COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
940.7 |
938.1 |
-2.6 |
-0.3% |
935.1 |
| High |
943.2 |
945.4 |
2.2 |
0.2% |
949.0 |
| Low |
933.6 |
922.7 |
-10.9 |
-1.2% |
913.2 |
| Close |
940.7 |
927.4 |
-13.3 |
-1.4% |
941.0 |
| Range |
9.6 |
22.7 |
13.1 |
136.5% |
35.8 |
| ATR |
16.0 |
16.5 |
0.5 |
3.0% |
0.0 |
| Volume |
73,575 |
57,109 |
-16,466 |
-22.4% |
439,417 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.9 |
986.4 |
939.9 |
|
| R3 |
977.2 |
963.7 |
933.6 |
|
| R2 |
954.5 |
954.5 |
931.6 |
|
| R1 |
941.0 |
941.0 |
929.5 |
936.4 |
| PP |
931.8 |
931.8 |
931.8 |
929.6 |
| S1 |
918.3 |
918.3 |
925.3 |
913.7 |
| S2 |
909.1 |
909.1 |
923.2 |
|
| S3 |
886.4 |
895.6 |
921.2 |
|
| S4 |
863.7 |
872.9 |
914.9 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,041.8 |
1,027.2 |
960.7 |
|
| R3 |
1,006.0 |
991.4 |
950.8 |
|
| R2 |
970.2 |
970.2 |
947.6 |
|
| R1 |
955.6 |
955.6 |
944.3 |
962.9 |
| PP |
934.4 |
934.4 |
934.4 |
938.1 |
| S1 |
919.8 |
919.8 |
937.7 |
927.1 |
| S2 |
898.6 |
898.6 |
934.4 |
|
| S3 |
862.8 |
884.0 |
931.2 |
|
| S4 |
827.0 |
848.2 |
921.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949.0 |
922.7 |
26.3 |
2.8% |
15.3 |
1.6% |
18% |
False |
True |
83,156 |
| 10 |
949.0 |
913.2 |
35.8 |
3.9% |
14.2 |
1.5% |
40% |
False |
False |
81,266 |
| 20 |
992.1 |
913.2 |
78.9 |
8.5% |
17.4 |
1.9% |
18% |
False |
False |
94,328 |
| 40 |
992.1 |
895.5 |
96.6 |
10.4% |
16.7 |
1.8% |
33% |
False |
False |
66,570 |
| 60 |
992.1 |
867.5 |
124.6 |
13.4% |
16.5 |
1.8% |
48% |
False |
False |
45,231 |
| 80 |
992.1 |
867.5 |
124.6 |
13.4% |
18.1 |
1.9% |
48% |
False |
False |
34,466 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.2% |
19.3 |
2.1% |
42% |
False |
False |
27,724 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.4% |
18.2 |
2.0% |
59% |
False |
False |
23,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,041.9 |
|
2.618 |
1,004.8 |
|
1.618 |
982.1 |
|
1.000 |
968.1 |
|
0.618 |
959.4 |
|
HIGH |
945.4 |
|
0.618 |
936.7 |
|
0.500 |
934.1 |
|
0.382 |
931.4 |
|
LOW |
922.7 |
|
0.618 |
908.7 |
|
1.000 |
900.0 |
|
1.618 |
886.0 |
|
2.618 |
863.3 |
|
4.250 |
826.2 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.1 |
935.9 |
| PP |
931.8 |
933.0 |
| S1 |
929.6 |
930.2 |
|