COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
857.8 |
856.1 |
-1.7 |
-0.2% |
880.7 |
| High |
869.3 |
857.5 |
-11.8 |
-1.4% |
885.5 |
| Low |
845.0 |
815.1 |
-29.9 |
-3.5% |
836.0 |
| Close |
855.0 |
821.0 |
-34.0 |
-4.0% |
855.0 |
| Range |
24.3 |
42.4 |
18.1 |
74.5% |
49.5 |
| ATR |
28.3 |
29.3 |
1.0 |
3.6% |
0.0 |
| Volume |
111,880 |
106,498 |
-5,382 |
-4.8% |
474,467 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958.4 |
932.1 |
844.3 |
|
| R3 |
916.0 |
889.7 |
832.7 |
|
| R2 |
873.6 |
873.6 |
828.8 |
|
| R1 |
847.3 |
847.3 |
824.9 |
839.3 |
| PP |
831.2 |
831.2 |
831.2 |
827.2 |
| S1 |
804.9 |
804.9 |
817.1 |
796.9 |
| S2 |
788.8 |
788.8 |
813.2 |
|
| S3 |
746.4 |
762.5 |
809.3 |
|
| S4 |
704.0 |
720.1 |
797.7 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,007.3 |
980.7 |
882.2 |
|
| R3 |
957.8 |
931.2 |
868.6 |
|
| R2 |
908.3 |
908.3 |
864.1 |
|
| R1 |
881.7 |
881.7 |
859.5 |
870.3 |
| PP |
858.8 |
858.8 |
858.8 |
853.1 |
| S1 |
832.2 |
832.2 |
850.5 |
820.8 |
| S2 |
809.3 |
809.3 |
845.9 |
|
| S3 |
759.8 |
782.7 |
841.4 |
|
| S4 |
710.3 |
733.2 |
827.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
871.4 |
815.1 |
56.3 |
6.9% |
31.9 |
3.9% |
10% |
False |
True |
106,974 |
| 10 |
892.0 |
815.1 |
76.9 |
9.4% |
29.2 |
3.6% |
8% |
False |
True |
78,782 |
| 20 |
892.0 |
807.5 |
84.5 |
10.3% |
27.0 |
3.3% |
16% |
False |
False |
81,833 |
| 40 |
892.0 |
699.6 |
192.4 |
23.4% |
28.4 |
3.5% |
63% |
False |
False |
69,037 |
| 60 |
892.0 |
688.0 |
204.0 |
24.8% |
30.7 |
3.7% |
65% |
False |
False |
47,995 |
| 80 |
938.8 |
688.0 |
250.8 |
30.5% |
33.7 |
4.1% |
53% |
False |
False |
37,187 |
| 100 |
938.8 |
688.0 |
250.8 |
30.5% |
31.5 |
3.8% |
53% |
False |
False |
30,178 |
| 120 |
964.2 |
688.0 |
276.2 |
33.6% |
29.5 |
3.6% |
48% |
False |
False |
25,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,037.7 |
|
2.618 |
968.5 |
|
1.618 |
926.1 |
|
1.000 |
899.9 |
|
0.618 |
883.7 |
|
HIGH |
857.5 |
|
0.618 |
841.3 |
|
0.500 |
836.3 |
|
0.382 |
831.3 |
|
LOW |
815.1 |
|
0.618 |
788.9 |
|
1.000 |
772.7 |
|
1.618 |
746.5 |
|
2.618 |
704.1 |
|
4.250 |
634.9 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
836.3 |
842.2 |
| PP |
831.2 |
835.1 |
| S1 |
826.1 |
828.1 |
|