COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
928.4 |
943.1 |
14.7 |
1.6% |
935.8 |
| High |
948.0 |
943.1 |
-4.9 |
-0.5% |
950.0 |
| Low |
928.4 |
928.4 |
0.0 |
0.0% |
915.0 |
| Close |
942.8 |
932.3 |
-10.5 |
-1.1% |
942.4 |
| Range |
19.6 |
14.7 |
-4.9 |
-25.0% |
35.0 |
| ATR |
15.5 |
15.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,007 |
802 |
-205 |
-20.4% |
8,142 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.7 |
970.2 |
940.4 |
|
| R3 |
964.0 |
955.5 |
936.3 |
|
| R2 |
949.3 |
949.3 |
935.0 |
|
| R1 |
940.8 |
940.8 |
933.6 |
937.7 |
| PP |
934.6 |
934.6 |
934.6 |
933.1 |
| S1 |
926.1 |
926.1 |
931.0 |
923.0 |
| S2 |
919.9 |
919.9 |
929.6 |
|
| S3 |
905.2 |
911.4 |
928.3 |
|
| S4 |
890.5 |
896.7 |
924.2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.8 |
1,026.6 |
961.7 |
|
| R3 |
1,005.8 |
991.6 |
952.0 |
|
| R2 |
970.8 |
970.8 |
948.8 |
|
| R1 |
956.6 |
956.6 |
945.6 |
963.7 |
| PP |
935.8 |
935.8 |
935.8 |
939.4 |
| S1 |
921.6 |
921.6 |
939.2 |
928.7 |
| S2 |
900.8 |
900.8 |
936.0 |
|
| S3 |
865.8 |
886.6 |
932.8 |
|
| S4 |
830.8 |
851.6 |
923.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
950.0 |
924.6 |
25.4 |
2.7% |
15.1 |
1.6% |
30% |
False |
False |
1,298 |
| 10 |
950.0 |
915.0 |
35.0 |
3.8% |
14.3 |
1.5% |
49% |
False |
False |
1,373 |
| 20 |
985.5 |
915.0 |
70.5 |
7.6% |
15.3 |
1.6% |
25% |
False |
False |
1,543 |
| 40 |
991.8 |
910.7 |
81.1 |
8.7% |
14.8 |
1.6% |
27% |
False |
False |
1,352 |
| 60 |
991.8 |
870.0 |
121.8 |
13.1% |
13.9 |
1.5% |
51% |
False |
False |
1,101 |
| 80 |
991.8 |
870.0 |
121.8 |
13.1% |
14.2 |
1.5% |
51% |
False |
False |
1,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.6 |
|
2.618 |
981.6 |
|
1.618 |
966.9 |
|
1.000 |
957.8 |
|
0.618 |
952.2 |
|
HIGH |
943.1 |
|
0.618 |
937.5 |
|
0.500 |
935.8 |
|
0.382 |
934.0 |
|
LOW |
928.4 |
|
0.618 |
919.3 |
|
1.000 |
913.7 |
|
1.618 |
904.6 |
|
2.618 |
889.9 |
|
4.250 |
865.9 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
935.8 |
936.3 |
| PP |
934.6 |
935.0 |
| S1 |
933.5 |
933.6 |
|