COMEX Gold Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 1,616.2 1,619.5 3.3 0.2% 1,612.0
High 1,622.8 1,637.5 14.7 0.9% 1,637.5
Low 1,605.0 1,613.0 8.0 0.5% 1,605.0
Close 1,616.2 1,631.2 15.0 0.9% 1,631.2
Range 17.8 24.5 6.7 37.6% 32.5
ATR 20.1 20.4 0.3 1.6% 0.0
Volume 170,615 136,930 -33,685 -19.7% 528,782
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,700.7 1,690.5 1,644.7
R3 1,676.2 1,666.0 1,637.9
R2 1,651.7 1,651.7 1,635.7
R1 1,641.5 1,641.5 1,633.4 1,646.6
PP 1,627.2 1,627.2 1,627.2 1,629.8
S1 1,617.0 1,617.0 1,629.0 1,622.1
S2 1,602.7 1,602.7 1,626.7
S3 1,578.2 1,592.5 1,624.5
S4 1,553.7 1,568.0 1,617.7
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,722.1 1,709.1 1,649.1
R3 1,689.6 1,676.6 1,640.1
R2 1,657.1 1,657.1 1,637.2
R1 1,644.1 1,644.1 1,634.2 1,650.6
PP 1,624.6 1,624.6 1,624.6 1,627.8
S1 1,611.6 1,611.6 1,628.2 1,618.1
S2 1,592.1 1,592.1 1,625.2
S3 1,559.6 1,579.1 1,622.3
S4 1,527.1 1,546.6 1,613.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,637.5 1,605.0 32.5 2.0% 19.1 1.2% 81% True False 105,756
10 1,637.5 1,583.6 53.9 3.3% 20.4 1.2% 88% True False 66,168
20 1,637.5 1,481.0 156.5 9.6% 21.0 1.3% 96% True False 41,838
40 1,637.5 1,481.0 156.5 9.6% 19.0 1.2% 96% True False 23,482
60 1,637.5 1,465.9 171.6 10.5% 20.0 1.2% 96% True False 17,394
80 1,637.5 1,450.0 187.5 11.5% 19.8 1.2% 97% True False 13,582
100 1,637.5 1,387.1 250.4 15.4% 19.4 1.2% 97% True False 11,140
120 1,637.5 1,355.6 281.9 17.3% 18.7 1.1% 98% True False 9,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,741.6
2.618 1,701.6
1.618 1,677.1
1.000 1,662.0
0.618 1,652.6
HIGH 1,637.5
0.618 1,628.1
0.500 1,625.3
0.382 1,622.4
LOW 1,613.0
0.618 1,597.9
1.000 1,588.5
1.618 1,573.4
2.618 1,548.9
4.250 1,508.9
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 1,629.2 1,627.9
PP 1,627.2 1,624.6
S1 1,625.3 1,621.3

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

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