COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
926.9 |
923.4 |
-3.5 |
-0.4% |
942.1 |
| High |
933.0 |
925.3 |
-7.7 |
-0.8% |
948.0 |
| Low |
922.6 |
906.4 |
-16.2 |
-1.8% |
924.6 |
| Close |
930.4 |
910.7 |
-19.7 |
-2.1% |
932.3 |
| Range |
10.4 |
18.9 |
8.5 |
81.7% |
23.4 |
| ATR |
14.7 |
15.4 |
0.7 |
4.5% |
0.0 |
| Volume |
1,578 |
1,054 |
-524 |
-33.2% |
5,291 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970.8 |
959.7 |
921.1 |
|
| R3 |
951.9 |
940.8 |
915.9 |
|
| R2 |
933.0 |
933.0 |
914.2 |
|
| R1 |
921.9 |
921.9 |
912.4 |
918.0 |
| PP |
914.1 |
914.1 |
914.1 |
912.2 |
| S1 |
903.0 |
903.0 |
909.0 |
899.1 |
| S2 |
895.2 |
895.2 |
907.2 |
|
| S3 |
876.3 |
884.1 |
905.5 |
|
| S4 |
857.4 |
865.2 |
900.3 |
|
|
| 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 |
906.4 |
41.6 |
4.6% |
14.7 |
1.6% |
10% |
False |
True |
1,111 |
| 10 |
950.0 |
906.4 |
43.6 |
4.8% |
14.5 |
1.6% |
10% |
False |
True |
1,640 |
| 20 |
967.0 |
906.4 |
60.6 |
6.7% |
14.3 |
1.6% |
7% |
False |
True |
1,471 |
| 40 |
991.8 |
906.4 |
85.4 |
9.4% |
15.0 |
1.7% |
5% |
False |
True |
1,419 |
| 60 |
991.8 |
870.0 |
121.8 |
13.4% |
14.0 |
1.5% |
33% |
False |
False |
1,142 |
| 80 |
991.8 |
870.0 |
121.8 |
13.4% |
14.1 |
1.5% |
33% |
False |
False |
1,068 |
| 100 |
1,008.7 |
870.0 |
138.7 |
15.2% |
15.0 |
1.6% |
29% |
False |
False |
924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.6 |
|
2.618 |
974.8 |
|
1.618 |
955.9 |
|
1.000 |
944.2 |
|
0.618 |
937.0 |
|
HIGH |
925.3 |
|
0.618 |
918.1 |
|
0.500 |
915.9 |
|
0.382 |
913.6 |
|
LOW |
906.4 |
|
0.618 |
894.7 |
|
1.000 |
887.5 |
|
1.618 |
875.8 |
|
2.618 |
856.9 |
|
4.250 |
826.1 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
915.9 |
919.7 |
| PP |
914.1 |
916.7 |
| S1 |
912.4 |
913.7 |
|