COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
943.9 |
937.0 |
-6.9 |
-0.7% |
940.1 |
| High |
946.8 |
942.3 |
-4.5 |
-0.5% |
946.8 |
| Low |
933.3 |
936.3 |
3.0 |
0.3% |
929.2 |
| Close |
937.4 |
939.0 |
1.6 |
0.2% |
939.0 |
| Range |
13.5 |
6.0 |
-7.5 |
-55.6% |
17.6 |
| ATR |
17.4 |
16.6 |
-0.8 |
-4.7% |
0.0 |
| Volume |
5,560 |
4,079 |
-1,481 |
-26.6% |
16,580 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.2 |
954.1 |
942.3 |
|
| R3 |
951.2 |
948.1 |
940.7 |
|
| R2 |
945.2 |
945.2 |
940.1 |
|
| R1 |
942.1 |
942.1 |
939.6 |
943.7 |
| PP |
939.2 |
939.2 |
939.2 |
940.0 |
| S1 |
936.1 |
936.1 |
938.5 |
937.7 |
| S2 |
933.2 |
933.2 |
937.9 |
|
| S3 |
927.2 |
930.1 |
937.4 |
|
| S4 |
921.2 |
924.1 |
935.7 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
991.1 |
982.7 |
948.7 |
|
| R3 |
973.5 |
965.1 |
943.8 |
|
| R2 |
955.9 |
955.9 |
942.2 |
|
| R1 |
947.5 |
947.5 |
940.6 |
942.9 |
| PP |
938.3 |
938.3 |
938.3 |
936.1 |
| S1 |
929.9 |
929.9 |
937.4 |
925.3 |
| S2 |
920.7 |
920.7 |
935.8 |
|
| S3 |
903.1 |
912.3 |
934.2 |
|
| S4 |
885.5 |
894.7 |
929.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
946.8 |
929.2 |
17.6 |
1.9% |
11.0 |
1.2% |
56% |
False |
False |
3,316 |
| 10 |
968.9 |
929.2 |
39.7 |
4.2% |
14.3 |
1.5% |
25% |
False |
False |
3,732 |
| 20 |
993.6 |
929.2 |
64.4 |
6.9% |
17.4 |
1.8% |
15% |
False |
False |
3,969 |
| 40 |
993.6 |
884.6 |
109.0 |
11.6% |
15.9 |
1.7% |
50% |
False |
False |
3,399 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
16.2 |
1.7% |
56% |
False |
False |
2,804 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
18.8 |
2.0% |
56% |
False |
False |
2,432 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.5% |
19.5 |
2.1% |
48% |
False |
False |
2,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
967.8 |
|
2.618 |
958.0 |
|
1.618 |
952.0 |
|
1.000 |
948.3 |
|
0.618 |
946.0 |
|
HIGH |
942.3 |
|
0.618 |
940.0 |
|
0.500 |
939.3 |
|
0.382 |
938.6 |
|
LOW |
936.3 |
|
0.618 |
932.6 |
|
1.000 |
930.3 |
|
1.618 |
926.6 |
|
2.618 |
920.6 |
|
4.250 |
910.8 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
939.3 |
939.1 |
| PP |
939.2 |
939.0 |
| S1 |
939.1 |
939.0 |
|