COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
923.6 |
927.8 |
4.2 |
0.5% |
938.7 |
| High |
928.7 |
945.0 |
16.3 |
1.8% |
944.0 |
| Low |
915.0 |
924.2 |
9.2 |
1.0% |
927.8 |
| Close |
925.6 |
935.8 |
10.2 |
1.1% |
937.6 |
| Range |
13.7 |
20.8 |
7.1 |
51.8% |
16.2 |
| ATR |
15.5 |
15.9 |
0.4 |
2.4% |
0.0 |
| Volume |
324 |
2,917 |
2,593 |
800.3% |
5,597 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.4 |
987.4 |
947.2 |
|
| R3 |
976.6 |
966.6 |
941.5 |
|
| R2 |
955.8 |
955.8 |
939.6 |
|
| R1 |
945.8 |
945.8 |
937.7 |
950.8 |
| PP |
935.0 |
935.0 |
935.0 |
937.5 |
| S1 |
925.0 |
925.0 |
933.9 |
930.0 |
| S2 |
914.2 |
914.2 |
932.0 |
|
| S3 |
893.4 |
904.2 |
930.1 |
|
| S4 |
872.6 |
883.4 |
924.4 |
|
|
| 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 |
945.0 |
915.0 |
30.0 |
3.2% |
14.0 |
1.5% |
69% |
True |
False |
1,048 |
| 10 |
964.6 |
915.0 |
49.6 |
5.3% |
14.3 |
1.5% |
42% |
False |
False |
1,360 |
| 20 |
991.8 |
915.0 |
76.8 |
8.2% |
17.0 |
1.8% |
27% |
False |
False |
1,382 |
| 40 |
991.8 |
885.0 |
106.8 |
11.4% |
14.7 |
1.6% |
48% |
False |
False |
1,231 |
| 60 |
991.8 |
870.0 |
121.8 |
13.0% |
14.3 |
1.5% |
54% |
False |
False |
999 |
| 80 |
991.8 |
870.0 |
121.8 |
13.0% |
14.4 |
1.5% |
54% |
False |
False |
940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,033.4 |
|
2.618 |
999.5 |
|
1.618 |
978.7 |
|
1.000 |
965.8 |
|
0.618 |
957.9 |
|
HIGH |
945.0 |
|
0.618 |
937.1 |
|
0.500 |
934.6 |
|
0.382 |
932.1 |
|
LOW |
924.2 |
|
0.618 |
911.3 |
|
1.000 |
903.4 |
|
1.618 |
890.5 |
|
2.618 |
869.7 |
|
4.250 |
835.8 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
935.4 |
933.9 |
| PP |
935.0 |
931.9 |
| S1 |
934.6 |
930.0 |
|