COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
952.4 |
948.5 |
-3.9 |
-0.4% |
939.2 |
| High |
958.6 |
955.6 |
-3.0 |
-0.3% |
958.6 |
| Low |
948.5 |
948.5 |
0.0 |
0.0% |
938.8 |
| Close |
956.1 |
954.4 |
-1.7 |
-0.2% |
954.4 |
| Range |
10.1 |
7.1 |
-3.0 |
-29.7% |
19.8 |
| ATR |
13.1 |
12.7 |
-0.4 |
-3.0% |
0.0 |
| Volume |
3,090 |
3,139 |
49 |
1.6% |
15,847 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.1 |
971.4 |
958.3 |
|
| R3 |
967.0 |
964.3 |
956.4 |
|
| R2 |
959.9 |
959.9 |
955.7 |
|
| R1 |
957.2 |
957.2 |
955.1 |
958.6 |
| PP |
952.8 |
952.8 |
952.8 |
953.5 |
| S1 |
950.1 |
950.1 |
953.7 |
951.5 |
| S2 |
945.7 |
945.7 |
953.1 |
|
| S3 |
938.6 |
943.0 |
952.4 |
|
| S4 |
931.5 |
935.9 |
950.5 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,010.0 |
1,002.0 |
965.3 |
|
| R3 |
990.2 |
982.2 |
959.8 |
|
| R2 |
970.4 |
970.4 |
958.0 |
|
| R1 |
962.4 |
962.4 |
956.2 |
966.4 |
| PP |
950.6 |
950.6 |
950.6 |
952.6 |
| S1 |
942.6 |
942.6 |
952.6 |
946.6 |
| S2 |
930.8 |
930.8 |
950.8 |
|
| S3 |
911.0 |
922.8 |
949.0 |
|
| S4 |
891.2 |
903.0 |
943.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958.6 |
938.8 |
19.8 |
2.1% |
10.8 |
1.1% |
79% |
False |
False |
3,169 |
| 10 |
958.6 |
909.2 |
49.4 |
5.2% |
11.1 |
1.2% |
91% |
False |
False |
3,135 |
| 20 |
958.6 |
906.4 |
52.2 |
5.5% |
12.2 |
1.3% |
92% |
False |
False |
2,631 |
| 40 |
991.8 |
906.4 |
85.4 |
8.9% |
14.3 |
1.5% |
56% |
False |
False |
2,044 |
| 60 |
991.8 |
885.0 |
106.8 |
11.2% |
13.9 |
1.5% |
65% |
False |
False |
1,747 |
| 80 |
991.8 |
870.0 |
121.8 |
12.8% |
13.7 |
1.4% |
69% |
False |
False |
1,446 |
| 100 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
69% |
False |
False |
1,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
985.8 |
|
2.618 |
974.2 |
|
1.618 |
967.1 |
|
1.000 |
962.7 |
|
0.618 |
960.0 |
|
HIGH |
955.6 |
|
0.618 |
952.9 |
|
0.500 |
952.1 |
|
0.382 |
951.2 |
|
LOW |
948.5 |
|
0.618 |
944.1 |
|
1.000 |
941.4 |
|
1.618 |
937.0 |
|
2.618 |
929.9 |
|
4.250 |
918.3 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953.6 |
953.7 |
| PP |
952.8 |
953.0 |
| S1 |
952.1 |
952.3 |
|