COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
821.8 |
810.3 |
-11.5 |
-1.4% |
880.7 |
| High |
829.9 |
822.1 |
-7.8 |
-0.9% |
885.5 |
| Low |
806.6 |
801.5 |
-5.1 |
-0.6% |
836.0 |
| Close |
808.8 |
807.3 |
-1.5 |
-0.2% |
855.0 |
| Range |
23.3 |
20.6 |
-2.7 |
-11.6% |
49.5 |
| ATR |
28.1 |
27.5 |
-0.5 |
-1.9% |
0.0 |
| Volume |
98,866 |
117,221 |
18,355 |
18.6% |
474,467 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872.1 |
860.3 |
818.6 |
|
| R3 |
851.5 |
839.7 |
813.0 |
|
| R2 |
830.9 |
830.9 |
811.1 |
|
| R1 |
819.1 |
819.1 |
809.2 |
814.7 |
| PP |
810.3 |
810.3 |
810.3 |
808.1 |
| S1 |
798.5 |
798.5 |
805.4 |
794.1 |
| S2 |
789.7 |
789.7 |
803.5 |
|
| S3 |
769.1 |
777.9 |
801.6 |
|
| S4 |
748.5 |
757.3 |
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 |
801.5 |
67.8 |
8.4% |
25.6 |
3.2% |
9% |
False |
True |
113,354 |
| 10 |
889.1 |
801.5 |
87.6 |
10.9% |
28.4 |
3.5% |
7% |
False |
True |
98,435 |
| 20 |
892.0 |
801.5 |
90.5 |
11.2% |
26.3 |
3.3% |
6% |
False |
True |
84,743 |
| 40 |
892.0 |
731.8 |
160.2 |
19.8% |
27.7 |
3.4% |
47% |
False |
False |
76,277 |
| 60 |
892.0 |
688.0 |
204.0 |
25.3% |
29.6 |
3.7% |
58% |
False |
False |
53,684 |
| 80 |
938.8 |
688.0 |
250.8 |
31.1% |
32.3 |
4.0% |
48% |
False |
False |
41,264 |
| 100 |
938.8 |
688.0 |
250.8 |
31.1% |
31.6 |
3.9% |
48% |
False |
False |
33,613 |
| 120 |
948.0 |
688.0 |
260.0 |
32.2% |
29.6 |
3.7% |
46% |
False |
False |
28,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
909.7 |
|
2.618 |
876.0 |
|
1.618 |
855.4 |
|
1.000 |
842.7 |
|
0.618 |
834.8 |
|
HIGH |
822.1 |
|
0.618 |
814.2 |
|
0.500 |
811.8 |
|
0.382 |
809.4 |
|
LOW |
801.5 |
|
0.618 |
788.8 |
|
1.000 |
780.9 |
|
1.618 |
768.2 |
|
2.618 |
747.6 |
|
4.250 |
714.0 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
811.8 |
816.5 |
| PP |
810.3 |
813.4 |
| S1 |
808.8 |
810.4 |
|