COMEX Gold Future April 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	1,662.2	1,690.2	28.0	1.7%	1,659.0
High	1,693.4	1,696.9	3.5	0.2%	1,670.1
Low	1,655.1	1,678.6	23.5	1.4%	1,627.5
Close	1,685.6	1,684.9	-0.7	0.0%	1,662.4
Range	38.3	18.3	-20.0	-52.2%	42.6
ATR	30.0	29.1	-0.8	-2.8%	0.0
Volume	177,189	159,882	-17,307	-9.8%	697,271

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,741.7	1,731.6	1,695.0
R3	1,723.4	1,713.3	1,689.9
R2	1,705.1	1,705.1	1,688.3
R1	1,695.0	1,695.0	1,686.6	1,690.9
PP	1,686.8	1,686.8	1,686.8	1,684.8
S1	1,676.7	1,676.7	1,683.2	1,672.6
S2	1,668.5	1,668.5	1,681.5
S3	1,650.2	1,658.4	1,679.9
S4	1,631.9	1,640.1	1,674.8

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,781.1	1,764.4	1,685.8
R3	1,738.5	1,721.8	1,674.1
R2	1,695.9	1,695.9	1,670.2
R1	1,679.2	1,679.2	1,666.3	1,687.6
PP	1,653.3	1,653.3	1,653.3	1,657.5
S1	1,636.6	1,636.6	1,658.5	1,645.0
S2	1,610.7	1,610.7	1,654.6
S3	1,568.1	1,594.0	1,650.7
S4	1,525.5	1,551.4	1,639.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,696.9	1,627.5	69.4	4.1%	25.2	1.5%	83%	True	False	153,714
10	1,696.9	1,627.5	69.4	4.1%	27.2	1.6%	83%	True	False	160,902
20	1,792.3	1,627.5	164.8	9.8%	32.2	1.9%	35%	False	False	173,872
40	1,792.7	1,627.5	165.2	9.8%	28.5	1.7%	35%	False	False	158,441
60	1,792.7	1,549.8	242.9	14.4%	27.9	1.7%	56%	False	False	116,045
80	1,792.7	1,526.2	266.5	15.8%	29.2	1.7%	60%	False	False	88,066
100	1,808.0	1,526.2	281.8	16.7%	29.8	1.8%	56%	False	False	71,152
120	1,808.0	1,526.2	281.8	16.7%	29.9	1.8%	56%	False	False	59,457

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	5.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,774.7
2.618	1,744.8
1.618	1,726.5
1.000	1,715.2
0.618	1,708.2
HIGH	1,696.9
0.618	1,689.9
0.500	1,687.8
0.382	1,685.6
LOW	1,678.6
0.618	1,667.3
1.000	1,660.3
1.618	1,649.0
2.618	1,630.7
4.250	1,600.8

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	1,687.8	1,679.7
PP	1,686.8	1,674.4
S1	1,685.9	1,669.2

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