COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
964.4 |
964.0 |
-0.4 |
0.0% |
954.8 |
| High |
972.7 |
966.5 |
-6.2 |
-0.6% |
972.7 |
| Low |
957.0 |
954.3 |
-2.7 |
-0.3% |
951.8 |
| Close |
961.5 |
958.1 |
-3.4 |
-0.4% |
958.1 |
| Range |
15.7 |
12.2 |
-3.5 |
-22.3% |
20.9 |
| ATR |
14.2 |
14.1 |
-0.1 |
-1.0% |
0.0 |
| Volume |
4,606 |
11,515 |
6,909 |
150.0% |
42,425 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.2 |
989.4 |
964.8 |
|
| R3 |
984.0 |
977.2 |
961.5 |
|
| R2 |
971.8 |
971.8 |
960.3 |
|
| R1 |
965.0 |
965.0 |
959.2 |
962.3 |
| PP |
959.6 |
959.6 |
959.6 |
958.3 |
| S1 |
952.8 |
952.8 |
957.0 |
950.1 |
| S2 |
947.4 |
947.4 |
955.9 |
|
| S3 |
935.2 |
940.6 |
954.7 |
|
| S4 |
923.0 |
928.4 |
951.4 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,023.6 |
1,011.7 |
969.6 |
|
| R3 |
1,002.7 |
990.8 |
963.8 |
|
| R2 |
981.8 |
981.8 |
961.9 |
|
| R1 |
969.9 |
969.9 |
960.0 |
975.9 |
| PP |
960.9 |
960.9 |
960.9 |
963.8 |
| S1 |
949.0 |
949.0 |
956.2 |
955.0 |
| S2 |
940.0 |
940.0 |
954.3 |
|
| S3 |
919.1 |
928.1 |
952.4 |
|
| S4 |
898.2 |
907.2 |
946.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
972.7 |
951.8 |
20.9 |
2.2% |
13.9 |
1.5% |
30% |
False |
False |
8,485 |
| 10 |
972.7 |
926.5 |
46.2 |
4.8% |
15.3 |
1.6% |
68% |
False |
False |
8,275 |
| 20 |
972.7 |
909.2 |
63.5 |
6.6% |
13.2 |
1.4% |
77% |
False |
False |
5,705 |
| 40 |
972.7 |
906.4 |
66.3 |
6.9% |
13.3 |
1.4% |
78% |
False |
False |
3,763 |
| 60 |
991.8 |
906.4 |
85.4 |
8.9% |
14.3 |
1.5% |
61% |
False |
False |
3,014 |
| 80 |
991.8 |
870.0 |
121.8 |
12.7% |
13.8 |
1.4% |
72% |
False |
False |
2,413 |
| 100 |
991.8 |
870.0 |
121.8 |
12.7% |
14.0 |
1.5% |
72% |
False |
False |
2,102 |
| 120 |
1,008.7 |
870.0 |
138.7 |
14.5% |
14.5 |
1.5% |
64% |
False |
False |
1,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.4 |
|
2.618 |
998.4 |
|
1.618 |
986.2 |
|
1.000 |
978.7 |
|
0.618 |
974.0 |
|
HIGH |
966.5 |
|
0.618 |
961.8 |
|
0.500 |
960.4 |
|
0.382 |
959.0 |
|
LOW |
954.3 |
|
0.618 |
946.8 |
|
1.000 |
942.1 |
|
1.618 |
934.6 |
|
2.618 |
922.4 |
|
4.250 |
902.5 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
960.4 |
963.5 |
| PP |
959.6 |
961.7 |
| S1 |
958.9 |
959.9 |
|