COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
843.5 |
864.2 |
20.7 |
2.5% |
873.0 |
| High |
871.4 |
867.8 |
-3.6 |
-0.4% |
892.0 |
| Low |
838.8 |
836.0 |
-2.8 |
-0.3% |
857.3 |
| Close |
866.0 |
841.7 |
-24.3 |
-2.8% |
879.5 |
| Range |
32.6 |
31.8 |
-0.8 |
-2.5% |
34.7 |
| ATR |
28.3 |
28.6 |
0.2 |
0.9% |
0.0 |
| Volume |
95,451 |
101,200 |
5,749 |
6.0% |
206,861 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943.9 |
924.6 |
859.2 |
|
| R3 |
912.1 |
892.8 |
850.4 |
|
| R2 |
880.3 |
880.3 |
847.5 |
|
| R1 |
861.0 |
861.0 |
844.6 |
854.8 |
| PP |
848.5 |
848.5 |
848.5 |
845.4 |
| S1 |
829.2 |
829.2 |
838.8 |
823.0 |
| S2 |
816.7 |
816.7 |
835.9 |
|
| S3 |
784.9 |
797.4 |
833.0 |
|
| S4 |
753.1 |
765.6 |
824.2 |
|
|
| 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 |
836.0 |
53.1 |
6.3% |
31.2 |
3.7% |
11% |
False |
True |
70,416 |
| 10 |
892.0 |
829.8 |
62.2 |
7.4% |
26.1 |
3.1% |
19% |
False |
False |
57,369 |
| 20 |
892.0 |
762.5 |
129.5 |
15.4% |
26.8 |
3.2% |
61% |
False |
False |
78,122 |
| 40 |
892.0 |
699.6 |
192.4 |
22.9% |
27.9 |
3.3% |
74% |
False |
False |
61,797 |
| 60 |
892.0 |
688.0 |
204.0 |
24.2% |
30.6 |
3.6% |
75% |
False |
False |
42,473 |
| 80 |
938.8 |
688.0 |
250.8 |
29.8% |
34.0 |
4.0% |
61% |
False |
False |
33,080 |
| 100 |
938.8 |
688.0 |
250.8 |
29.8% |
31.3 |
3.7% |
61% |
False |
False |
26,827 |
| 120 |
990.4 |
688.0 |
302.4 |
35.9% |
29.1 |
3.5% |
51% |
False |
False |
22,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,003.0 |
|
2.618 |
951.1 |
|
1.618 |
919.3 |
|
1.000 |
899.6 |
|
0.618 |
887.5 |
|
HIGH |
867.8 |
|
0.618 |
855.7 |
|
0.500 |
851.9 |
|
0.382 |
848.1 |
|
LOW |
836.0 |
|
0.618 |
816.3 |
|
1.000 |
804.2 |
|
1.618 |
784.5 |
|
2.618 |
752.7 |
|
4.250 |
700.9 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
851.9 |
860.8 |
| PP |
848.5 |
854.4 |
| S1 |
845.1 |
848.1 |
|