COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
931.3 |
926.9 |
-4.4 |
-0.5% |
942.1 |
| High |
932.2 |
933.0 |
0.8 |
0.1% |
948.0 |
| Low |
922.2 |
922.6 |
0.4 |
0.0% |
924.6 |
| Close |
925.6 |
930.4 |
4.8 |
0.5% |
932.3 |
| Range |
10.0 |
10.4 |
0.4 |
4.0% |
23.4 |
| ATR |
15.0 |
14.7 |
-0.3 |
-2.2% |
0.0 |
| Volume |
1,116 |
1,578 |
462 |
41.4% |
5,291 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.9 |
955.5 |
936.1 |
|
| R3 |
949.5 |
945.1 |
933.3 |
|
| R2 |
939.1 |
939.1 |
932.3 |
|
| R1 |
934.7 |
934.7 |
931.4 |
936.9 |
| PP |
928.7 |
928.7 |
928.7 |
929.8 |
| S1 |
924.3 |
924.3 |
929.4 |
926.5 |
| S2 |
918.3 |
918.3 |
928.5 |
|
| S3 |
907.9 |
913.9 |
927.5 |
|
| S4 |
897.5 |
903.5 |
924.7 |
|
|
| 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% |
15.4 |
1.7% |
32% |
False |
False |
1,089 |
| 10 |
950.0 |
915.0 |
35.0 |
3.8% |
14.0 |
1.5% |
44% |
False |
False |
1,567 |
| 20 |
967.0 |
915.0 |
52.0 |
5.6% |
14.0 |
1.5% |
30% |
False |
False |
1,500 |
| 40 |
991.8 |
914.8 |
77.0 |
8.3% |
14.7 |
1.6% |
20% |
False |
False |
1,396 |
| 60 |
991.8 |
870.0 |
121.8 |
13.1% |
13.9 |
1.5% |
50% |
False |
False |
1,125 |
| 80 |
991.8 |
870.0 |
121.8 |
13.1% |
14.1 |
1.5% |
50% |
False |
False |
1,058 |
| 100 |
1,008.7 |
870.0 |
138.7 |
14.9% |
14.9 |
1.6% |
44% |
False |
False |
914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
977.2 |
|
2.618 |
960.2 |
|
1.618 |
949.8 |
|
1.000 |
943.4 |
|
0.618 |
939.4 |
|
HIGH |
933.0 |
|
0.618 |
929.0 |
|
0.500 |
927.8 |
|
0.382 |
926.6 |
|
LOW |
922.6 |
|
0.618 |
916.2 |
|
1.000 |
912.2 |
|
1.618 |
905.8 |
|
2.618 |
895.4 |
|
4.250 |
878.4 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
929.5 |
932.7 |
| PP |
928.7 |
931.9 |
| S1 |
927.8 |
931.2 |
|