COMEX Gold Future October 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 994.4 990.5 -3.9 -0.4% 1,007.4
High 996.3 995.7 -0.6 -0.1% 1,020.5
Low 985.6 984.7 -0.9 -0.1% 984.7
Close 992.5 993.1 0.6 0.1% 990.3
Range 10.7 11.0 0.3 2.8% 35.8
ATR 15.7 15.4 -0.3 -2.1% 0.0
Volume 7,428 6,999 -429 -5.8% 30,472
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,024.2 1,019.6 999.2
R3 1,013.2 1,008.6 996.1
R2 1,002.2 1,002.2 995.1
R1 997.6 997.6 994.1 999.9
PP 991.2 991.2 991.2 992.3
S1 986.6 986.6 992.1 988.9
S2 980.2 980.2 991.1
S3 969.2 975.6 990.1
S4 958.2 964.6 987.1
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 1,019.8 984.7 35.1 3.5% 15.6 1.6% 24% False True 7,403
10 1,024.7 984.7 40.0 4.0% 14.7 1.5% 21% False True 5,724
20 1,024.7 946.4 78.3 7.9% 16.1 1.6% 60% False False 5,710
40 1,024.7 930.2 94.5 9.5% 14.9 1.5% 67% False False 5,289
60 1,024.7 906.4 118.3 11.9% 14.2 1.4% 73% False False 5,138
80 1,024.7 906.4 118.3 11.9% 14.2 1.4% 73% False False 4,235
100 1,024.7 906.4 118.3 11.9% 14.4 1.5% 73% False False 3,631
120 1,024.7 870.0 154.7 15.6% 14.0 1.4% 80% False False 3,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,042.5
2.618 1,024.5
1.618 1,013.5
1.000 1,006.7
0.618 1,002.5
HIGH 995.7
0.618 991.5
0.500 990.2
0.382 988.9
LOW 984.7
0.618 977.9
1.000 973.7
1.618 966.9
2.618 955.9
4.250 938.0
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 992.1 992.7
PP 991.2 992.3
S1 990.2 991.9

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

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