COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
943.1 |
931.3 |
-11.8 |
-1.3% |
942.1 |
| High |
943.1 |
932.2 |
-10.9 |
-1.2% |
948.0 |
| Low |
928.4 |
922.2 |
-6.2 |
-0.7% |
924.6 |
| Close |
932.3 |
925.6 |
-6.7 |
-0.7% |
932.3 |
| Range |
14.7 |
10.0 |
-4.7 |
-32.0% |
23.4 |
| ATR |
15.4 |
15.0 |
-0.4 |
-2.5% |
0.0 |
| Volume |
802 |
1,116 |
314 |
39.2% |
5,291 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956.7 |
951.1 |
931.1 |
|
| R3 |
946.7 |
941.1 |
928.4 |
|
| R2 |
936.7 |
936.7 |
927.4 |
|
| R1 |
931.1 |
931.1 |
926.5 |
928.9 |
| PP |
926.7 |
926.7 |
926.7 |
925.6 |
| S1 |
921.1 |
921.1 |
924.7 |
918.9 |
| S2 |
916.7 |
916.7 |
923.8 |
|
| S3 |
906.7 |
911.1 |
922.9 |
|
| S4 |
896.7 |
901.1 |
920.1 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,005.2 |
992.1 |
945.2 |
|
| R3 |
981.8 |
968.7 |
938.7 |
|
| R2 |
958.4 |
958.4 |
936.6 |
|
| R1 |
945.3 |
945.3 |
934.4 |
940.2 |
| PP |
935.0 |
935.0 |
935.0 |
932.4 |
| S1 |
921.9 |
921.9 |
930.2 |
916.8 |
| S2 |
911.6 |
911.6 |
928.0 |
|
| S3 |
888.2 |
898.5 |
925.9 |
|
| S4 |
864.8 |
875.1 |
919.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
948.0 |
922.2 |
25.8 |
2.8% |
14.9 |
1.6% |
13% |
False |
True |
1,281 |
| 10 |
950.0 |
915.0 |
35.0 |
3.8% |
14.6 |
1.6% |
30% |
False |
False |
1,454 |
| 20 |
967.0 |
915.0 |
52.0 |
5.6% |
14.3 |
1.5% |
20% |
False |
False |
1,526 |
| 40 |
991.8 |
910.7 |
81.1 |
8.8% |
14.8 |
1.6% |
18% |
False |
False |
1,369 |
| 60 |
991.8 |
870.0 |
121.8 |
13.2% |
13.9 |
1.5% |
46% |
False |
False |
1,112 |
| 80 |
991.8 |
870.0 |
121.8 |
13.2% |
14.1 |
1.5% |
46% |
False |
False |
1,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
974.7 |
|
2.618 |
958.4 |
|
1.618 |
948.4 |
|
1.000 |
942.2 |
|
0.618 |
938.4 |
|
HIGH |
932.2 |
|
0.618 |
928.4 |
|
0.500 |
927.2 |
|
0.382 |
926.0 |
|
LOW |
922.2 |
|
0.618 |
916.0 |
|
1.000 |
912.2 |
|
1.618 |
906.0 |
|
2.618 |
896.0 |
|
4.250 |
879.7 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.2 |
935.1 |
| PP |
926.7 |
931.9 |
| S1 |
926.1 |
928.8 |
|