COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
956.1 |
951.4 |
-4.7 |
-0.5% |
953.9 |
| High |
960.2 |
957.3 |
-2.9 |
-0.3% |
963.4 |
| Low |
943.1 |
946.4 |
3.3 |
0.3% |
934.7 |
| Close |
952.2 |
955.2 |
3.0 |
0.3% |
957.5 |
| Range |
17.1 |
10.9 |
-6.2 |
-36.3% |
28.7 |
| ATR |
14.1 |
13.9 |
-0.2 |
-1.6% |
0.0 |
| Volume |
2,818 |
1,894 |
-924 |
-32.8% |
18,269 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.7 |
981.3 |
961.2 |
|
| R3 |
974.8 |
970.4 |
958.2 |
|
| R2 |
963.9 |
963.9 |
957.2 |
|
| R1 |
959.5 |
959.5 |
956.2 |
961.7 |
| PP |
953.0 |
953.0 |
953.0 |
954.1 |
| S1 |
948.6 |
948.6 |
954.2 |
950.8 |
| S2 |
942.1 |
942.1 |
953.2 |
|
| S3 |
931.2 |
937.7 |
952.2 |
|
| S4 |
920.3 |
926.8 |
949.2 |
|
|
| 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 |
940.0 |
23.4 |
2.4% |
12.4 |
1.3% |
65% |
False |
False |
2,917 |
| 10 |
963.4 |
932.3 |
31.1 |
3.3% |
13.9 |
1.5% |
74% |
False |
False |
3,236 |
| 20 |
972.7 |
930.2 |
42.5 |
4.4% |
13.4 |
1.4% |
59% |
False |
False |
4,505 |
| 40 |
972.7 |
906.4 |
66.3 |
6.9% |
13.3 |
1.4% |
74% |
False |
False |
4,860 |
| 60 |
972.7 |
906.4 |
66.3 |
6.9% |
13.5 |
1.4% |
74% |
False |
False |
3,740 |
| 80 |
991.8 |
906.4 |
85.4 |
8.9% |
14.0 |
1.5% |
57% |
False |
False |
3,128 |
| 100 |
991.8 |
870.0 |
121.8 |
12.8% |
13.7 |
1.4% |
70% |
False |
False |
2,619 |
| 120 |
991.8 |
870.0 |
121.8 |
12.8% |
13.8 |
1.4% |
70% |
False |
False |
2,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,003.6 |
|
2.618 |
985.8 |
|
1.618 |
974.9 |
|
1.000 |
968.2 |
|
0.618 |
964.0 |
|
HIGH |
957.3 |
|
0.618 |
953.1 |
|
0.500 |
951.9 |
|
0.382 |
950.6 |
|
LOW |
946.4 |
|
0.618 |
939.7 |
|
1.000 |
935.5 |
|
1.618 |
928.8 |
|
2.618 |
917.9 |
|
4.250 |
900.1 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
954.1 |
954.6 |
| PP |
953.0 |
953.9 |
| S1 |
951.9 |
953.3 |
|