COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
952.0 |
951.8 |
-0.2 |
0.0% |
915.2 |
| High |
956.4 |
957.7 |
1.3 |
0.1% |
944.9 |
| Low |
947.0 |
947.4 |
0.4 |
0.0% |
910.6 |
| Close |
949.6 |
956.0 |
6.4 |
0.7% |
940.3 |
| Range |
9.4 |
10.3 |
0.9 |
9.6% |
34.3 |
| ATR |
14.1 |
13.9 |
-0.3 |
-1.9% |
0.0 |
| Volume |
23,168 |
16,905 |
-6,263 |
-27.0% |
84,015 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.6 |
980.6 |
961.7 |
|
| R3 |
974.3 |
970.3 |
958.8 |
|
| R2 |
964.0 |
964.0 |
957.9 |
|
| R1 |
960.0 |
960.0 |
956.9 |
962.0 |
| PP |
953.7 |
953.7 |
953.7 |
954.7 |
| S1 |
949.7 |
949.7 |
955.1 |
951.7 |
| S2 |
943.4 |
943.4 |
954.1 |
|
| S3 |
933.1 |
939.4 |
953.2 |
|
| S4 |
922.8 |
929.1 |
950.3 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.8 |
1,021.9 |
959.2 |
|
| R3 |
1,000.5 |
987.6 |
949.7 |
|
| R2 |
966.2 |
966.2 |
946.6 |
|
| R1 |
953.3 |
953.3 |
943.4 |
959.8 |
| PP |
931.9 |
931.9 |
931.9 |
935.2 |
| S1 |
919.0 |
919.0 |
937.2 |
925.5 |
| S2 |
897.6 |
897.6 |
934.0 |
|
| S3 |
863.3 |
884.7 |
930.9 |
|
| S4 |
829.0 |
850.4 |
921.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958.0 |
934.4 |
23.6 |
2.5% |
10.6 |
1.1% |
92% |
False |
False |
17,640 |
| 10 |
958.0 |
909.7 |
48.3 |
5.1% |
11.6 |
1.2% |
96% |
False |
False |
16,049 |
| 20 |
958.0 |
907.6 |
50.4 |
5.3% |
13.2 |
1.4% |
96% |
False |
False |
10,444 |
| 40 |
993.6 |
907.6 |
86.0 |
9.0% |
15.3 |
1.6% |
56% |
False |
False |
7,049 |
| 60 |
993.6 |
884.6 |
109.0 |
11.4% |
15.2 |
1.6% |
66% |
False |
False |
5,742 |
| 80 |
993.6 |
869.5 |
124.1 |
13.0% |
15.5 |
1.6% |
70% |
False |
False |
4,702 |
| 100 |
993.6 |
869.5 |
124.1 |
13.0% |
17.4 |
1.8% |
70% |
False |
False |
4,048 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.2% |
18.3 |
1.9% |
59% |
False |
False |
3,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,001.5 |
|
2.618 |
984.7 |
|
1.618 |
974.4 |
|
1.000 |
968.0 |
|
0.618 |
964.1 |
|
HIGH |
957.7 |
|
0.618 |
953.8 |
|
0.500 |
952.6 |
|
0.382 |
951.3 |
|
LOW |
947.4 |
|
0.618 |
941.0 |
|
1.000 |
937.1 |
|
1.618 |
930.7 |
|
2.618 |
920.4 |
|
4.250 |
903.6 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
954.9 |
953.7 |
| PP |
953.7 |
951.3 |
| S1 |
952.6 |
949.0 |
|