COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
938.5 |
949.8 |
11.3 |
1.2% |
912.3 |
| High |
955.4 |
953.8 |
-1.6 |
-0.2% |
942.3 |
| Low |
937.0 |
944.3 |
7.3 |
0.8% |
907.4 |
| Close |
948.8 |
946.9 |
-1.9 |
-0.2% |
937.5 |
| Range |
18.4 |
9.5 |
-8.9 |
-48.4% |
34.9 |
| ATR |
15.0 |
14.6 |
-0.4 |
-2.6% |
0.0 |
| Volume |
62,043 |
102,844 |
40,801 |
65.8% |
438,291 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.8 |
971.4 |
952.1 |
|
| R3 |
967.3 |
961.9 |
949.5 |
|
| R2 |
957.8 |
957.8 |
948.6 |
|
| R1 |
952.4 |
952.4 |
947.8 |
950.4 |
| PP |
948.3 |
948.3 |
948.3 |
947.3 |
| S1 |
942.9 |
942.9 |
946.0 |
940.9 |
| S2 |
938.8 |
938.8 |
945.2 |
|
| S3 |
929.3 |
933.4 |
944.3 |
|
| S4 |
919.8 |
923.9 |
941.7 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,033.8 |
1,020.5 |
956.7 |
|
| R3 |
998.9 |
985.6 |
947.1 |
|
| R2 |
964.0 |
964.0 |
943.9 |
|
| R1 |
950.7 |
950.7 |
940.7 |
957.4 |
| PP |
929.1 |
929.1 |
929.1 |
932.4 |
| S1 |
915.8 |
915.8 |
934.3 |
922.5 |
| S2 |
894.2 |
894.2 |
931.1 |
|
| S3 |
859.3 |
880.9 |
927.9 |
|
| S4 |
824.4 |
846.0 |
918.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
955.4 |
924.5 |
30.9 |
3.3% |
12.4 |
1.3% |
72% |
False |
False |
86,062 |
| 10 |
955.4 |
904.8 |
50.6 |
5.3% |
13.0 |
1.4% |
83% |
False |
False |
90,428 |
| 20 |
955.4 |
904.8 |
50.6 |
5.3% |
14.1 |
1.5% |
83% |
False |
False |
89,906 |
| 40 |
992.1 |
904.8 |
87.3 |
9.2% |
16.4 |
1.7% |
48% |
False |
False |
92,810 |
| 60 |
992.1 |
882.0 |
110.1 |
11.6% |
16.0 |
1.7% |
59% |
False |
False |
66,224 |
| 80 |
992.1 |
867.5 |
124.6 |
13.2% |
16.3 |
1.7% |
64% |
False |
False |
50,318 |
| 100 |
992.1 |
867.5 |
124.6 |
13.2% |
18.0 |
1.9% |
64% |
False |
False |
40,472 |
| 120 |
1,008.9 |
867.5 |
141.4 |
14.9% |
18.5 |
1.9% |
56% |
False |
False |
33,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994.2 |
|
2.618 |
978.7 |
|
1.618 |
969.2 |
|
1.000 |
963.3 |
|
0.618 |
959.7 |
|
HIGH |
953.8 |
|
0.618 |
950.2 |
|
0.500 |
949.1 |
|
0.382 |
947.9 |
|
LOW |
944.3 |
|
0.618 |
938.4 |
|
1.000 |
934.8 |
|
1.618 |
928.9 |
|
2.618 |
919.4 |
|
4.250 |
903.9 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
949.1 |
945.8 |
| PP |
948.3 |
944.6 |
| S1 |
947.6 |
943.5 |
|