COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
925.4 |
939.3 |
13.9 |
1.5% |
932.0 |
| High |
942.3 |
940.5 |
-1.8 |
-0.2% |
934.3 |
| Low |
924.5 |
932.6 |
8.1 |
0.9% |
904.8 |
| Close |
939.4 |
935.4 |
-4.0 |
-0.4% |
912.5 |
| Range |
17.8 |
7.9 |
-9.9 |
-55.6% |
29.5 |
| ATR |
15.8 |
15.3 |
-0.6 |
-3.6% |
0.0 |
| Volume |
82,435 |
122,618 |
40,183 |
48.7% |
482,706 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.9 |
955.5 |
939.7 |
|
| R3 |
952.0 |
947.6 |
937.6 |
|
| R2 |
944.1 |
944.1 |
936.8 |
|
| R1 |
939.7 |
939.7 |
936.1 |
938.0 |
| PP |
936.2 |
936.2 |
936.2 |
935.3 |
| S1 |
931.8 |
931.8 |
934.7 |
930.1 |
| S2 |
928.3 |
928.3 |
934.0 |
|
| S3 |
920.4 |
923.9 |
933.2 |
|
| S4 |
912.5 |
916.0 |
931.1 |
|
|
| 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 |
906.6 |
35.7 |
3.8% |
12.1 |
1.3% |
81% |
False |
False |
93,920 |
| 10 |
942.3 |
904.8 |
37.5 |
4.0% |
13.5 |
1.4% |
82% |
False |
False |
95,804 |
| 20 |
949.0 |
904.8 |
44.2 |
4.7% |
14.3 |
1.5% |
69% |
False |
False |
89,820 |
| 40 |
992.1 |
904.8 |
87.3 |
9.3% |
16.7 |
1.8% |
35% |
False |
False |
89,471 |
| 60 |
992.1 |
882.0 |
110.1 |
11.8% |
16.0 |
1.7% |
49% |
False |
False |
62,623 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
16.6 |
1.8% |
54% |
False |
False |
47,536 |
| 100 |
1,001.0 |
867.5 |
133.5 |
14.3% |
18.6 |
2.0% |
51% |
False |
False |
38,251 |
| 120 |
1,008.9 |
867.5 |
141.4 |
15.1% |
18.4 |
2.0% |
48% |
False |
False |
31,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
974.1 |
|
2.618 |
961.2 |
|
1.618 |
953.3 |
|
1.000 |
948.4 |
|
0.618 |
945.4 |
|
HIGH |
940.5 |
|
0.618 |
937.5 |
|
0.500 |
936.6 |
|
0.382 |
935.6 |
|
LOW |
932.6 |
|
0.618 |
927.7 |
|
1.000 |
924.7 |
|
1.618 |
919.8 |
|
2.618 |
911.9 |
|
4.250 |
899.0 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.6 |
933.6 |
| PP |
936.2 |
931.8 |
| S1 |
935.8 |
930.1 |
|