COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
909.3 |
912.1 |
2.8 |
0.3% |
932.0 |
| High |
918.9 |
915.2 |
-3.7 |
-0.4% |
934.3 |
| Low |
906.2 |
906.6 |
0.4 |
0.0% |
904.8 |
| Close |
916.2 |
912.5 |
-3.7 |
-0.4% |
912.5 |
| Range |
12.7 |
8.6 |
-4.1 |
-32.3% |
29.5 |
| ATR |
16.5 |
16.0 |
-0.5 |
-3.0% |
0.0 |
| Volume |
131,006 |
91,682 |
-39,324 |
-30.0% |
482,706 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.2 |
933.5 |
917.2 |
|
| R3 |
928.6 |
924.9 |
914.9 |
|
| R2 |
920.0 |
920.0 |
914.1 |
|
| R1 |
916.3 |
916.3 |
913.3 |
918.2 |
| PP |
911.4 |
911.4 |
911.4 |
912.4 |
| S1 |
907.7 |
907.7 |
911.7 |
909.6 |
| S2 |
902.8 |
902.8 |
910.9 |
|
| S3 |
894.2 |
899.1 |
910.1 |
|
| S4 |
885.6 |
890.5 |
907.8 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,005.7 |
988.6 |
928.7 |
|
| R3 |
976.2 |
959.1 |
920.6 |
|
| R2 |
946.7 |
946.7 |
917.9 |
|
| R1 |
929.6 |
929.6 |
915.2 |
923.4 |
| PP |
917.2 |
917.2 |
917.2 |
914.1 |
| S1 |
900.1 |
900.1 |
909.8 |
893.9 |
| S2 |
887.7 |
887.7 |
907.1 |
|
| S3 |
858.2 |
870.6 |
904.4 |
|
| S4 |
828.7 |
841.1 |
896.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
934.3 |
904.8 |
29.5 |
3.2% |
13.6 |
1.5% |
26% |
False |
False |
96,541 |
| 10 |
949.0 |
904.8 |
44.2 |
4.8% |
14.9 |
1.6% |
17% |
False |
False |
89,004 |
| 20 |
959.2 |
904.8 |
54.4 |
6.0% |
14.8 |
1.6% |
14% |
False |
False |
90,050 |
| 40 |
992.1 |
904.8 |
87.3 |
9.6% |
16.6 |
1.8% |
9% |
False |
False |
82,229 |
| 60 |
992.1 |
867.5 |
124.6 |
13.7% |
16.4 |
1.8% |
36% |
False |
False |
56,406 |
| 80 |
992.1 |
867.5 |
124.6 |
13.7% |
17.6 |
1.9% |
36% |
False |
False |
42,858 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.5% |
18.9 |
2.1% |
32% |
False |
False |
34,506 |
| 120 |
1,008.9 |
842.3 |
166.6 |
18.3% |
18.9 |
2.1% |
42% |
False |
False |
28,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
951.8 |
|
2.618 |
937.7 |
|
1.618 |
929.1 |
|
1.000 |
923.8 |
|
0.618 |
920.5 |
|
HIGH |
915.2 |
|
0.618 |
911.9 |
|
0.500 |
910.9 |
|
0.382 |
909.9 |
|
LOW |
906.6 |
|
0.618 |
901.3 |
|
1.000 |
898.0 |
|
1.618 |
892.7 |
|
2.618 |
884.1 |
|
4.250 |
870.1 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
912.0 |
915.4 |
| PP |
911.4 |
914.4 |
| S1 |
910.9 |
913.5 |
|