COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 993.0 997.2 4.2 0.4% 993.7
High 999.0 1,012.4 13.4 1.3% 1,012.4
Low 982.2 995.2 13.0 1.3% 982.2
Close 995.7 1,005.2 9.5 1.0% 1,005.2
Range 16.8 17.2 0.4 2.4% 30.2
ATR 15.5 15.6 0.1 0.8% 0.0
Volume 4,705 6,426 1,721 36.6% 23,339
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,055.9 1,047.7 1,014.7
R3 1,038.7 1,030.5 1,009.9
R2 1,021.5 1,021.5 1,008.4
R1 1,013.3 1,013.3 1,006.8 1,017.4
PP 1,004.3 1,004.3 1,004.3 1,006.3
S1 996.1 996.1 1,003.6 1,000.2
S2 987.1 987.1 1,002.0
S3 969.9 978.9 1,000.5
S4 952.7 961.7 995.7
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,090.5 1,078.1 1,021.8
R3 1,060.3 1,047.9 1,013.5
R2 1,030.1 1,030.1 1,010.7
R1 1,017.7 1,017.7 1,008.0 1,023.9
PP 999.9 999.9 999.9 1,003.1
S1 987.5 987.5 1,002.4 993.7
S2 969.7 969.7 999.7
S3 939.5 957.3 996.9
S4 909.3 927.1 988.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,012.4 982.2 30.2 3.0% 15.5 1.5% 76% True False 5,853
10 1,012.4 943.1 69.3 6.9% 17.2 1.7% 90% True False 4,723
20 1,012.4 930.2 82.2 8.2% 15.6 1.5% 91% True False 4,396
40 1,012.4 926.5 85.9 8.5% 14.4 1.4% 92% True False 5,223
60 1,012.4 906.4 106.0 10.5% 13.9 1.4% 93% True False 4,202
80 1,012.4 906.4 106.0 10.5% 14.7 1.5% 93% True False 3,559
100 1,012.4 885.0 127.4 12.7% 14.1 1.4% 94% True False 2,980
120 1,012.4 870.0 142.4 14.2% 14.0 1.4% 95% True False 2,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,085.5
2.618 1,057.4
1.618 1,040.2
1.000 1,029.6
0.618 1,023.0
HIGH 1,012.4
0.618 1,005.8
0.500 1,003.8
0.382 1,001.8
LOW 995.2
0.618 984.6
1.000 978.0
1.618 967.4
2.618 950.2
4.250 922.1
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1,004.7 1,002.6
PP 1,004.3 999.9
S1 1,003.8 997.3

These figures are updated between 7pm and 10pm EST after a trading day.

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