COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
912.3 |
921.2 |
8.9 |
1.0% |
932.0 |
| High |
923.4 |
927.8 |
4.4 |
0.5% |
934.3 |
| Low |
907.4 |
917.8 |
10.4 |
1.1% |
904.8 |
| Close |
922.5 |
922.8 |
0.3 |
0.0% |
912.5 |
| Range |
16.0 |
10.0 |
-6.0 |
-37.5% |
29.5 |
| ATR |
16.0 |
15.5 |
-0.4 |
-2.7% |
0.0 |
| Volume |
72,833 |
100,035 |
27,202 |
37.3% |
482,706 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
952.8 |
947.8 |
928.3 |
|
| R3 |
942.8 |
937.8 |
925.6 |
|
| R2 |
932.8 |
932.8 |
924.6 |
|
| R1 |
927.8 |
927.8 |
923.7 |
930.3 |
| PP |
922.8 |
922.8 |
922.8 |
924.1 |
| S1 |
917.8 |
917.8 |
921.9 |
920.3 |
| S2 |
912.8 |
912.8 |
921.0 |
|
| S3 |
902.8 |
907.8 |
920.1 |
|
| S4 |
892.8 |
897.8 |
917.3 |
|
|
| 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 |
927.8 |
904.8 |
23.0 |
2.5% |
13.7 |
1.5% |
78% |
True |
False |
94,794 |
| 10 |
947.0 |
904.8 |
42.2 |
4.6% |
15.3 |
1.7% |
43% |
False |
False |
91,239 |
| 20 |
949.0 |
904.8 |
44.2 |
4.8% |
14.3 |
1.5% |
41% |
False |
False |
87,974 |
| 40 |
992.1 |
904.8 |
87.3 |
9.5% |
16.8 |
1.8% |
21% |
False |
False |
85,429 |
| 60 |
992.1 |
867.5 |
124.6 |
13.5% |
16.3 |
1.8% |
44% |
False |
False |
59,256 |
| 80 |
992.1 |
867.5 |
124.6 |
13.5% |
16.7 |
1.8% |
44% |
False |
False |
44,998 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.3% |
18.8 |
2.0% |
39% |
False |
False |
36,227 |
| 120 |
1,008.9 |
849.2 |
159.7 |
17.3% |
18.7 |
2.0% |
46% |
False |
False |
30,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
970.3 |
|
2.618 |
954.0 |
|
1.618 |
944.0 |
|
1.000 |
937.8 |
|
0.618 |
934.0 |
|
HIGH |
927.8 |
|
0.618 |
924.0 |
|
0.500 |
922.8 |
|
0.382 |
921.6 |
|
LOW |
917.8 |
|
0.618 |
911.6 |
|
1.000 |
907.8 |
|
1.618 |
901.6 |
|
2.618 |
891.6 |
|
4.250 |
875.3 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
922.8 |
920.9 |
| PP |
922.8 |
919.1 |
| S1 |
922.8 |
917.2 |
|