COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
938.1 |
926.1 |
-12.0 |
-1.3% |
935.1 |
| High |
945.4 |
947.0 |
1.6 |
0.2% |
949.0 |
| Low |
922.7 |
926.1 |
3.4 |
0.4% |
913.2 |
| Close |
927.4 |
941.3 |
13.9 |
1.5% |
941.0 |
| Range |
22.7 |
20.9 |
-1.8 |
-7.9% |
35.8 |
| ATR |
16.5 |
16.8 |
0.3 |
1.9% |
0.0 |
| Volume |
57,109 |
102,293 |
45,184 |
79.1% |
439,417 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,000.8 |
992.0 |
952.8 |
|
| R3 |
979.9 |
971.1 |
947.0 |
|
| R2 |
959.0 |
959.0 |
945.1 |
|
| R1 |
950.2 |
950.2 |
943.2 |
954.6 |
| PP |
938.1 |
938.1 |
938.1 |
940.4 |
| S1 |
929.3 |
929.3 |
939.4 |
933.7 |
| S2 |
917.2 |
917.2 |
937.5 |
|
| S3 |
896.3 |
908.4 |
935.6 |
|
| S4 |
875.4 |
887.5 |
929.8 |
|
|
| 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% |
15.1 |
1.6% |
71% |
False |
False |
85,234 |
| 10 |
949.0 |
913.2 |
35.8 |
3.8% |
15.1 |
1.6% |
78% |
False |
False |
83,836 |
| 20 |
985.0 |
913.2 |
71.8 |
7.6% |
16.9 |
1.8% |
39% |
False |
False |
95,008 |
| 40 |
992.1 |
898.0 |
94.1 |
10.0% |
16.6 |
1.8% |
46% |
False |
False |
68,995 |
| 60 |
992.1 |
867.5 |
124.6 |
13.2% |
16.3 |
1.7% |
59% |
False |
False |
46,908 |
| 80 |
992.1 |
867.5 |
124.6 |
13.2% |
18.0 |
1.9% |
59% |
False |
False |
35,710 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.0% |
19.4 |
2.1% |
52% |
False |
False |
28,744 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.1% |
18.3 |
1.9% |
66% |
False |
False |
24,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,035.8 |
|
2.618 |
1,001.7 |
|
1.618 |
980.8 |
|
1.000 |
967.9 |
|
0.618 |
959.9 |
|
HIGH |
947.0 |
|
0.618 |
939.0 |
|
0.500 |
936.6 |
|
0.382 |
934.1 |
|
LOW |
926.1 |
|
0.618 |
913.2 |
|
1.000 |
905.2 |
|
1.618 |
892.3 |
|
2.618 |
871.4 |
|
4.250 |
837.3 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
939.7 |
939.2 |
| PP |
938.1 |
937.0 |
| S1 |
936.6 |
934.9 |
|