COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
880.7 |
843.5 |
-37.2 |
-4.2% |
873.0 |
| High |
885.5 |
871.4 |
-14.1 |
-1.6% |
892.0 |
| Low |
843.5 |
838.8 |
-4.7 |
-0.6% |
857.3 |
| Close |
857.8 |
866.0 |
8.2 |
1.0% |
879.5 |
| Range |
42.0 |
32.6 |
-9.4 |
-22.4% |
34.7 |
| ATR |
28.0 |
28.3 |
0.3 |
1.2% |
0.0 |
| Volume |
46,093 |
95,451 |
49,358 |
107.1% |
206,861 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956.5 |
943.9 |
883.9 |
|
| R3 |
923.9 |
911.3 |
875.0 |
|
| R2 |
891.3 |
891.3 |
872.0 |
|
| R1 |
878.7 |
878.7 |
869.0 |
885.0 |
| PP |
858.7 |
858.7 |
858.7 |
861.9 |
| S1 |
846.1 |
846.1 |
863.0 |
852.4 |
| S2 |
826.1 |
826.1 |
860.0 |
|
| S3 |
793.5 |
813.5 |
857.0 |
|
| S4 |
760.9 |
780.9 |
848.1 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.4 |
964.6 |
898.6 |
|
| R3 |
945.7 |
929.9 |
889.0 |
|
| R2 |
911.0 |
911.0 |
885.9 |
|
| R1 |
895.2 |
895.2 |
882.7 |
903.1 |
| PP |
876.3 |
876.3 |
876.3 |
880.2 |
| S1 |
860.5 |
860.5 |
876.3 |
868.4 |
| S2 |
841.6 |
841.6 |
873.1 |
|
| S3 |
806.9 |
825.8 |
870.0 |
|
| S4 |
772.2 |
791.1 |
860.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
889.1 |
838.8 |
50.3 |
5.8% |
29.1 |
3.4% |
54% |
False |
True |
64,969 |
| 10 |
892.0 |
829.8 |
62.2 |
7.2% |
24.6 |
2.8% |
58% |
False |
False |
54,601 |
| 20 |
892.0 |
754.1 |
137.9 |
15.9% |
26.6 |
3.1% |
81% |
False |
False |
78,307 |
| 40 |
892.0 |
699.6 |
192.4 |
22.2% |
27.6 |
3.2% |
86% |
False |
False |
59,455 |
| 60 |
938.8 |
688.0 |
250.8 |
29.0% |
31.9 |
3.7% |
71% |
False |
False |
40,955 |
| 80 |
938.8 |
688.0 |
250.8 |
29.0% |
33.8 |
3.9% |
71% |
False |
False |
31,863 |
| 100 |
938.8 |
688.0 |
250.8 |
29.0% |
31.2 |
3.6% |
71% |
False |
False |
25,849 |
| 120 |
993.0 |
688.0 |
305.0 |
35.2% |
29.0 |
3.4% |
58% |
False |
False |
21,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,010.0 |
|
2.618 |
956.7 |
|
1.618 |
924.1 |
|
1.000 |
904.0 |
|
0.618 |
891.5 |
|
HIGH |
871.4 |
|
0.618 |
858.9 |
|
0.500 |
855.1 |
|
0.382 |
851.3 |
|
LOW |
838.8 |
|
0.618 |
818.7 |
|
1.000 |
806.2 |
|
1.618 |
786.1 |
|
2.618 |
753.5 |
|
4.250 |
700.3 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
862.4 |
865.3 |
| PP |
858.7 |
864.6 |
| S1 |
855.1 |
864.0 |
|