COMEX Gold Future June 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	1,108.7	1,121.0	12.3	1.1%	1,125.0
High	1,120.7	1,125.0	4.3	0.4%	1,132.6
Low	1,106.3	1,113.5	7.2	0.7%	1,090.0
Close	1,120.1	1,119.5	-0.6	-0.1%	1,120.1
Range	14.4	11.5	-2.9	-20.1%	42.6
ATR	22.0	21.3	-0.8	-3.4%	0.0
Volume	5,366	3,847	-1,519	-28.3%	28,036

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,153.8	1,148.2	1,125.8
R3	1,142.3	1,136.7	1,122.7
R2	1,130.8	1,130.8	1,121.6
R1	1,125.2	1,125.2	1,120.6	1,122.3
PP	1,119.3	1,119.3	1,119.3	1,117.9
S1	1,113.7	1,113.7	1,118.4	1,110.8
S2	1,107.8	1,107.8	1,117.4
S3	1,096.3	1,102.2	1,116.3
S4	1,084.8	1,090.7	1,113.2

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,242.0	1,223.7	1,143.5
R3	1,199.4	1,181.1	1,131.8
R2	1,156.8	1,156.8	1,127.9
R1	1,138.5	1,138.5	1,124.0	1,126.4
PP	1,114.2	1,114.2	1,114.2	1,108.2
S1	1,095.9	1,095.9	1,116.2	1,083.8
S2	1,071.6	1,071.6	1,112.3
S3	1,029.0	1,053.3	1,108.4
S4	986.4	1,010.7	1,096.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,125.0	1,090.0	35.0	3.1%	17.2	1.5%	84%	True	False	5,161
10	1,132.6	1,090.0	42.6	3.8%	21.2	1.9%	69%	False	False	4,649
20	1,132.6	1,045.6	87.0	7.8%	22.6	2.0%	85%	False	False	4,456
40	1,164.1	1,045.6	118.5	10.6%	20.7	1.9%	62%	False	False	4,153
60	1,230.0	1,045.6	184.4	16.5%	21.9	2.0%	40%	False	False	3,644
80	1,230.0	1,045.6	184.4	16.5%	21.1	1.9%	40%	False	False	3,279
100	1,230.0	1,022.6	207.4	18.5%	19.6	1.7%	47%	False	False	2,790
120	1,230.0	989.3	240.7	21.5%	18.3	1.6%	54%	False	False	2,388

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	True
Stretch	6.1
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1,173.9
2.618	1,155.1
1.618	1,143.6
1.000	1,136.5
0.618	1,132.1
HIGH	1,125.0
0.618	1,120.6
0.500	1,119.3
0.382	1,117.9
LOW	1,113.5
0.618	1,106.4
1.000	1,102.0
1.618	1,094.9
2.618	1,083.4
4.250	1,064.6

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	1,119.4	1,115.5
PP	1,119.3	1,111.5
S1	1,119.3	1,107.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols