COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
961.3 |
955.4 |
-5.9 |
-0.6% |
979.5 |
| High |
962.0 |
964.6 |
2.6 |
0.3% |
991.8 |
| Low |
945.9 |
950.6 |
4.7 |
0.5% |
956.2 |
| Close |
953.9 |
956.1 |
2.2 |
0.2% |
964.0 |
| Range |
16.1 |
14.0 |
-2.1 |
-13.0% |
35.6 |
| ATR |
16.8 |
16.6 |
-0.2 |
-1.2% |
0.0 |
| Volume |
2,086 |
1,636 |
-450 |
-21.6% |
4,839 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.1 |
991.6 |
963.8 |
|
| R3 |
985.1 |
977.6 |
960.0 |
|
| R2 |
971.1 |
971.1 |
958.7 |
|
| R1 |
963.6 |
963.6 |
957.4 |
967.4 |
| PP |
957.1 |
957.1 |
957.1 |
959.0 |
| S1 |
949.6 |
949.6 |
954.8 |
953.4 |
| S2 |
943.1 |
943.1 |
953.5 |
|
| S3 |
929.1 |
935.6 |
952.3 |
|
| S4 |
915.1 |
921.6 |
948.4 |
|
|
| 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% |
21.5 |
2.2% |
22% |
False |
False |
1,383 |
| 10 |
991.8 |
945.9 |
45.9 |
4.8% |
19.0 |
2.0% |
22% |
False |
False |
1,417 |
| 20 |
991.8 |
916.3 |
75.5 |
7.9% |
15.8 |
1.7% |
53% |
False |
False |
1,366 |
| 40 |
991.8 |
870.0 |
121.8 |
12.7% |
13.9 |
1.5% |
71% |
False |
False |
977 |
| 60 |
991.8 |
870.0 |
121.8 |
12.7% |
14.0 |
1.5% |
71% |
False |
False |
933 |
| 80 |
1,008.7 |
870.0 |
138.7 |
14.5% |
15.2 |
1.6% |
62% |
False |
False |
787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,024.1 |
|
2.618 |
1,001.3 |
|
1.618 |
987.3 |
|
1.000 |
978.6 |
|
0.618 |
973.3 |
|
HIGH |
964.6 |
|
0.618 |
959.3 |
|
0.500 |
957.6 |
|
0.382 |
955.9 |
|
LOW |
950.6 |
|
0.618 |
941.9 |
|
1.000 |
936.6 |
|
1.618 |
927.9 |
|
2.618 |
913.9 |
|
4.250 |
891.1 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
957.6 |
965.7 |
| PP |
957.1 |
962.5 |
| S1 |
956.6 |
959.3 |
|