COMEX Gold Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 1,669.0 1,683.8 14.8 0.9% 1,640.5
High 1,685.5 1,696.8 11.3 0.7% 1,693.9
Low 1,662.5 1,665.4 2.9 0.2% 1,639.9
Close 1,683.0 1,676.6 -6.4 -0.4% 1,683.0
Range 23.0 31.4 8.4 36.5% 54.0
ATR 50.4 49.1 -1.4 -2.7% 0.0
Volume 92,569 106,229 13,660 14.8% 496,813
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,773.8 1,756.6 1,693.9
R3 1,742.4 1,725.2 1,685.2
R2 1,711.0 1,711.0 1,682.4
R1 1,693.8 1,693.8 1,679.5 1,686.7
PP 1,679.6 1,679.6 1,679.6 1,676.1
S1 1,662.4 1,662.4 1,673.7 1,655.3
S2 1,648.2 1,648.2 1,670.8
S3 1,616.8 1,631.0 1,668.0
S4 1,585.4 1,599.6 1,659.3
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,834.3 1,812.6 1,712.7
R3 1,780.3 1,758.6 1,697.9
R2 1,726.3 1,726.3 1,692.9
R1 1,704.6 1,704.6 1,688.0 1,715.5
PP 1,672.3 1,672.3 1,672.3 1,677.7
S1 1,650.6 1,650.6 1,678.1 1,661.5
S2 1,618.3 1,618.3 1,673.1
S3 1,564.3 1,596.6 1,668.2
S4 1,510.3 1,542.6 1,653.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,696.8 1,654.3 42.5 2.5% 29.9 1.8% 52% True False 103,320
10 1,696.8 1,596.6 100.2 6.0% 39.0 2.3% 80% True False 117,907
20 1,819.4 1,535.0 284.4 17.0% 53.1 3.2% 50% False False 166,867
40 1,923.7 1,535.0 388.7 23.2% 56.8 3.4% 36% False False 200,547
60 1,923.7 1,535.0 388.7 23.2% 50.1 3.0% 36% False False 196,304
80 1,923.7 1,481.0 442.7 26.4% 42.6 2.5% 44% False False 151,568
100 1,923.7 1,481.0 442.7 26.4% 37.6 2.2% 44% False False 122,069
120 1,923.7 1,465.9 457.8 27.3% 35.5 2.1% 46% False False 102,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,830.3
2.618 1,779.0
1.618 1,747.6
1.000 1,728.2
0.618 1,716.2
HIGH 1,696.8
0.618 1,684.8
0.500 1,681.1
0.382 1,677.4
LOW 1,665.4
0.618 1,646.0
1.000 1,634.0
1.618 1,614.6
2.618 1,583.2
4.250 1,532.0
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1,681.1 1,676.3
PP 1,679.6 1,675.9
S1 1,678.1 1,675.6

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

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