COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
934.1 |
939.6 |
5.5 |
0.6% |
953.6 |
| High |
940.6 |
945.6 |
5.0 |
0.5% |
962.0 |
| Low |
934.1 |
932.3 |
-1.8 |
-0.2% |
941.0 |
| Close |
938.2 |
943.7 |
5.5 |
0.6% |
947.6 |
| Range |
6.5 |
13.3 |
6.8 |
104.6% |
21.0 |
| ATR |
13.7 |
13.6 |
0.0 |
-0.2% |
0.0 |
| Volume |
6,833 |
2,675 |
-4,158 |
-60.9% |
25,714 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.4 |
975.4 |
951.0 |
|
| R3 |
967.1 |
962.1 |
947.4 |
|
| R2 |
953.8 |
953.8 |
946.1 |
|
| R1 |
948.8 |
948.8 |
944.9 |
951.3 |
| PP |
940.5 |
940.5 |
940.5 |
941.8 |
| S1 |
935.5 |
935.5 |
942.5 |
938.0 |
| S2 |
927.2 |
927.2 |
941.3 |
|
| S3 |
913.9 |
922.2 |
940.0 |
|
| S4 |
900.6 |
908.9 |
936.4 |
|
|
| 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% |
13.9 |
1.5% |
42% |
False |
False |
4,486 |
| 10 |
972.7 |
930.2 |
42.5 |
4.5% |
13.3 |
1.4% |
32% |
False |
False |
5,467 |
| 20 |
972.7 |
926.5 |
46.2 |
4.9% |
13.8 |
1.5% |
37% |
False |
False |
6,376 |
| 40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.3 |
1.4% |
56% |
False |
False |
4,502 |
| 60 |
991.8 |
906.4 |
85.4 |
9.0% |
14.4 |
1.5% |
44% |
False |
False |
3,455 |
| 80 |
991.8 |
885.0 |
106.8 |
11.3% |
14.0 |
1.5% |
55% |
False |
False |
2,832 |
| 100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.9 |
1.5% |
61% |
False |
False |
2,414 |
| 120 |
991.8 |
870.0 |
121.8 |
12.9% |
14.1 |
1.5% |
61% |
False |
False |
2,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,002.1 |
|
2.618 |
980.4 |
|
1.618 |
967.1 |
|
1.000 |
958.9 |
|
0.618 |
953.8 |
|
HIGH |
945.6 |
|
0.618 |
940.5 |
|
0.500 |
939.0 |
|
0.382 |
937.4 |
|
LOW |
932.3 |
|
0.618 |
924.1 |
|
1.000 |
919.0 |
|
1.618 |
910.8 |
|
2.618 |
897.5 |
|
4.250 |
875.8 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
942.1 |
942.3 |
| PP |
940.5 |
941.0 |
| S1 |
939.0 |
939.6 |
|