COMEX Gold Future August 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	1,377.6	1,378.0	0.4	0.0%	1,424.2
High	1,380.2	1,382.0	1.8	0.1%	1,429.5
Low	1,364.3	1,372.0	7.7	0.6%	1,364.3
Close	1,374.6	1,380.0	5.4	0.4%	1,374.6
Range	15.9	10.0	-5.9	-37.1%	65.2
ATR	16.4	16.0	-0.5	-2.8%	0.0
Volume	799	845	46	5.8%	2,579

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,408.0	1,404.0	1,385.5
R3	1,398.0	1,394.0	1,382.8
R2	1,388.0	1,388.0	1,381.8
R1	1,384.0	1,384.0	1,380.9	1,386.0
PP	1,378.0	1,378.0	1,378.0	1,379.0
S1	1,374.0	1,374.0	1,379.1	1,376.0
S2	1,368.0	1,368.0	1,378.2
S3	1,358.0	1,364.0	1,377.3
S4	1,348.0	1,354.0	1,374.5

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,585.1	1,545.0	1,410.5
R3	1,519.9	1,479.8	1,392.5
R2	1,454.7	1,454.7	1,386.6
R1	1,414.6	1,414.6	1,380.6	1,402.1
PP	1,389.5	1,389.5	1,389.5	1,383.2
S1	1,349.4	1,349.4	1,368.6	1,336.9
S2	1,324.3	1,324.3	1,362.6
S3	1,259.1	1,284.2	1,356.7
S4	1,193.9	1,219.0	1,338.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,422.4	1,364.3	58.1	4.2%	19.4	1.4%	27%	False	False	589
10	1,429.5	1,364.3	65.2	4.7%	14.7	1.1%	24%	False	False	464
20	1,429.5	1,364.3	65.2	4.7%	12.0	0.9%	24%	False	False	378
40	1,436.9	1,337.3	99.6	7.2%	14.5	1.1%	43%	False	False	440
60	1,436.9	1,327.1	109.8	8.0%	12.9	0.9%	48%	False	False	712
80	1,436.9	1,280.4	156.5	11.3%	10.4	0.8%	64%	False	False	604
100	1,436.9	1,233.9	203.0	14.7%	8.5	0.6%	72%	False	False	536
120	1,436.9	1,167.9	269.0	19.5%	7.4	0.5%	79%	False	False	480

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,424.5
2.618	1,408.2
1.618	1,398.2
1.000	1,392.0
0.618	1,388.2
HIGH	1,382.0
0.618	1,378.2
0.500	1,377.0
0.382	1,375.8
LOW	1,372.0
0.618	1,365.8
1.000	1,362.0
1.618	1,355.8
2.618	1,345.8
4.250	1,329.5

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	1,379.0	1,378.3
PP	1,378.0	1,376.5
S1	1,377.0	1,374.8

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