COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
921.2 |
925.4 |
4.2 |
0.5% |
932.0 |
| High |
927.8 |
942.3 |
14.5 |
1.6% |
934.3 |
| Low |
917.8 |
924.5 |
6.7 |
0.7% |
904.8 |
| Close |
922.8 |
939.4 |
16.6 |
1.8% |
912.5 |
| Range |
10.0 |
17.8 |
7.8 |
78.0% |
29.5 |
| ATR |
15.5 |
15.8 |
0.3 |
1.8% |
0.0 |
| Volume |
100,035 |
82,435 |
-17,600 |
-17.6% |
482,706 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.8 |
981.9 |
949.2 |
|
| R3 |
971.0 |
964.1 |
944.3 |
|
| R2 |
953.2 |
953.2 |
942.7 |
|
| R1 |
946.3 |
946.3 |
941.0 |
949.8 |
| PP |
935.4 |
935.4 |
935.4 |
937.1 |
| S1 |
928.5 |
928.5 |
937.8 |
932.0 |
| S2 |
917.6 |
917.6 |
936.1 |
|
| S3 |
899.8 |
910.7 |
934.5 |
|
| S4 |
882.0 |
892.9 |
929.6 |
|
|
| 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 |
942.3 |
906.2 |
36.1 |
3.8% |
13.0 |
1.4% |
92% |
True |
False |
95,598 |
| 10 |
947.0 |
904.8 |
42.2 |
4.5% |
14.8 |
1.6% |
82% |
False |
False |
93,771 |
| 20 |
949.0 |
904.8 |
44.2 |
4.7% |
14.5 |
1.5% |
78% |
False |
False |
87,519 |
| 40 |
992.1 |
904.8 |
87.3 |
9.3% |
16.8 |
1.8% |
40% |
False |
False |
86,895 |
| 60 |
992.1 |
882.0 |
110.1 |
11.7% |
16.2 |
1.7% |
52% |
False |
False |
60,611 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
16.7 |
1.8% |
58% |
False |
False |
46,022 |
| 100 |
1,001.9 |
867.5 |
134.4 |
14.3% |
18.7 |
2.0% |
53% |
False |
False |
37,044 |
| 120 |
1,008.9 |
857.7 |
151.2 |
16.1% |
18.7 |
2.0% |
54% |
False |
False |
30,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.0 |
|
2.618 |
988.9 |
|
1.618 |
971.1 |
|
1.000 |
960.1 |
|
0.618 |
953.3 |
|
HIGH |
942.3 |
|
0.618 |
935.5 |
|
0.500 |
933.4 |
|
0.382 |
931.3 |
|
LOW |
924.5 |
|
0.618 |
913.5 |
|
1.000 |
906.7 |
|
1.618 |
895.7 |
|
2.618 |
877.9 |
|
4.250 |
848.9 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
937.4 |
934.6 |
| PP |
935.4 |
929.7 |
| S1 |
933.4 |
924.9 |
|