COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
924.6 |
924.1 |
-0.5 |
-0.1% |
940.7 |
| High |
932.4 |
925.9 |
-6.5 |
-0.7% |
947.0 |
| Low |
921.0 |
904.8 |
-16.2 |
-1.8% |
922.7 |
| Close |
929.1 |
909.3 |
-19.8 |
-2.1% |
931.0 |
| Range |
11.4 |
21.1 |
9.7 |
85.1% |
24.3 |
| ATR |
16.2 |
16.7 |
0.6 |
3.6% |
0.0 |
| Volume |
79,789 |
78,415 |
-1,374 |
-1.7% |
330,394 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.6 |
964.1 |
920.9 |
|
| R3 |
955.5 |
943.0 |
915.1 |
|
| R2 |
934.4 |
934.4 |
913.2 |
|
| R1 |
921.9 |
921.9 |
911.2 |
917.6 |
| PP |
913.3 |
913.3 |
913.3 |
911.2 |
| S1 |
900.8 |
900.8 |
907.4 |
896.5 |
| S2 |
892.2 |
892.2 |
905.4 |
|
| S3 |
871.1 |
879.7 |
903.5 |
|
| S4 |
850.0 |
858.6 |
897.7 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.5 |
993.0 |
944.4 |
|
| R3 |
982.2 |
968.7 |
937.7 |
|
| R2 |
957.9 |
957.9 |
935.5 |
|
| R1 |
944.4 |
944.4 |
933.2 |
939.0 |
| PP |
933.6 |
933.6 |
933.6 |
930.9 |
| S1 |
920.1 |
920.1 |
928.8 |
914.7 |
| S2 |
909.3 |
909.3 |
926.5 |
|
| S3 |
885.0 |
895.8 |
924.3 |
|
| S4 |
860.7 |
871.5 |
917.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
947.0 |
904.8 |
42.2 |
4.6% |
16.6 |
1.8% |
11% |
False |
True |
91,945 |
| 10 |
949.0 |
904.8 |
44.2 |
4.9% |
15.9 |
1.8% |
10% |
False |
True |
87,551 |
| 20 |
966.7 |
904.8 |
61.9 |
6.8% |
15.7 |
1.7% |
7% |
False |
True |
88,711 |
| 40 |
992.1 |
904.8 |
87.3 |
9.6% |
16.7 |
1.8% |
5% |
False |
True |
77,263 |
| 60 |
992.1 |
867.5 |
124.6 |
13.7% |
16.5 |
1.8% |
34% |
False |
False |
52,729 |
| 80 |
992.1 |
867.5 |
124.6 |
13.7% |
17.6 |
1.9% |
34% |
False |
False |
40,118 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.6% |
19.2 |
2.1% |
30% |
False |
False |
32,298 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.9% |
18.7 |
2.1% |
50% |
False |
False |
26,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,015.6 |
|
2.618 |
981.1 |
|
1.618 |
960.0 |
|
1.000 |
947.0 |
|
0.618 |
938.9 |
|
HIGH |
925.9 |
|
0.618 |
917.8 |
|
0.500 |
915.4 |
|
0.382 |
912.9 |
|
LOW |
904.8 |
|
0.618 |
891.8 |
|
1.000 |
883.7 |
|
1.618 |
870.7 |
|
2.618 |
849.6 |
|
4.250 |
815.1 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
915.4 |
919.6 |
| PP |
913.3 |
916.1 |
| S1 |
911.3 |
912.7 |
|