COMEX Gold Future December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	1,643.5	1,653.4	9.9	0.6%	1,625.1
High	1,657.0	1,668.0	11.0	0.7%	1,681.5
Low	1,633.2	1,627.6	-5.6	-0.3%	1,596.6
Close	1,653.2	1,635.8	-17.4	-1.1%	1,635.8
Range	23.8	40.4	16.6	69.7%	84.9
ATR	60.1	58.7	-1.4	-2.3%	0.0
Volume	117,686	121,393	3,707	3.1%	708,394

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,765.0	1,740.8	1,658.0
R3	1,724.6	1,700.4	1,646.9
R2	1,684.2	1,684.2	1,643.2
R1	1,660.0	1,660.0	1,639.5	1,651.9
PP	1,643.8	1,643.8	1,643.8	1,639.8
S1	1,619.6	1,619.6	1,632.1	1,611.5
S2	1,603.4	1,603.4	1,628.4
S3	1,563.0	1,579.2	1,624.7
S4	1,522.6	1,538.8	1,613.6

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,892.7	1,849.1	1,682.5
R3	1,807.8	1,764.2	1,659.1
R2	1,722.9	1,722.9	1,651.4
R1	1,679.3	1,679.3	1,643.6	1,701.1
PP	1,638.0	1,638.0	1,638.0	1,648.9
S1	1,594.4	1,594.4	1,628.0	1,616.2
S2	1,553.1	1,553.1	1,620.2
S3	1,468.2	1,509.5	1,612.5
S4	1,383.3	1,424.6	1,589.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,681.5	1,596.6	84.9	5.2%	49.5	3.0%	46%	False	False	141,678
10	1,681.5	1,535.0	146.5	9.0%	60.0	3.7%	69%	False	False	179,741
20	1,865.2	1,535.0	330.2	20.2%	60.0	3.7%	31%	False	False	193,002
40	1,923.7	1,535.0	388.7	23.8%	57.7	3.5%	26%	False	False	211,656
60	1,923.7	1,535.0	388.7	23.8%	49.1	3.0%	26%	False	False	189,060
80	1,923.7	1,481.0	442.7	27.1%	41.6	2.5%	35%	False	False	144,514
100	1,923.7	1,481.0	442.7	27.1%	36.6	2.2%	35%	False	False	116,344
120	1,923.7	1,465.9	457.8	28.0%	34.7	2.1%	37%	False	False	97,599

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	14.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,839.7
2.618	1,773.8
1.618	1,733.4
1.000	1,708.4
0.618	1,693.0
HIGH	1,668.0
0.618	1,652.6
0.500	1,647.8
0.382	1,643.0
LOW	1,627.6
0.618	1,602.6
1.000	1,587.2
1.618	1,562.2
2.618	1,521.8
4.250	1,455.9

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	1,647.8	1,634.6
PP	1,643.8	1,633.5
S1	1,639.8	1,632.3

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