COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
984.0 |
961.3 |
-22.7 |
-2.3% |
979.5 |
| High |
985.5 |
962.0 |
-23.5 |
-2.4% |
991.8 |
| Low |
956.2 |
945.9 |
-10.3 |
-1.1% |
956.2 |
| Close |
964.0 |
953.9 |
-10.1 |
-1.0% |
964.0 |
| Range |
29.3 |
16.1 |
-13.2 |
-45.1% |
35.6 |
| ATR |
16.7 |
16.8 |
0.1 |
0.6% |
0.0 |
| Volume |
1,464 |
2,086 |
622 |
42.5% |
4,839 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,002.2 |
994.2 |
962.8 |
|
| R3 |
986.1 |
978.1 |
958.3 |
|
| R2 |
970.0 |
970.0 |
956.9 |
|
| R1 |
962.0 |
962.0 |
955.4 |
958.0 |
| PP |
953.9 |
953.9 |
953.9 |
951.9 |
| S1 |
945.9 |
945.9 |
952.4 |
941.9 |
| S2 |
937.8 |
937.8 |
950.9 |
|
| S3 |
921.7 |
929.8 |
949.5 |
|
| S4 |
905.6 |
913.7 |
945.0 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,077.5 |
1,056.3 |
983.6 |
|
| R3 |
1,041.9 |
1,020.7 |
973.8 |
|
| R2 |
1,006.3 |
1,006.3 |
970.5 |
|
| R1 |
985.1 |
985.1 |
967.3 |
977.9 |
| PP |
970.7 |
970.7 |
970.7 |
967.1 |
| S1 |
949.5 |
949.5 |
960.7 |
942.3 |
| S2 |
935.1 |
935.1 |
957.5 |
|
| S3 |
899.5 |
913.9 |
954.2 |
|
| S4 |
863.9 |
878.3 |
944.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
991.8 |
945.9 |
45.9 |
4.8% |
22.1 |
2.3% |
17% |
False |
True |
1,275 |
| 10 |
991.8 |
944.8 |
47.0 |
4.9% |
19.2 |
2.0% |
19% |
False |
False |
1,374 |
| 20 |
991.8 |
914.8 |
77.0 |
8.1% |
15.4 |
1.6% |
51% |
False |
False |
1,291 |
| 40 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
69% |
False |
False |
938 |
| 60 |
991.8 |
870.0 |
121.8 |
12.8% |
14.1 |
1.5% |
69% |
False |
False |
910 |
| 80 |
1,008.7 |
870.0 |
138.7 |
14.5% |
15.1 |
1.6% |
60% |
False |
False |
767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,030.4 |
|
2.618 |
1,004.1 |
|
1.618 |
988.0 |
|
1.000 |
978.1 |
|
0.618 |
971.9 |
|
HIGH |
962.0 |
|
0.618 |
955.8 |
|
0.500 |
954.0 |
|
0.382 |
952.1 |
|
LOW |
945.9 |
|
0.618 |
936.0 |
|
1.000 |
929.8 |
|
1.618 |
919.9 |
|
2.618 |
903.8 |
|
4.250 |
877.5 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
954.0 |
965.7 |
| PP |
953.9 |
961.8 |
| S1 |
953.9 |
957.8 |
|