COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
941.1 |
938.7 |
-2.4 |
-0.3% |
913.4 |
| High |
941.3 |
941.0 |
-0.3 |
0.0% |
943.5 |
| Low |
934.0 |
933.0 |
-1.0 |
-0.1% |
909.2 |
| Close |
936.7 |
938.8 |
2.1 |
0.2% |
938.8 |
| Range |
7.3 |
8.0 |
0.7 |
9.6% |
34.3 |
| ATR |
14.1 |
13.7 |
-0.4 |
-3.1% |
0.0 |
| Volume |
5,970 |
2,065 |
-3,905 |
-65.4% |
15,508 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.6 |
958.2 |
943.2 |
|
| R3 |
953.6 |
950.2 |
941.0 |
|
| R2 |
945.6 |
945.6 |
940.3 |
|
| R1 |
942.2 |
942.2 |
939.5 |
943.9 |
| PP |
937.6 |
937.6 |
937.6 |
938.5 |
| S1 |
934.2 |
934.2 |
938.1 |
935.9 |
| S2 |
929.6 |
929.6 |
937.3 |
|
| S3 |
921.6 |
926.2 |
936.6 |
|
| S4 |
913.6 |
918.2 |
934.4 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,033.4 |
1,020.4 |
957.7 |
|
| R3 |
999.1 |
986.1 |
948.2 |
|
| R2 |
964.8 |
964.8 |
945.1 |
|
| R1 |
951.8 |
951.8 |
941.9 |
958.3 |
| PP |
930.5 |
930.5 |
930.5 |
933.8 |
| S1 |
917.5 |
917.5 |
935.7 |
924.0 |
| S2 |
896.2 |
896.2 |
932.5 |
|
| S3 |
861.9 |
883.2 |
929.4 |
|
| S4 |
827.6 |
848.9 |
919.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
943.5 |
909.2 |
34.3 |
3.7% |
11.4 |
1.2% |
86% |
False |
False |
3,101 |
| 10 |
943.5 |
906.4 |
37.1 |
4.0% |
11.4 |
1.2% |
87% |
False |
False |
3,028 |
| 20 |
950.0 |
906.4 |
43.6 |
4.6% |
12.8 |
1.4% |
74% |
False |
False |
2,201 |
| 40 |
991.8 |
906.4 |
85.4 |
9.1% |
14.9 |
1.6% |
38% |
False |
False |
1,899 |
| 60 |
991.8 |
885.0 |
106.8 |
11.4% |
13.9 |
1.5% |
50% |
False |
False |
1,512 |
| 80 |
991.8 |
870.0 |
121.8 |
13.0% |
13.7 |
1.5% |
56% |
False |
False |
1,329 |
| 100 |
991.8 |
870.0 |
121.8 |
13.0% |
14.2 |
1.5% |
56% |
False |
False |
1,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
975.0 |
|
2.618 |
961.9 |
|
1.618 |
953.9 |
|
1.000 |
949.0 |
|
0.618 |
945.9 |
|
HIGH |
941.0 |
|
0.618 |
937.9 |
|
0.500 |
937.0 |
|
0.382 |
936.1 |
|
LOW |
933.0 |
|
0.618 |
928.1 |
|
1.000 |
925.0 |
|
1.618 |
920.1 |
|
2.618 |
912.1 |
|
4.250 |
899.0 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
938.2 |
937.6 |
| PP |
937.6 |
936.3 |
| S1 |
937.0 |
935.1 |
|