COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
945.5 |
949.6 |
4.1 |
0.4% |
953.9 |
| High |
950.8 |
963.4 |
12.6 |
1.3% |
963.4 |
| Low |
941.5 |
948.9 |
7.4 |
0.8% |
934.7 |
| Close |
946.0 |
957.5 |
11.5 |
1.2% |
957.5 |
| Range |
9.3 |
14.5 |
5.2 |
55.9% |
28.7 |
| ATR |
13.7 |
13.9 |
0.3 |
2.0% |
0.0 |
| Volume |
3,489 |
2,509 |
-980 |
-28.1% |
18,269 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,000.1 |
993.3 |
965.5 |
|
| R3 |
985.6 |
978.8 |
961.5 |
|
| R2 |
971.1 |
971.1 |
960.2 |
|
| R1 |
964.3 |
964.3 |
958.8 |
967.7 |
| PP |
956.6 |
956.6 |
956.6 |
958.3 |
| S1 |
949.8 |
949.8 |
956.2 |
953.2 |
| S2 |
942.1 |
942.1 |
954.8 |
|
| S3 |
927.6 |
935.3 |
953.5 |
|
| S4 |
913.1 |
920.8 |
949.5 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,038.0 |
1,026.4 |
973.3 |
|
| R3 |
1,009.3 |
997.7 |
965.4 |
|
| R2 |
980.6 |
980.6 |
962.8 |
|
| R1 |
969.0 |
969.0 |
960.1 |
974.8 |
| PP |
951.9 |
951.9 |
951.9 |
954.8 |
| S1 |
940.3 |
940.3 |
954.9 |
946.1 |
| S2 |
923.2 |
923.2 |
952.2 |
|
| S3 |
894.5 |
911.6 |
949.6 |
|
| S4 |
865.8 |
882.9 |
941.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
963.4 |
934.7 |
28.7 |
3.0% |
13.8 |
1.4% |
79% |
True |
False |
3,653 |
| 10 |
963.4 |
930.2 |
33.2 |
3.5% |
13.6 |
1.4% |
82% |
True |
False |
3,781 |
| 20 |
972.7 |
930.2 |
42.5 |
4.4% |
13.6 |
1.4% |
64% |
False |
False |
5,297 |
| 40 |
972.7 |
906.4 |
66.3 |
6.9% |
13.1 |
1.4% |
77% |
False |
False |
4,810 |
| 60 |
985.5 |
906.4 |
79.1 |
8.3% |
13.8 |
1.4% |
65% |
False |
False |
3,721 |
| 80 |
991.8 |
906.4 |
85.4 |
8.9% |
13.9 |
1.5% |
60% |
False |
False |
3,081 |
| 100 |
991.8 |
870.0 |
121.8 |
12.7% |
13.6 |
1.4% |
72% |
False |
False |
2,585 |
| 120 |
991.8 |
870.0 |
121.8 |
12.7% |
13.8 |
1.4% |
72% |
False |
False |
2,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,025.0 |
|
2.618 |
1,001.4 |
|
1.618 |
986.9 |
|
1.000 |
977.9 |
|
0.618 |
972.4 |
|
HIGH |
963.4 |
|
0.618 |
957.9 |
|
0.500 |
956.2 |
|
0.382 |
954.4 |
|
LOW |
948.9 |
|
0.618 |
939.9 |
|
1.000 |
934.4 |
|
1.618 |
925.4 |
|
2.618 |
910.9 |
|
4.250 |
887.3 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
957.1 |
955.6 |
| PP |
956.6 |
953.6 |
| S1 |
956.2 |
951.7 |
|