |
124.6 |
13.3% |
16.9 |
1.8% |
54% |
False |
False |
40,038 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
18.5 |
2.0% |
54% |
False |
False |
30,464 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.1% |
19.2 |
2.1% |
47% |
False |
False |
24,502 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.3% |
18.1 |
1.9% |
63% |
False |
False |
20,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,036.2 |
|
2.618 |
1,000.9 |
|
1.618 |
979.3 |
|
1.000 |
966.0 |
|
0.618 |
957.7 |
|
HIGH |
944.4 |
|
0.618 |
936.1 |
|
0.500 |
933.6 |
|
0.382 |
931.1 |
|
LOW |
922.8 |
|
0.618 |
909.5 |
|
1.000 |
901.2 |
|
1.618 |
887.9 |
|
2.618 |
866.3 |
|
4.250 |
831.0 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.1 |
932.5 |
| PP |
933.9 |
930.7 |
| S1 |
933.6 |
928.8 |
|