COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
947.9 |
934.1 |
-13.8 |
-1.5% |
953.6 |
| High |
949.0 |
940.6 |
-8.4 |
-0.9% |
962.0 |
| Low |
930.2 |
934.1 |
3.9 |
0.4% |
941.0 |
| Close |
934.8 |
938.2 |
3.4 |
0.4% |
947.6 |
| Range |
18.8 |
6.5 |
-12.3 |
-65.4% |
21.0 |
| ATR |
14.2 |
13.7 |
-0.6 |
-3.9% |
0.0 |
| Volume |
3,328 |
6,833 |
3,505 |
105.3% |
25,714 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.1 |
954.2 |
941.8 |
|
| R3 |
950.6 |
947.7 |
940.0 |
|
| R2 |
944.1 |
944.1 |
939.4 |
|
| R1 |
941.2 |
941.2 |
938.8 |
942.7 |
| PP |
937.6 |
937.6 |
937.6 |
938.4 |
| S1 |
934.7 |
934.7 |
937.6 |
936.2 |
| S2 |
931.1 |
931.1 |
937.0 |
|
| S3 |
924.6 |
928.2 |
936.4 |
|
| S4 |
918.1 |
921.7 |
934.6 |
|
|
| 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 |
930.2 |
31.8 |
3.4% |
13.6 |
1.5% |
25% |
False |
False |
4,727 |
| 10 |
972.7 |
930.2 |
42.5 |
4.5% |
12.9 |
1.4% |
19% |
False |
False |
5,773 |
| 20 |
972.7 |
926.5 |
46.2 |
4.9% |
13.6 |
1.5% |
25% |
False |
False |
6,381 |
| 40 |
972.7 |
906.4 |
66.3 |
7.1% |
13.3 |
1.4% |
48% |
False |
False |
4,443 |
| 60 |
991.8 |
906.4 |
85.4 |
9.1% |
14.4 |
1.5% |
37% |
False |
False |
3,430 |
| 80 |
991.8 |
885.0 |
106.8 |
11.4% |
13.9 |
1.5% |
50% |
False |
False |
2,802 |
| 100 |
991.8 |
870.0 |
121.8 |
13.0% |
13.8 |
1.5% |
56% |
False |
False |
2,391 |
| 120 |
991.8 |
870.0 |
121.8 |
13.0% |
14.0 |
1.5% |
56% |
False |
False |
2,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
968.2 |
|
2.618 |
957.6 |
|
1.618 |
951.1 |
|
1.000 |
947.1 |
|
0.618 |
944.6 |
|
HIGH |
940.6 |
|
0.618 |
938.1 |
|
0.500 |
937.4 |
|
0.382 |
936.6 |
|
LOW |
934.1 |
|
0.618 |
930.1 |
|
1.000 |
927.6 |
|
1.618 |
923.6 |
|
2.618 |
917.1 |
|
4.250 |
906.5 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
937.9 |
945.2 |
| PP |
937.6 |
942.9 |
| S1 |
937.4 |
940.5 |
|