COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
928.7 |
943.0 |
14.3 |
1.5% |
932.6 |
| High |
944.9 |
943.0 |
-1.9 |
-0.2% |
934.8 |
| Low |
927.5 |
935.5 |
8.0 |
0.9% |
907.6 |
| Close |
942.2 |
938.2 |
-4.0 |
-0.4% |
915.4 |
| Range |
17.4 |
7.5 |
-9.9 |
-56.9% |
27.2 |
| ATR |
15.3 |
14.7 |
-0.6 |
-3.6% |
0.0 |
| Volume |
15,079 |
25,227 |
10,148 |
67.3% |
45,262 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.4 |
957.3 |
942.3 |
|
| R3 |
953.9 |
949.8 |
940.3 |
|
| R2 |
946.4 |
946.4 |
939.6 |
|
| R1 |
942.3 |
942.3 |
938.9 |
940.6 |
| PP |
938.9 |
938.9 |
938.9 |
938.1 |
| S1 |
934.8 |
934.8 |
937.5 |
933.1 |
| S2 |
931.4 |
931.4 |
936.8 |
|
| S3 |
923.9 |
927.3 |
936.1 |
|
| S4 |
916.4 |
919.8 |
934.1 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,000.9 |
985.3 |
930.4 |
|
| R3 |
973.7 |
958.1 |
922.9 |
|
| R2 |
946.5 |
946.5 |
920.4 |
|
| R1 |
930.9 |
930.9 |
917.9 |
925.1 |
| PP |
919.3 |
919.3 |
919.3 |
916.4 |
| S1 |
903.7 |
903.7 |
912.9 |
897.9 |
| S2 |
892.1 |
892.1 |
910.4 |
|
| S3 |
864.9 |
876.5 |
907.9 |
|
| S4 |
837.7 |
849.3 |
900.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
944.9 |
909.7 |
35.2 |
3.8% |
11.6 |
1.2% |
81% |
False |
False |
17,312 |
| 10 |
945.0 |
907.6 |
37.4 |
4.0% |
12.7 |
1.4% |
82% |
False |
False |
12,458 |
| 20 |
951.0 |
907.6 |
43.4 |
4.6% |
13.7 |
1.5% |
71% |
False |
False |
7,928 |
| 40 |
993.6 |
907.6 |
86.0 |
9.2% |
15.9 |
1.7% |
36% |
False |
False |
5,968 |
| 60 |
993.6 |
884.6 |
109.0 |
11.6% |
15.3 |
1.6% |
49% |
False |
False |
4,815 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
16.0 |
1.7% |
55% |
False |
False |
4,012 |
| 100 |
1,004.3 |
869.5 |
134.8 |
14.4% |
18.3 |
1.9% |
51% |
False |
False |
3,456 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.5% |
18.6 |
2.0% |
47% |
False |
False |
3,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
974.9 |
|
2.618 |
962.6 |
|
1.618 |
955.1 |
|
1.000 |
950.5 |
|
0.618 |
947.6 |
|
HIGH |
943.0 |
|
0.618 |
940.1 |
|
0.500 |
939.3 |
|
0.382 |
938.4 |
|
LOW |
935.5 |
|
0.618 |
930.9 |
|
1.000 |
928.0 |
|
1.618 |
923.4 |
|
2.618 |
915.9 |
|
4.250 |
903.6 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
939.3 |
936.4 |
| PP |
938.9 |
934.7 |
| S1 |
938.6 |
932.9 |
|