COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
946.9 |
947.2 |
0.3 |
0.0% |
954.8 |
| High |
950.7 |
953.2 |
2.5 |
0.3% |
972.7 |
| Low |
942.5 |
941.0 |
-1.5 |
-0.2% |
951.8 |
| Close |
946.5 |
951.4 |
4.9 |
0.5% |
958.1 |
| Range |
8.2 |
12.2 |
4.0 |
48.8% |
20.9 |
| ATR |
13.7 |
13.6 |
-0.1 |
-0.8% |
0.0 |
| Volume |
7,571 |
3,880 |
-3,691 |
-48.8% |
42,425 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.1 |
980.5 |
958.1 |
|
| R3 |
972.9 |
968.3 |
954.8 |
|
| R2 |
960.7 |
960.7 |
953.6 |
|
| R1 |
956.1 |
956.1 |
952.5 |
958.4 |
| PP |
948.5 |
948.5 |
948.5 |
949.7 |
| S1 |
943.9 |
943.9 |
950.3 |
946.2 |
| S2 |
936.3 |
936.3 |
949.2 |
|
| S3 |
924.1 |
931.7 |
948.0 |
|
| S4 |
911.9 |
919.5 |
944.7 |
|
|
| 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 |
941.0 |
31.7 |
3.3% |
12.7 |
1.3% |
33% |
False |
True |
6,448 |
| 10 |
972.7 |
929.8 |
42.9 |
4.5% |
13.9 |
1.5% |
50% |
False |
False |
7,727 |
| 20 |
972.7 |
926.5 |
46.2 |
4.9% |
12.9 |
1.4% |
54% |
False |
False |
6,138 |
| 40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.1 |
1.4% |
68% |
False |
False |
4,036 |
| 60 |
991.8 |
906.4 |
85.4 |
9.0% |
14.3 |
1.5% |
53% |
False |
False |
3,237 |
| 80 |
991.8 |
885.0 |
106.8 |
11.2% |
13.7 |
1.4% |
62% |
False |
False |
2,582 |
| 100 |
991.8 |
870.0 |
121.8 |
12.8% |
13.6 |
1.4% |
67% |
False |
False |
2,249 |
| 120 |
1,002.2 |
870.0 |
132.2 |
13.9% |
14.3 |
1.5% |
62% |
False |
False |
1,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.1 |
|
2.618 |
985.1 |
|
1.618 |
972.9 |
|
1.000 |
965.4 |
|
0.618 |
960.7 |
|
HIGH |
953.2 |
|
0.618 |
948.5 |
|
0.500 |
947.1 |
|
0.382 |
945.7 |
|
LOW |
941.0 |
|
0.618 |
933.5 |
|
1.000 |
928.8 |
|
1.618 |
921.3 |
|
2.618 |
909.1 |
|
4.250 |
889.2 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
950.0 |
950.8 |
| PP |
948.5 |
950.1 |
| S1 |
947.1 |
949.5 |
|