COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
935.8 |
923.6 |
-12.2 |
-1.3% |
938.7 |
| High |
935.8 |
928.7 |
-7.1 |
-0.8% |
944.0 |
| Low |
919.8 |
915.0 |
-4.8 |
-0.5% |
927.8 |
| Close |
922.4 |
925.6 |
3.2 |
0.3% |
937.6 |
| Range |
16.0 |
13.7 |
-2.3 |
-14.4% |
16.2 |
| ATR |
15.6 |
15.5 |
-0.1 |
-0.9% |
0.0 |
| Volume |
457 |
324 |
-133 |
-29.1% |
5,597 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.2 |
958.6 |
933.1 |
|
| R3 |
950.5 |
944.9 |
929.4 |
|
| R2 |
936.8 |
936.8 |
928.1 |
|
| R1 |
931.2 |
931.2 |
926.9 |
934.0 |
| PP |
923.1 |
923.1 |
923.1 |
924.5 |
| S1 |
917.5 |
917.5 |
924.3 |
920.3 |
| S2 |
909.4 |
909.4 |
923.1 |
|
| S3 |
895.7 |
903.8 |
921.8 |
|
| S4 |
882.0 |
890.1 |
918.1 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.1 |
977.5 |
946.5 |
|
| R3 |
968.9 |
961.3 |
942.1 |
|
| R2 |
952.7 |
952.7 |
940.6 |
|
| R1 |
945.1 |
945.1 |
939.1 |
940.8 |
| PP |
936.5 |
936.5 |
936.5 |
934.3 |
| S1 |
928.9 |
928.9 |
936.1 |
924.6 |
| S2 |
920.3 |
920.3 |
934.6 |
|
| S3 |
904.1 |
912.7 |
933.1 |
|
| S4 |
887.9 |
896.5 |
928.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
944.0 |
915.0 |
29.0 |
3.1% |
12.1 |
1.3% |
37% |
False |
True |
762 |
| 10 |
967.0 |
915.0 |
52.0 |
5.6% |
14.0 |
1.5% |
20% |
False |
True |
1,303 |
| 20 |
991.8 |
915.0 |
76.8 |
8.3% |
16.5 |
1.8% |
14% |
False |
True |
1,360 |
| 40 |
991.8 |
885.0 |
106.8 |
11.5% |
14.6 |
1.6% |
38% |
False |
False |
1,161 |
| 60 |
991.8 |
870.0 |
121.8 |
13.2% |
14.2 |
1.5% |
46% |
False |
False |
1,022 |
| 80 |
991.8 |
870.0 |
121.8 |
13.2% |
14.5 |
1.6% |
46% |
False |
False |
906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
986.9 |
|
2.618 |
964.6 |
|
1.618 |
950.9 |
|
1.000 |
942.4 |
|
0.618 |
937.2 |
|
HIGH |
928.7 |
|
0.618 |
923.5 |
|
0.500 |
921.9 |
|
0.382 |
920.2 |
|
LOW |
915.0 |
|
0.618 |
906.5 |
|
1.000 |
901.3 |
|
1.618 |
892.8 |
|
2.618 |
879.1 |
|
4.250 |
856.8 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
924.4 |
927.9 |
| PP |
923.1 |
927.1 |
| S1 |
921.9 |
926.4 |
|