COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
952.9 |
954.7 |
1.8 |
0.2% |
939.2 |
| High |
961.1 |
958.0 |
-3.1 |
-0.3% |
958.6 |
| Low |
949.3 |
935.2 |
-14.1 |
-1.5% |
938.8 |
| Close |
954.8 |
940.3 |
-14.5 |
-1.5% |
954.4 |
| Range |
11.8 |
22.8 |
11.0 |
93.2% |
19.8 |
| ATR |
12.7 |
13.4 |
0.7 |
5.7% |
0.0 |
| Volume |
2,157 |
5,647 |
3,490 |
161.8% |
15,847 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.9 |
999.4 |
952.8 |
|
| R3 |
990.1 |
976.6 |
946.6 |
|
| R2 |
967.3 |
967.3 |
944.5 |
|
| R1 |
953.8 |
953.8 |
942.4 |
949.2 |
| PP |
944.5 |
944.5 |
944.5 |
942.2 |
| S1 |
931.0 |
931.0 |
938.2 |
926.4 |
| S2 |
921.7 |
921.7 |
936.1 |
|
| S3 |
898.9 |
908.2 |
934.0 |
|
| S4 |
876.1 |
885.4 |
927.8 |
|
|
| 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 |
961.1 |
935.2 |
25.9 |
2.8% |
12.4 |
1.3% |
20% |
False |
True |
3,358 |
| 10 |
961.1 |
926.7 |
34.4 |
3.7% |
12.1 |
1.3% |
40% |
False |
False |
3,484 |
| 20 |
961.1 |
906.4 |
54.7 |
5.8% |
13.0 |
1.4% |
62% |
False |
False |
2,834 |
| 40 |
991.8 |
906.4 |
85.4 |
9.1% |
14.3 |
1.5% |
40% |
False |
False |
2,191 |
| 60 |
991.8 |
890.0 |
101.8 |
10.8% |
14.1 |
1.5% |
49% |
False |
False |
1,867 |
| 80 |
991.8 |
870.0 |
121.8 |
13.0% |
13.6 |
1.4% |
58% |
False |
False |
1,520 |
| 100 |
991.8 |
870.0 |
121.8 |
13.0% |
13.9 |
1.5% |
58% |
False |
False |
1,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,054.9 |
|
2.618 |
1,017.7 |
|
1.618 |
994.9 |
|
1.000 |
980.8 |
|
0.618 |
972.1 |
|
HIGH |
958.0 |
|
0.618 |
949.3 |
|
0.500 |
946.6 |
|
0.382 |
943.9 |
|
LOW |
935.2 |
|
0.618 |
921.1 |
|
1.000 |
912.4 |
|
1.618 |
898.3 |
|
2.618 |
875.5 |
|
4.250 |
838.3 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
946.6 |
948.2 |
| PP |
944.5 |
945.5 |
| S1 |
942.4 |
942.9 |
|