COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
943.8 |
946.2 |
2.4 |
0.3% |
949.2 |
| High |
956.3 |
951.7 |
-4.6 |
-0.5% |
959.9 |
| Low |
943.1 |
941.2 |
-1.9 |
-0.2% |
931.3 |
| Close |
946.0 |
945.8 |
-0.2 |
0.0% |
954.7 |
| Range |
13.2 |
10.5 |
-2.7 |
-20.5% |
28.6 |
| ATR |
14.6 |
14.3 |
-0.3 |
-2.0% |
0.0 |
| Volume |
74,590 |
76,992 |
2,402 |
3.2% |
357,822 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.7 |
972.3 |
951.6 |
|
| R3 |
967.2 |
961.8 |
948.7 |
|
| R2 |
956.7 |
956.7 |
947.7 |
|
| R1 |
951.3 |
951.3 |
946.8 |
948.8 |
| PP |
946.2 |
946.2 |
946.2 |
945.0 |
| S1 |
940.8 |
940.8 |
944.8 |
938.3 |
| S2 |
935.7 |
935.7 |
943.9 |
|
| S3 |
925.2 |
930.3 |
942.9 |
|
| S4 |
914.7 |
919.8 |
940.0 |
|
|
| 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 |
935.7 |
24.2 |
2.6% |
15.2 |
1.6% |
42% |
False |
False |
74,105 |
| 10 |
963.1 |
931.3 |
31.8 |
3.4% |
14.6 |
1.5% |
46% |
False |
False |
72,978 |
| 20 |
974.3 |
930.9 |
43.4 |
4.6% |
14.4 |
1.5% |
34% |
False |
False |
79,011 |
| 40 |
974.3 |
907.6 |
66.7 |
7.1% |
13.7 |
1.5% |
57% |
False |
False |
49,762 |
| 60 |
993.6 |
907.6 |
86.0 |
9.1% |
14.8 |
1.6% |
44% |
False |
False |
34,230 |
| 80 |
993.6 |
899.5 |
94.1 |
9.9% |
14.8 |
1.6% |
49% |
False |
False |
26,693 |
| 100 |
993.6 |
869.5 |
124.1 |
13.1% |
15.0 |
1.6% |
61% |
False |
False |
21,616 |
| 120 |
993.6 |
869.5 |
124.1 |
13.1% |
16.4 |
1.7% |
61% |
False |
False |
18,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
996.3 |
|
2.618 |
979.2 |
|
1.618 |
968.7 |
|
1.000 |
962.2 |
|
0.618 |
958.2 |
|
HIGH |
951.7 |
|
0.618 |
947.7 |
|
0.500 |
946.5 |
|
0.382 |
945.2 |
|
LOW |
941.2 |
|
0.618 |
934.7 |
|
1.000 |
930.7 |
|
1.618 |
924.2 |
|
2.618 |
913.7 |
|
4.250 |
896.6 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
946.5 |
947.1 |
| PP |
946.2 |
946.7 |
| S1 |
946.0 |
946.2 |
|