COMEX Gold Future October 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	1,004.5	1,015.2	10.7	1.1%	1,005.9
High	1,020.5	1,019.0	-1.5	-0.1%	1,024.7
Low	1,004.5	1,006.1	1.6	0.2%	992.6
Close	1,014.4	1,013.1	-1.3	-0.1%	1,009.4
Range	16.0	12.9	-3.1	-19.4%	32.1
ATR	15.4	15.3	-0.2	-1.2%	0.0
Volume	2,968	5,439	2,471	83.3%	27,410

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,051.4	1,045.2	1,020.2
R3	1,038.5	1,032.3	1,016.6
R2	1,025.6	1,025.6	1,015.5
R1	1,019.4	1,019.4	1,014.3	1,016.1
PP	1,012.7	1,012.7	1,012.7	1,011.1
S1	1,006.5	1,006.5	1,011.9	1,003.2
S2	999.8	999.8	1,010.7
S3	986.9	993.6	1,009.6
S4	974.0	980.7	1,006.0

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,105.2	1,089.4	1,027.1
R3	1,073.1	1,057.3	1,018.2
R2	1,041.0	1,041.0	1,015.3
R1	1,025.2	1,025.2	1,012.3	1,033.1
PP	1,008.9	1,008.9	1,008.9	1,012.9
S1	993.1	993.1	1,006.5	1,001.0
S2	976.8	976.8	1,003.5
S3	944.7	961.0	1,000.6
S4	912.6	928.9	991.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,024.7	995.6	29.1	2.9%	13.4	1.3%	60%	False	False	4,484
10	1,024.7	982.2	42.5	4.2%	15.0	1.5%	73%	False	False	5,186
20	1,024.7	940.0	84.7	8.4%	15.4	1.5%	86%	False	False	4,766
40	1,024.7	926.5	98.2	9.7%	14.9	1.5%	88%	False	False	5,598
60	1,024.7	906.4	118.3	11.7%	14.2	1.4%	90%	False	False	4,677
80	1,024.7	906.4	118.3	11.7%	14.6	1.4%	90%	False	False	3,894
100	1,024.7	890.0	134.7	13.3%	14.4	1.4%	91%	False	False	3,359
120	1,024.7	870.0	154.7	15.3%	14.0	1.4%	93%	False	False	2,879

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,073.8
2.618	1,052.8
1.618	1,039.9
1.000	1,031.9
0.618	1,027.0
HIGH	1,019.0
0.618	1,014.1
0.500	1,012.6
0.382	1,011.0
LOW	1,006.1
0.618	998.1
1.000	993.2
1.618	985.2
2.618	972.3
4.250	951.3

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	1,012.9	1,011.4
PP	1,012.7	1,009.7
S1	1,012.6	1,008.1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols