COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
947.5 |
952.6 |
5.1 |
0.5% |
952.6 |
| High |
951.5 |
960.1 |
8.6 |
0.9% |
971.1 |
| Low |
943.0 |
952.3 |
9.3 |
1.0% |
950.8 |
| Close |
950.7 |
954.7 |
4.0 |
0.4% |
957.3 |
| Range |
8.5 |
7.8 |
-0.7 |
-8.2% |
20.3 |
| ATR |
13.2 |
12.9 |
-0.3 |
-2.1% |
0.0 |
| Volume |
105 |
102 |
-3 |
-2.9% |
15,199 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.1 |
974.7 |
959.0 |
|
| R3 |
971.3 |
966.9 |
956.8 |
|
| R2 |
963.5 |
963.5 |
956.1 |
|
| R1 |
959.1 |
959.1 |
955.4 |
961.3 |
| PP |
955.7 |
955.7 |
955.7 |
956.8 |
| S1 |
951.3 |
951.3 |
954.0 |
953.5 |
| S2 |
947.9 |
947.9 |
953.3 |
|
| S3 |
940.1 |
943.5 |
952.6 |
|
| S4 |
932.3 |
935.7 |
950.4 |
|
|
| 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 |
964.3 |
943.0 |
21.3 |
2.2% |
9.0 |
0.9% |
55% |
False |
False |
357 |
| 10 |
971.1 |
932.0 |
39.1 |
4.1% |
12.5 |
1.3% |
58% |
False |
False |
5,306 |
| 20 |
971.1 |
925.2 |
45.9 |
4.8% |
12.4 |
1.3% |
64% |
False |
False |
52,184 |
| 40 |
971.1 |
904.8 |
66.3 |
6.9% |
13.4 |
1.4% |
75% |
False |
False |
71,002 |
| 60 |
992.1 |
904.8 |
87.3 |
9.1% |
15.3 |
1.6% |
57% |
False |
False |
77,042 |
| 80 |
992.1 |
882.0 |
110.1 |
11.5% |
15.1 |
1.6% |
66% |
False |
False |
60,013 |
| 100 |
992.1 |
867.5 |
124.6 |
13.1% |
15.7 |
1.6% |
70% |
False |
False |
48,465 |
| 120 |
1,001.0 |
867.5 |
133.5 |
14.0% |
17.5 |
1.8% |
65% |
False |
False |
40,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993.3 |
|
2.618 |
980.5 |
|
1.618 |
972.7 |
|
1.000 |
967.9 |
|
0.618 |
964.9 |
|
HIGH |
960.1 |
|
0.618 |
957.1 |
|
0.500 |
956.2 |
|
0.382 |
955.3 |
|
LOW |
952.3 |
|
0.618 |
947.5 |
|
1.000 |
944.5 |
|
1.618 |
939.7 |
|
2.618 |
931.9 |
|
4.250 |
919.2 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
956.2 |
953.7 |
| PP |
955.7 |
952.6 |
| S1 |
955.2 |
951.6 |
|