COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
967.6 |
964.1 |
-3.5 |
-0.4% |
951.4 |
| High |
968.1 |
971.1 |
3.0 |
0.3% |
960.0 |
| Low |
959.8 |
956.5 |
-3.3 |
-0.3% |
925.2 |
| Close |
964.2 |
960.7 |
-3.5 |
-0.4% |
953.7 |
| Range |
8.3 |
14.6 |
6.3 |
75.9% |
34.8 |
| ATR |
14.4 |
14.4 |
0.0 |
0.1% |
0.0 |
| Volume |
565 |
742 |
177 |
31.3% |
508,116 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.6 |
998.2 |
968.7 |
|
| R3 |
992.0 |
983.6 |
964.7 |
|
| R2 |
977.4 |
977.4 |
963.4 |
|
| R1 |
969.0 |
969.0 |
962.0 |
965.9 |
| PP |
962.8 |
962.8 |
962.8 |
961.2 |
| S1 |
954.4 |
954.4 |
959.4 |
951.3 |
| S2 |
948.2 |
948.2 |
958.0 |
|
| S3 |
933.6 |
939.8 |
956.7 |
|
| S4 |
919.0 |
925.2 |
952.7 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,050.7 |
1,037.0 |
972.8 |
|
| R3 |
1,015.9 |
1,002.2 |
963.3 |
|
| R2 |
981.1 |
981.1 |
960.1 |
|
| R1 |
967.4 |
967.4 |
956.9 |
974.3 |
| PP |
946.3 |
946.3 |
946.3 |
949.7 |
| S1 |
932.6 |
932.6 |
950.5 |
939.5 |
| S2 |
911.5 |
911.5 |
947.3 |
|
| S3 |
876.7 |
897.8 |
944.1 |
|
| S4 |
841.9 |
863.0 |
934.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
971.1 |
932.0 |
39.1 |
4.1% |
15.9 |
1.7% |
73% |
True |
False |
10,255 |
| 10 |
971.1 |
925.2 |
45.9 |
4.8% |
14.7 |
1.5% |
77% |
True |
False |
64,769 |
| 20 |
971.1 |
906.6 |
64.5 |
6.7% |
13.2 |
1.4% |
84% |
True |
False |
75,574 |
| 40 |
971.1 |
904.8 |
66.3 |
6.9% |
14.3 |
1.5% |
84% |
True |
False |
83,197 |
| 60 |
992.1 |
904.8 |
87.3 |
9.1% |
15.5 |
1.6% |
64% |
False |
False |
78,722 |
| 80 |
992.1 |
867.5 |
124.6 |
13.0% |
15.7 |
1.6% |
75% |
False |
False |
60,063 |
| 100 |
992.1 |
867.5 |
124.6 |
13.0% |
16.7 |
1.7% |
75% |
False |
False |
48,507 |
| 120 |
1,008.9 |
867.5 |
141.4 |
14.7% |
18.2 |
1.9% |
66% |
False |
False |
40,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,033.2 |
|
2.618 |
1,009.3 |
|
1.618 |
994.7 |
|
1.000 |
985.7 |
|
0.618 |
980.1 |
|
HIGH |
971.1 |
|
0.618 |
965.5 |
|
0.500 |
963.8 |
|
0.382 |
962.1 |
|
LOW |
956.5 |
|
0.618 |
947.5 |
|
1.000 |
941.9 |
|
1.618 |
932.9 |
|
2.618 |
918.3 |
|
4.250 |
894.5 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
963.8 |
961.0 |
| PP |
962.8 |
960.9 |
| S1 |
961.7 |
960.8 |
|