COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
968.8 |
964.4 |
-4.4 |
-0.5% |
952.9 |
| High |
969.5 |
972.7 |
3.2 |
0.3% |
961.1 |
| Low |
960.0 |
957.0 |
-3.0 |
-0.3% |
926.5 |
| Close |
965.0 |
961.5 |
-3.5 |
-0.4% |
954.5 |
| Range |
9.5 |
15.7 |
6.2 |
65.3% |
34.6 |
| ATR |
14.1 |
14.2 |
0.1 |
0.8% |
0.0 |
| Volume |
5,742 |
4,606 |
-1,136 |
-19.8% |
40,334 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,010.8 |
1,001.9 |
970.1 |
|
| R3 |
995.1 |
986.2 |
965.8 |
|
| R2 |
979.4 |
979.4 |
964.4 |
|
| R1 |
970.5 |
970.5 |
962.9 |
967.1 |
| PP |
963.7 |
963.7 |
963.7 |
962.1 |
| S1 |
954.8 |
954.8 |
960.1 |
951.4 |
| S2 |
948.0 |
948.0 |
958.6 |
|
| S3 |
932.3 |
939.1 |
957.2 |
|
| S4 |
916.6 |
923.4 |
952.9 |
|
|
| 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 |
972.7 |
932.6 |
40.1 |
4.2% |
16.6 |
1.7% |
72% |
True |
False |
7,807 |
| 10 |
972.7 |
926.5 |
46.2 |
4.8% |
14.8 |
1.5% |
76% |
True |
False |
7,438 |
| 20 |
972.7 |
909.0 |
63.7 |
6.6% |
13.0 |
1.3% |
82% |
True |
False |
5,561 |
| 40 |
972.7 |
906.4 |
66.3 |
6.9% |
13.4 |
1.4% |
83% |
True |
False |
3,518 |
| 60 |
991.8 |
906.4 |
85.4 |
8.9% |
14.3 |
1.5% |
65% |
False |
False |
2,834 |
| 80 |
991.8 |
870.0 |
121.8 |
12.7% |
13.8 |
1.4% |
75% |
False |
False |
2,272 |
| 100 |
991.8 |
870.0 |
121.8 |
12.7% |
13.9 |
1.4% |
75% |
False |
False |
1,989 |
| 120 |
1,008.7 |
870.0 |
138.7 |
14.4% |
14.7 |
1.5% |
66% |
False |
False |
1,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,039.4 |
|
2.618 |
1,013.8 |
|
1.618 |
998.1 |
|
1.000 |
988.4 |
|
0.618 |
982.4 |
|
HIGH |
972.7 |
|
0.618 |
966.7 |
|
0.500 |
964.9 |
|
0.382 |
963.0 |
|
LOW |
957.0 |
|
0.618 |
947.3 |
|
1.000 |
941.3 |
|
1.618 |
931.6 |
|
2.618 |
915.9 |
|
4.250 |
890.3 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
964.9 |
962.3 |
| PP |
963.7 |
962.0 |
| S1 |
962.6 |
961.8 |
|