COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
944.2 |
941.9 |
-2.3 |
-0.2% |
949.2 |
| High |
947.3 |
959.9 |
12.6 |
1.3% |
959.9 |
| Low |
938.5 |
939.2 |
0.7 |
0.1% |
931.3 |
| Close |
941.7 |
954.7 |
13.0 |
1.4% |
954.7 |
| Range |
8.8 |
20.7 |
11.9 |
135.2% |
28.6 |
| ATR |
13.5 |
14.0 |
0.5 |
3.8% |
0.0 |
| Volume |
80,904 |
52,319 |
-28,585 |
-35.3% |
357,822 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.4 |
1,004.7 |
966.1 |
|
| R3 |
992.7 |
984.0 |
960.4 |
|
| R2 |
972.0 |
972.0 |
958.5 |
|
| R1 |
963.3 |
963.3 |
956.6 |
967.7 |
| PP |
951.3 |
951.3 |
951.3 |
953.4 |
| S1 |
942.6 |
942.6 |
952.8 |
947.0 |
| S2 |
930.6 |
930.6 |
950.9 |
|
| S3 |
909.9 |
921.9 |
949.0 |
|
| S4 |
889.2 |
901.2 |
943.3 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.4 |
1,023.2 |
970.4 |
|
| R3 |
1,005.8 |
994.6 |
962.6 |
|
| R2 |
977.2 |
977.2 |
959.9 |
|
| R1 |
966.0 |
966.0 |
957.3 |
971.6 |
| PP |
948.6 |
948.6 |
948.6 |
951.5 |
| S1 |
937.4 |
937.4 |
952.1 |
943.0 |
| S2 |
920.0 |
920.0 |
949.5 |
|
| S3 |
891.4 |
908.8 |
946.8 |
|
| S4 |
862.8 |
880.2 |
939.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
959.9 |
931.3 |
28.6 |
3.0% |
13.7 |
1.4% |
82% |
True |
False |
71,564 |
| 10 |
963.1 |
931.3 |
31.8 |
3.3% |
13.5 |
1.4% |
74% |
False |
False |
70,860 |
| 20 |
974.3 |
927.6 |
46.7 |
4.9% |
14.6 |
1.5% |
58% |
False |
False |
74,861 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.6 |
1.4% |
71% |
False |
False |
44,014 |
| 60 |
993.6 |
907.6 |
86.0 |
9.0% |
14.8 |
1.6% |
55% |
False |
False |
30,478 |
| 80 |
993.6 |
884.6 |
109.0 |
11.4% |
14.9 |
1.6% |
64% |
False |
False |
23,780 |
| 100 |
993.6 |
869.5 |
124.1 |
13.0% |
15.2 |
1.6% |
69% |
False |
False |
19,289 |
| 120 |
993.6 |
869.5 |
124.1 |
13.0% |
16.6 |
1.7% |
69% |
False |
False |
16,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,047.9 |
|
2.618 |
1,014.1 |
|
1.618 |
993.4 |
|
1.000 |
980.6 |
|
0.618 |
972.7 |
|
HIGH |
959.9 |
|
0.618 |
952.0 |
|
0.500 |
949.6 |
|
0.382 |
947.1 |
|
LOW |
939.2 |
|
0.618 |
926.4 |
|
1.000 |
918.5 |
|
1.618 |
905.7 |
|
2.618 |
885.0 |
|
4.250 |
851.2 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953.0 |
952.0 |
| PP |
951.3 |
949.3 |
| S1 |
949.6 |
946.6 |
|