COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
948.4 |
948.6 |
0.2 |
0.0% |
954.5 |
| High |
951.9 |
954.4 |
2.5 |
0.3% |
974.3 |
| Low |
943.6 |
942.1 |
-1.5 |
-0.2% |
953.1 |
| Close |
947.6 |
952.5 |
4.9 |
0.5% |
959.5 |
| Range |
8.3 |
12.3 |
4.0 |
48.2% |
21.2 |
| ATR |
14.0 |
13.9 |
-0.1 |
-0.9% |
0.0 |
| Volume |
78,339 |
50,678 |
-27,661 |
-35.3% |
478,285 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.6 |
981.8 |
959.3 |
|
| R3 |
974.3 |
969.5 |
955.9 |
|
| R2 |
962.0 |
962.0 |
954.8 |
|
| R1 |
957.2 |
957.2 |
953.6 |
959.6 |
| PP |
949.7 |
949.7 |
949.7 |
950.9 |
| S1 |
944.9 |
944.9 |
951.4 |
947.3 |
| S2 |
937.4 |
937.4 |
950.2 |
|
| S3 |
925.1 |
932.6 |
949.1 |
|
| S4 |
912.8 |
920.3 |
945.7 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,025.9 |
1,013.9 |
971.2 |
|
| R3 |
1,004.7 |
992.7 |
965.3 |
|
| R2 |
983.5 |
983.5 |
963.4 |
|
| R1 |
971.5 |
971.5 |
961.4 |
977.5 |
| PP |
962.3 |
962.3 |
962.3 |
965.3 |
| S1 |
950.3 |
950.3 |
957.6 |
956.3 |
| S2 |
941.1 |
941.1 |
955.6 |
|
| S3 |
919.9 |
929.1 |
953.7 |
|
| S4 |
898.7 |
907.9 |
947.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
974.3 |
942.1 |
32.2 |
3.4% |
12.9 |
1.4% |
32% |
False |
True |
81,159 |
| 10 |
974.3 |
930.9 |
43.4 |
4.6% |
14.1 |
1.5% |
50% |
False |
False |
85,044 |
| 20 |
974.3 |
927.6 |
46.7 |
4.9% |
13.1 |
1.4% |
53% |
False |
False |
57,815 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.5 |
1.4% |
67% |
False |
False |
32,312 |
| 60 |
993.6 |
907.6 |
86.0 |
9.0% |
15.0 |
1.6% |
52% |
False |
False |
22,869 |
| 80 |
993.6 |
884.6 |
109.0 |
11.4% |
14.9 |
1.6% |
62% |
False |
False |
17,764 |
| 100 |
993.6 |
869.5 |
124.1 |
13.0% |
15.5 |
1.6% |
67% |
False |
False |
14,545 |
| 120 |
1,007.0 |
869.5 |
137.5 |
14.4% |
17.5 |
1.8% |
60% |
False |
False |
12,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,006.7 |
|
2.618 |
986.6 |
|
1.618 |
974.3 |
|
1.000 |
966.7 |
|
0.618 |
962.0 |
|
HIGH |
954.4 |
|
0.618 |
949.7 |
|
0.500 |
948.3 |
|
0.382 |
946.8 |
|
LOW |
942.1 |
|
0.618 |
934.5 |
|
1.000 |
929.8 |
|
1.618 |
922.2 |
|
2.618 |
909.9 |
|
4.250 |
889.8 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
951.1 |
951.9 |
| PP |
949.7 |
951.3 |
| S1 |
948.3 |
950.7 |
|