COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
947.2 |
947.5 |
0.3 |
0.0% |
952.6 |
| High |
949.7 |
951.5 |
1.8 |
0.2% |
971.1 |
| Low |
943.1 |
943.0 |
-0.1 |
0.0% |
950.8 |
| Close |
945.8 |
950.7 |
4.9 |
0.5% |
957.3 |
| Range |
6.6 |
8.5 |
1.9 |
28.8% |
20.3 |
| ATR |
13.5 |
13.2 |
-0.4 |
-2.7% |
0.0 |
| Volume |
395 |
105 |
-290 |
-73.4% |
15,199 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.9 |
970.8 |
955.4 |
|
| R3 |
965.4 |
962.3 |
953.0 |
|
| R2 |
956.9 |
956.9 |
952.3 |
|
| R1 |
953.8 |
953.8 |
951.5 |
955.4 |
| PP |
948.4 |
948.4 |
948.4 |
949.2 |
| S1 |
945.3 |
945.3 |
949.9 |
946.9 |
| S2 |
939.9 |
939.9 |
949.1 |
|
| S3 |
931.4 |
936.8 |
948.4 |
|
| S4 |
922.9 |
928.3 |
946.0 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,020.6 |
1,009.3 |
968.5 |
|
| R3 |
1,000.3 |
989.0 |
962.9 |
|
| R2 |
980.0 |
980.0 |
961.0 |
|
| R1 |
968.7 |
968.7 |
959.2 |
974.4 |
| PP |
959.7 |
959.7 |
959.7 |
962.6 |
| S1 |
948.4 |
948.4 |
955.4 |
954.1 |
| S2 |
939.4 |
939.4 |
953.6 |
|
| S3 |
919.1 |
928.1 |
951.7 |
|
| S4 |
898.8 |
907.8 |
946.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
971.1 |
943.0 |
28.1 |
3.0% |
10.4 |
1.1% |
27% |
False |
True |
485 |
| 10 |
971.1 |
928.4 |
42.7 |
4.5% |
12.5 |
1.3% |
52% |
False |
False |
18,205 |
| 20 |
971.1 |
925.2 |
45.9 |
4.8% |
12.4 |
1.3% |
56% |
False |
False |
58,309 |
| 40 |
971.1 |
904.8 |
66.3 |
7.0% |
13.5 |
1.4% |
69% |
False |
False |
72,914 |
| 60 |
992.1 |
904.8 |
87.3 |
9.2% |
15.3 |
1.6% |
53% |
False |
False |
77,366 |
| 80 |
992.1 |
882.0 |
110.1 |
11.6% |
15.2 |
1.6% |
62% |
False |
False |
60,036 |
| 100 |
992.1 |
867.5 |
124.6 |
13.1% |
15.9 |
1.7% |
67% |
False |
False |
48,479 |
| 120 |
1,001.9 |
867.5 |
134.4 |
14.1% |
17.7 |
1.9% |
62% |
False |
False |
40,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987.6 |
|
2.618 |
973.8 |
|
1.618 |
965.3 |
|
1.000 |
960.0 |
|
0.618 |
956.8 |
|
HIGH |
951.5 |
|
0.618 |
948.3 |
|
0.500 |
947.3 |
|
0.382 |
946.2 |
|
LOW |
943.0 |
|
0.618 |
937.7 |
|
1.000 |
934.5 |
|
1.618 |
929.2 |
|
2.618 |
920.7 |
|
4.250 |
906.9 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
949.6 |
950.3 |
| PP |
948.4 |
949.9 |
| S1 |
947.3 |
949.6 |
|