COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
930.3 |
936.7 |
6.4 |
0.7% |
952.9 |
| High |
938.0 |
958.5 |
20.5 |
2.2% |
961.1 |
| Low |
929.8 |
932.6 |
2.8 |
0.3% |
926.5 |
| Close |
936.0 |
954.5 |
18.5 |
2.0% |
954.5 |
| Range |
8.2 |
25.9 |
17.7 |
215.9% |
34.6 |
| ATR |
13.2 |
14.2 |
0.9 |
6.8% |
0.0 |
| Volume |
10,600 |
8,129 |
-2,471 |
-23.3% |
40,334 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,026.2 |
1,016.3 |
968.7 |
|
| R3 |
1,000.3 |
990.4 |
961.6 |
|
| R2 |
974.4 |
974.4 |
959.2 |
|
| R1 |
964.5 |
964.5 |
956.9 |
969.5 |
| PP |
948.5 |
948.5 |
948.5 |
951.0 |
| S1 |
938.6 |
938.6 |
952.1 |
943.6 |
| S2 |
922.6 |
922.6 |
949.8 |
|
| S3 |
896.7 |
912.7 |
947.4 |
|
| S4 |
870.8 |
886.8 |
940.3 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,051.2 |
1,037.4 |
973.5 |
|
| R3 |
1,016.6 |
1,002.8 |
964.0 |
|
| R2 |
982.0 |
982.0 |
960.8 |
|
| R1 |
968.2 |
968.2 |
957.7 |
975.1 |
| PP |
947.4 |
947.4 |
947.4 |
950.8 |
| S1 |
933.6 |
933.6 |
951.3 |
940.5 |
| S2 |
912.8 |
912.8 |
948.2 |
|
| S3 |
878.2 |
899.0 |
945.0 |
|
| S4 |
843.6 |
864.4 |
935.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
961.1 |
926.5 |
34.6 |
3.6% |
16.8 |
1.8% |
81% |
False |
False |
8,066 |
| 10 |
961.1 |
926.5 |
34.6 |
3.6% |
13.8 |
1.4% |
81% |
False |
False |
5,618 |
| 20 |
961.1 |
906.4 |
54.7 |
5.7% |
12.6 |
1.3% |
88% |
False |
False |
4,323 |
| 40 |
985.5 |
906.4 |
79.1 |
8.3% |
13.9 |
1.5% |
61% |
False |
False |
2,933 |
| 60 |
991.8 |
906.4 |
85.4 |
8.9% |
14.0 |
1.5% |
56% |
False |
False |
2,342 |
| 80 |
991.8 |
870.0 |
121.8 |
12.8% |
13.6 |
1.4% |
69% |
False |
False |
1,906 |
| 100 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
69% |
False |
False |
1,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,068.6 |
|
2.618 |
1,026.3 |
|
1.618 |
1,000.4 |
|
1.000 |
984.4 |
|
0.618 |
974.5 |
|
HIGH |
958.5 |
|
0.618 |
948.6 |
|
0.500 |
945.6 |
|
0.382 |
942.5 |
|
LOW |
932.6 |
|
0.618 |
916.6 |
|
1.000 |
906.7 |
|
1.618 |
890.7 |
|
2.618 |
864.8 |
|
4.250 |
822.5 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
951.5 |
950.5 |
| PP |
948.5 |
946.5 |
| S1 |
945.6 |
942.5 |
|