COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
942.8 |
939.0 |
-3.8 |
-0.4% |
937.0 |
| High |
951.0 |
945.7 |
-5.3 |
-0.6% |
951.0 |
| Low |
939.3 |
938.0 |
-1.3 |
-0.1% |
915.8 |
| Close |
943.7 |
943.4 |
-0.3 |
0.0% |
943.7 |
| Range |
11.7 |
7.7 |
-4.0 |
-34.2% |
35.2 |
| ATR |
16.1 |
15.5 |
-0.6 |
-3.7% |
0.0 |
| Volume |
2,781 |
1,521 |
-1,260 |
-45.3% |
14,685 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
965.5 |
962.1 |
947.6 |
|
| R3 |
957.8 |
954.4 |
945.5 |
|
| R2 |
950.1 |
950.1 |
944.8 |
|
| R1 |
946.7 |
946.7 |
944.1 |
948.4 |
| PP |
942.4 |
942.4 |
942.4 |
943.2 |
| S1 |
939.0 |
939.0 |
942.7 |
940.7 |
| S2 |
934.7 |
934.7 |
942.0 |
|
| S3 |
927.0 |
931.3 |
941.3 |
|
| S4 |
919.3 |
923.6 |
939.2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,042.4 |
1,028.3 |
963.1 |
|
| R3 |
1,007.2 |
993.1 |
953.4 |
|
| R2 |
972.0 |
972.0 |
950.2 |
|
| R1 |
957.9 |
957.9 |
946.9 |
965.0 |
| PP |
936.8 |
936.8 |
936.8 |
940.4 |
| S1 |
922.7 |
922.7 |
940.5 |
929.8 |
| S2 |
901.6 |
901.6 |
937.2 |
|
| S3 |
866.4 |
887.5 |
934.0 |
|
| S4 |
831.2 |
852.3 |
924.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951.0 |
915.8 |
35.2 |
3.7% |
12.4 |
1.3% |
78% |
False |
False |
3,034 |
| 10 |
951.0 |
915.8 |
35.2 |
3.7% |
12.7 |
1.3% |
78% |
False |
False |
3,005 |
| 20 |
993.6 |
915.8 |
77.8 |
8.2% |
16.5 |
1.8% |
35% |
False |
False |
3,256 |
| 40 |
993.6 |
891.4 |
102.2 |
10.8% |
15.9 |
1.7% |
51% |
False |
False |
3,561 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
15.7 |
1.7% |
60% |
False |
False |
2,828 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
17.7 |
1.9% |
60% |
False |
False |
2,556 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.4% |
19.1 |
2.0% |
51% |
False |
False |
2,350 |
| 120 |
1,015.0 |
810.0 |
205.0 |
21.7% |
19.4 |
2.1% |
65% |
False |
False |
2,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
978.4 |
|
2.618 |
965.9 |
|
1.618 |
958.2 |
|
1.000 |
953.4 |
|
0.618 |
950.5 |
|
HIGH |
945.7 |
|
0.618 |
942.8 |
|
0.500 |
941.9 |
|
0.382 |
940.9 |
|
LOW |
938.0 |
|
0.618 |
933.2 |
|
1.000 |
930.3 |
|
1.618 |
925.5 |
|
2.618 |
917.8 |
|
4.250 |
905.3 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
942.9 |
943.2 |
| PP |
942.4 |
943.0 |
| S1 |
941.9 |
942.9 |
|