COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
821.5 |
821.8 |
0.3 |
0.0% |
880.7 |
| High |
831.4 |
829.9 |
-1.5 |
-0.2% |
885.5 |
| Low |
814.0 |
806.6 |
-7.4 |
-0.9% |
836.0 |
| Close |
820.7 |
808.8 |
-11.9 |
-1.4% |
855.0 |
| Range |
17.4 |
23.3 |
5.9 |
33.9% |
49.5 |
| ATR |
28.4 |
28.1 |
-0.4 |
-1.3% |
0.0 |
| Volume |
132,306 |
98,866 |
-33,440 |
-25.3% |
474,467 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.0 |
870.2 |
821.6 |
|
| R3 |
861.7 |
846.9 |
815.2 |
|
| R2 |
838.4 |
838.4 |
813.1 |
|
| R1 |
823.6 |
823.6 |
810.9 |
819.4 |
| PP |
815.1 |
815.1 |
815.1 |
813.0 |
| S1 |
800.3 |
800.3 |
806.7 |
796.1 |
| S2 |
791.8 |
791.8 |
804.5 |
|
| S3 |
768.5 |
777.0 |
802.4 |
|
| S4 |
745.2 |
753.7 |
796.0 |
|
|
| 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 |
869.3 |
806.6 |
62.7 |
7.8% |
27.2 |
3.4% |
4% |
False |
True |
113,878 |
| 10 |
889.1 |
806.6 |
82.5 |
10.2% |
29.2 |
3.6% |
3% |
False |
True |
92,147 |
| 20 |
892.0 |
806.6 |
85.4 |
10.6% |
26.8 |
3.3% |
3% |
False |
True |
83,565 |
| 40 |
892.0 |
731.5 |
160.5 |
19.8% |
27.6 |
3.4% |
48% |
False |
False |
74,021 |
| 60 |
892.0 |
688.0 |
204.0 |
25.2% |
29.6 |
3.7% |
59% |
False |
False |
51,768 |
| 80 |
938.8 |
688.0 |
250.8 |
31.0% |
32.7 |
4.0% |
48% |
False |
False |
39,867 |
| 100 |
938.8 |
688.0 |
250.8 |
31.0% |
31.6 |
3.9% |
48% |
False |
False |
32,454 |
| 120 |
948.4 |
688.0 |
260.4 |
32.2% |
29.5 |
3.6% |
46% |
False |
False |
27,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
928.9 |
|
2.618 |
890.9 |
|
1.618 |
867.6 |
|
1.000 |
853.2 |
|
0.618 |
844.3 |
|
HIGH |
829.9 |
|
0.618 |
821.0 |
|
0.500 |
818.3 |
|
0.382 |
815.5 |
|
LOW |
806.6 |
|
0.618 |
792.2 |
|
1.000 |
783.3 |
|
1.618 |
768.9 |
|
2.618 |
745.6 |
|
4.250 |
707.6 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
818.3 |
832.1 |
| PP |
815.1 |
824.3 |
| S1 |
812.0 |
816.6 |
|