COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 991.8 994.4 2.6 0.3% 1,007.4
High 999.0 996.3 -2.7 -0.3% 1,020.5
Low 984.7 985.6 0.9 0.1% 984.7
Close 990.3 992.5 2.2 0.2% 990.3
Range 14.3 10.7 -3.6 -25.2% 35.8
ATR 16.1 15.7 -0.4 -2.4% 0.0
Volume 7,158 7,428 270 3.8% 30,472
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,023.6 1,018.7 998.4
R3 1,012.9 1,008.0 995.4
R2 1,002.2 1,002.2 994.5
R1 997.3 997.3 993.5 994.4
PP 991.5 991.5 991.5 990.0
S1 986.6 986.6 991.5 983.7
S2 980.8 980.8 990.5
S3 970.1 975.9 989.6
S4 959.4 965.2 986.6
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,105.9 1,083.9 1,010.0
R3 1,070.1 1,048.1 1,000.1
R2 1,034.3 1,034.3 996.9
R1 1,012.3 1,012.3 993.6 1,005.4
PP 998.5 998.5 998.5 995.1
S1 976.5 976.5 987.0 969.6
S2 962.7 962.7 983.7
S3 926.9 940.7 980.5
S4 891.1 904.9 970.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,020.5 984.7 35.8 3.6% 16.6 1.7% 22% False False 6,597
10 1,024.7 984.7 40.0 4.0% 15.4 1.6% 20% False False 5,771
20 1,024.7 943.1 81.6 8.2% 16.4 1.6% 61% False False 5,501
40 1,024.7 930.2 94.5 9.5% 15.0 1.5% 66% False False 5,399
60 1,024.7 906.4 118.3 11.9% 14.2 1.4% 73% False False 5,040
80 1,024.7 906.4 118.3 11.9% 14.5 1.5% 73% False False 4,166
100 1,024.7 906.4 118.3 11.9% 14.4 1.5% 73% False False 3,565
120 1,024.7 870.0 154.7 15.6% 14.1 1.4% 79% False False 3,071
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,041.8
2.618 1,024.3
1.618 1,013.6
1.000 1,007.0
0.618 1,002.9
HIGH 996.3
0.618 992.2
0.500 991.0
0.382 989.7
LOW 985.6
0.618 979.0
1.000 974.9
1.618 968.3
2.618 957.6
4.250 940.1
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 992.0 1,002.3
PP 991.5 999.0
S1 991.0 995.8

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

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