COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
933.6 |
935.6 |
2.0 |
0.2% |
961.3 |
| High |
940.4 |
941.5 |
1.1 |
0.1% |
967.0 |
| Low |
932.0 |
930.0 |
-2.0 |
-0.2% |
939.1 |
| Close |
933.6 |
937.4 |
3.8 |
0.4% |
942.1 |
| Range |
8.4 |
11.5 |
3.1 |
36.9% |
27.9 |
| ATR |
16.8 |
16.4 |
-0.4 |
-2.3% |
0.0 |
| Volume |
608 |
1,488 |
880 |
144.7% |
10,380 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970.8 |
965.6 |
943.7 |
|
| R3 |
959.3 |
954.1 |
940.6 |
|
| R2 |
947.8 |
947.8 |
939.5 |
|
| R1 |
942.6 |
942.6 |
938.5 |
945.2 |
| PP |
936.3 |
936.3 |
936.3 |
937.6 |
| S1 |
931.1 |
931.1 |
936.3 |
933.7 |
| S2 |
924.8 |
924.8 |
935.3 |
|
| S3 |
913.3 |
919.6 |
934.2 |
|
| S4 |
901.8 |
908.1 |
931.1 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,033.1 |
1,015.5 |
957.4 |
|
| R3 |
1,005.2 |
987.6 |
949.8 |
|
| R2 |
977.3 |
977.3 |
947.2 |
|
| R1 |
959.7 |
959.7 |
944.7 |
954.6 |
| PP |
949.4 |
949.4 |
949.4 |
946.8 |
| S1 |
931.8 |
931.8 |
939.5 |
926.7 |
| S2 |
921.5 |
921.5 |
937.0 |
|
| S3 |
893.6 |
903.9 |
934.4 |
|
| S4 |
865.7 |
876.0 |
926.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964.6 |
927.8 |
36.8 |
3.9% |
14.7 |
1.6% |
26% |
False |
False |
1,672 |
| 10 |
985.5 |
927.8 |
57.7 |
6.2% |
17.0 |
1.8% |
17% |
False |
False |
1,698 |
| 20 |
991.8 |
927.8 |
64.0 |
6.8% |
17.0 |
1.8% |
15% |
False |
False |
1,630 |
| 40 |
991.8 |
885.0 |
106.8 |
11.4% |
14.3 |
1.5% |
49% |
False |
False |
1,147 |
| 60 |
991.8 |
870.0 |
121.8 |
13.0% |
14.1 |
1.5% |
55% |
False |
False |
1,080 |
| 80 |
1,001.8 |
870.0 |
131.8 |
14.1% |
14.9 |
1.6% |
51% |
False |
False |
904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
990.4 |
|
2.618 |
971.6 |
|
1.618 |
960.1 |
|
1.000 |
953.0 |
|
0.618 |
948.6 |
|
HIGH |
941.5 |
|
0.618 |
937.1 |
|
0.500 |
935.8 |
|
0.382 |
934.4 |
|
LOW |
930.0 |
|
0.618 |
922.9 |
|
1.000 |
918.5 |
|
1.618 |
911.4 |
|
2.618 |
899.9 |
|
4.250 |
881.1 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.9 |
936.5 |
| PP |
936.3 |
935.6 |
| S1 |
935.8 |
934.7 |
|