COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
949.0 |
957.8 |
8.8 |
0.9% |
953.6 |
| High |
962.0 |
960.2 |
-1.8 |
-0.2% |
962.0 |
| Low |
949.0 |
942.5 |
-6.5 |
-0.7% |
941.0 |
| Close |
955.4 |
947.6 |
-7.8 |
-0.8% |
947.6 |
| Range |
13.0 |
17.7 |
4.7 |
36.2% |
21.0 |
| ATR |
13.6 |
13.9 |
0.3 |
2.2% |
0.0 |
| Volume |
4,199 |
5,395 |
1,196 |
28.5% |
25,714 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.2 |
993.1 |
957.3 |
|
| R3 |
985.5 |
975.4 |
952.5 |
|
| R2 |
967.8 |
967.8 |
950.8 |
|
| R1 |
957.7 |
957.7 |
949.2 |
953.9 |
| PP |
950.1 |
950.1 |
950.1 |
948.2 |
| S1 |
940.0 |
940.0 |
946.0 |
936.2 |
| S2 |
932.4 |
932.4 |
944.4 |
|
| S3 |
914.7 |
922.3 |
942.7 |
|
| S4 |
897.0 |
904.6 |
937.9 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.2 |
1,001.4 |
959.2 |
|
| R3 |
992.2 |
980.4 |
953.4 |
|
| R2 |
971.2 |
971.2 |
951.5 |
|
| R1 |
959.4 |
959.4 |
949.5 |
954.8 |
| PP |
950.2 |
950.2 |
950.2 |
947.9 |
| S1 |
938.4 |
938.4 |
945.7 |
933.8 |
| S2 |
929.2 |
929.2 |
943.8 |
|
| S3 |
908.2 |
917.4 |
941.8 |
|
| S4 |
887.2 |
896.4 |
936.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
962.0 |
941.0 |
21.0 |
2.2% |
13.2 |
1.4% |
31% |
False |
False |
5,142 |
| 10 |
972.7 |
941.0 |
31.7 |
3.3% |
13.6 |
1.4% |
21% |
False |
False |
6,813 |
| 20 |
972.7 |
926.5 |
46.2 |
4.9% |
13.7 |
1.4% |
46% |
False |
False |
6,216 |
| 40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.3 |
1.4% |
62% |
False |
False |
4,208 |
| 60 |
991.8 |
906.4 |
85.4 |
9.0% |
14.5 |
1.5% |
48% |
False |
False |
3,338 |
| 80 |
991.8 |
885.0 |
106.8 |
11.3% |
13.9 |
1.5% |
59% |
False |
False |
2,688 |
| 100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.7 |
1.4% |
64% |
False |
False |
2,306 |
| 120 |
991.8 |
870.0 |
121.8 |
12.9% |
14.1 |
1.5% |
64% |
False |
False |
2,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,035.4 |
|
2.618 |
1,006.5 |
|
1.618 |
988.8 |
|
1.000 |
977.9 |
|
0.618 |
971.1 |
|
HIGH |
960.2 |
|
0.618 |
953.4 |
|
0.500 |
951.4 |
|
0.382 |
949.3 |
|
LOW |
942.5 |
|
0.618 |
931.6 |
|
1.000 |
924.8 |
|
1.618 |
913.9 |
|
2.618 |
896.2 |
|
4.250 |
867.3 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
951.4 |
951.5 |
| PP |
950.1 |
950.2 |
| S1 |
948.9 |
948.9 |
|