COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
949.2 |
935.0 |
-14.2 |
-1.5% |
956.6 |
| High |
950.4 |
941.6 |
-8.8 |
-0.9% |
963.1 |
| Low |
931.3 |
935.0 |
3.7 |
0.4% |
942.1 |
| Close |
935.8 |
939.2 |
3.4 |
0.4% |
948.7 |
| Range |
19.1 |
6.6 |
-12.5 |
-65.4% |
21.0 |
| ATR |
14.5 |
13.9 |
-0.6 |
-3.9% |
0.0 |
| Volume |
78,114 |
93,505 |
15,391 |
19.7% |
350,780 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958.4 |
955.4 |
942.8 |
|
| R3 |
951.8 |
948.8 |
941.0 |
|
| R2 |
945.2 |
945.2 |
940.4 |
|
| R1 |
942.2 |
942.2 |
939.8 |
943.7 |
| PP |
938.6 |
938.6 |
938.6 |
939.4 |
| S1 |
935.6 |
935.6 |
938.6 |
937.1 |
| S2 |
932.0 |
932.0 |
938.0 |
|
| S3 |
925.4 |
929.0 |
937.4 |
|
| S4 |
918.8 |
922.4 |
935.6 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.3 |
1,002.5 |
960.3 |
|
| R3 |
993.3 |
981.5 |
954.5 |
|
| R2 |
972.3 |
972.3 |
952.6 |
|
| R1 |
960.5 |
960.5 |
950.6 |
955.9 |
| PP |
951.3 |
951.3 |
951.3 |
949.0 |
| S1 |
939.5 |
939.5 |
946.8 |
934.9 |
| S2 |
930.3 |
930.3 |
944.9 |
|
| S3 |
909.3 |
918.5 |
942.9 |
|
| S4 |
888.3 |
897.5 |
937.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
963.1 |
931.3 |
31.8 |
3.4% |
13.8 |
1.5% |
25% |
False |
False |
71,390 |
| 10 |
974.3 |
931.3 |
43.0 |
4.6% |
13.1 |
1.4% |
18% |
False |
False |
80,673 |
| 20 |
974.3 |
927.6 |
46.7 |
5.0% |
13.8 |
1.5% |
25% |
False |
False |
69,564 |
| 40 |
974.3 |
907.6 |
66.7 |
7.1% |
13.6 |
1.4% |
47% |
False |
False |
39,631 |
| 60 |
993.6 |
907.6 |
86.0 |
9.2% |
15.0 |
1.6% |
37% |
False |
False |
27,669 |
| 80 |
993.6 |
884.6 |
109.0 |
11.6% |
14.9 |
1.6% |
50% |
False |
False |
21,503 |
| 100 |
993.6 |
869.5 |
124.1 |
13.2% |
15.3 |
1.6% |
56% |
False |
False |
17,532 |
| 120 |
993.6 |
869.5 |
124.1 |
13.2% |
17.0 |
1.8% |
56% |
False |
False |
14,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
969.7 |
|
2.618 |
958.9 |
|
1.618 |
952.3 |
|
1.000 |
948.2 |
|
0.618 |
945.7 |
|
HIGH |
941.6 |
|
0.618 |
939.1 |
|
0.500 |
938.3 |
|
0.382 |
937.5 |
|
LOW |
935.0 |
|
0.618 |
930.9 |
|
1.000 |
928.4 |
|
1.618 |
924.3 |
|
2.618 |
917.7 |
|
4.250 |
907.0 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
938.9 |
946.4 |
| PP |
938.6 |
944.0 |
| S1 |
938.3 |
941.6 |
|