COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
926.4 |
932.0 |
5.6 |
0.6% |
940.3 |
| High |
944.4 |
940.4 |
-4.0 |
-0.4% |
944.0 |
| Low |
922.8 |
930.3 |
7.5 |
0.8% |
926.5 |
| Close |
934.4 |
939.5 |
5.1 |
0.5% |
936.2 |
| Range |
21.6 |
10.1 |
-11.5 |
-53.2% |
17.5 |
| ATR |
17.4 |
16.8 |
-0.5 |
-3.0% |
0.0 |
| Volume |
91,901 |
116,253 |
24,352 |
26.5% |
437,210 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.0 |
963.4 |
945.1 |
|
| R3 |
956.9 |
953.3 |
942.3 |
|
| R2 |
946.8 |
946.8 |
941.4 |
|
| R1 |
943.2 |
943.2 |
940.4 |
945.0 |
| PP |
936.7 |
936.7 |
936.7 |
937.7 |
| S1 |
933.1 |
933.1 |
938.6 |
934.9 |
| S2 |
926.6 |
926.6 |
937.6 |
|
| S3 |
916.5 |
923.0 |
936.7 |
|
| S4 |
906.4 |
912.9 |
933.9 |
|
|
| 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% |
14.3 |
1.5% |
84% |
False |
False |
88,158 |
| 10 |
959.2 |
913.2 |
46.0 |
4.9% |
14.7 |
1.6% |
57% |
False |
False |
91,096 |
| 20 |
992.1 |
913.2 |
78.9 |
8.4% |
18.0 |
1.9% |
33% |
False |
False |
99,868 |
| 40 |
992.1 |
882.0 |
110.1 |
11.7% |
16.8 |
1.8% |
52% |
False |
False |
61,805 |
| 60 |
992.1 |
867.5 |
124.6 |
13.3% |
16.9 |
1.8% |
58% |
False |
False |
41,938 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
18.3 |
1.9% |
58% |
False |
False |
31,910 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.1% |
19.2 |
2.0% |
51% |
False |
False |
25,663 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.2% |
18.2 |
1.9% |
65% |
False |
False |
21,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
983.3 |
|
2.618 |
966.8 |
|
1.618 |
956.7 |
|
1.000 |
950.5 |
|
0.618 |
946.6 |
|
HIGH |
940.4 |
|
0.618 |
936.5 |
|
0.500 |
935.4 |
|
0.382 |
934.2 |
|
LOW |
930.3 |
|
0.618 |
924.1 |
|
1.000 |
920.2 |
|
1.618 |
914.0 |
|
2.618 |
903.9 |
|
4.250 |
887.4 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
938.1 |
935.9 |
| PP |
936.7 |
932.4 |
| S1 |
935.4 |
928.8 |
|