COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
939.8 |
931.9 |
-7.9 |
-0.8% |
940.7 |
| High |
943.3 |
939.4 |
-3.9 |
-0.4% |
960.2 |
| Low |
927.6 |
930.9 |
3.3 |
0.4% |
940.0 |
| Close |
929.7 |
937.3 |
7.6 |
0.8% |
955.9 |
| Range |
15.7 |
8.5 |
-7.2 |
-45.9% |
20.2 |
| ATR |
13.9 |
13.6 |
-0.3 |
-2.2% |
0.0 |
| Volume |
83,800 |
93,901 |
10,101 |
12.1% |
117,265 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.4 |
957.8 |
942.0 |
|
| R3 |
952.9 |
949.3 |
939.6 |
|
| R2 |
944.4 |
944.4 |
938.9 |
|
| R1 |
940.8 |
940.8 |
938.1 |
942.6 |
| PP |
935.9 |
935.9 |
935.9 |
936.8 |
| S1 |
932.3 |
932.3 |
936.5 |
934.1 |
| S2 |
927.4 |
927.4 |
935.7 |
|
| S3 |
918.9 |
923.8 |
935.0 |
|
| S4 |
910.4 |
915.3 |
932.6 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.6 |
1,004.5 |
967.0 |
|
| R3 |
992.4 |
984.3 |
961.5 |
|
| R2 |
972.2 |
972.2 |
959.6 |
|
| R1 |
964.1 |
964.1 |
957.8 |
968.2 |
| PP |
952.0 |
952.0 |
952.0 |
954.1 |
| S1 |
943.9 |
943.9 |
954.0 |
948.0 |
| S2 |
931.8 |
931.8 |
952.2 |
|
| S3 |
911.6 |
923.7 |
950.3 |
|
| S4 |
891.4 |
903.5 |
944.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
962.7 |
927.6 |
35.1 |
3.7% |
13.3 |
1.4% |
28% |
False |
False |
58,236 |
| 10 |
962.7 |
927.6 |
35.1 |
3.7% |
12.2 |
1.3% |
28% |
False |
False |
37,454 |
| 20 |
962.7 |
907.6 |
55.1 |
5.9% |
12.5 |
1.3% |
54% |
False |
False |
24,956 |
| 40 |
987.0 |
907.6 |
79.4 |
8.5% |
14.3 |
1.5% |
37% |
False |
False |
14,126 |
| 60 |
993.6 |
901.1 |
92.5 |
9.9% |
14.8 |
1.6% |
39% |
False |
False |
10,764 |
| 80 |
993.6 |
870.5 |
123.1 |
13.1% |
14.8 |
1.6% |
54% |
False |
False |
8,430 |
| 100 |
993.6 |
869.5 |
124.1 |
13.2% |
16.6 |
1.8% |
55% |
False |
False |
7,087 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.5% |
18.1 |
1.9% |
47% |
False |
False |
6,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
975.5 |
|
2.618 |
961.7 |
|
1.618 |
953.2 |
|
1.000 |
947.9 |
|
0.618 |
944.7 |
|
HIGH |
939.4 |
|
0.618 |
936.2 |
|
0.500 |
935.2 |
|
0.382 |
934.1 |
|
LOW |
930.9 |
|
0.618 |
925.6 |
|
1.000 |
922.4 |
|
1.618 |
917.1 |
|
2.618 |
908.6 |
|
4.250 |
894.8 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.6 |
943.5 |
| PP |
935.9 |
941.4 |
| S1 |
935.2 |
939.4 |
|