COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
937.0 |
937.0 |
0.0 |
0.0% |
940.1 |
| High |
942.3 |
937.9 |
-4.4 |
-0.5% |
946.8 |
| Low |
936.3 |
916.1 |
-20.2 |
-2.2% |
929.2 |
| Close |
939.0 |
923.7 |
-15.3 |
-1.6% |
939.0 |
| Range |
6.0 |
21.8 |
15.8 |
263.3% |
17.6 |
| ATR |
16.6 |
17.0 |
0.5 |
2.7% |
0.0 |
| Volume |
4,079 |
1,034 |
-3,045 |
-74.7% |
16,580 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
991.3 |
979.3 |
935.7 |
|
| R3 |
969.5 |
957.5 |
929.7 |
|
| R2 |
947.7 |
947.7 |
927.7 |
|
| R1 |
935.7 |
935.7 |
925.7 |
930.8 |
| PP |
925.9 |
925.9 |
925.9 |
923.5 |
| S1 |
913.9 |
913.9 |
921.7 |
909.0 |
| S2 |
904.1 |
904.1 |
919.7 |
|
| S3 |
882.3 |
892.1 |
917.7 |
|
| S4 |
860.5 |
870.3 |
911.7 |
|
|
| 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 |
916.1 |
30.7 |
3.3% |
12.9 |
1.4% |
25% |
False |
True |
2,977 |
| 10 |
968.9 |
916.1 |
52.8 |
5.7% |
14.9 |
1.6% |
14% |
False |
True |
3,183 |
| 20 |
993.6 |
916.1 |
77.5 |
8.4% |
17.8 |
1.9% |
10% |
False |
True |
3,744 |
| 40 |
993.6 |
884.6 |
109.0 |
11.8% |
16.2 |
1.8% |
36% |
False |
False |
3,376 |
| 60 |
993.6 |
869.5 |
124.1 |
13.4% |
16.4 |
1.8% |
44% |
False |
False |
2,799 |
| 80 |
993.6 |
869.5 |
124.1 |
13.4% |
18.8 |
2.0% |
44% |
False |
False |
2,435 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.8% |
19.4 |
2.1% |
37% |
False |
False |
2,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,030.6 |
|
2.618 |
995.0 |
|
1.618 |
973.2 |
|
1.000 |
959.7 |
|
0.618 |
951.4 |
|
HIGH |
937.9 |
|
0.618 |
929.6 |
|
0.500 |
927.0 |
|
0.382 |
924.4 |
|
LOW |
916.1 |
|
0.618 |
902.6 |
|
1.000 |
894.3 |
|
1.618 |
880.8 |
|
2.618 |
859.0 |
|
4.250 |
823.5 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.0 |
931.5 |
| PP |
925.9 |
928.9 |
| S1 |
924.8 |
926.3 |
|