COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
817.3 |
844.1 |
26.8 |
3.3% |
856.1 |
| High |
843.6 |
866.6 |
23.0 |
2.7% |
857.5 |
| Low |
815.7 |
823.6 |
7.9 |
1.0% |
801.5 |
| Close |
839.9 |
855.2 |
15.3 |
1.8% |
839.9 |
| Range |
27.9 |
43.0 |
15.1 |
54.1% |
56.0 |
| ATR |
28.1 |
29.2 |
1.1 |
3.8% |
0.0 |
| Volume |
134,944 |
105,205 |
-29,739 |
-22.0% |
589,835 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.5 |
959.3 |
878.9 |
|
| R3 |
934.5 |
916.3 |
867.0 |
|
| R2 |
891.5 |
891.5 |
863.1 |
|
| R1 |
873.3 |
873.3 |
859.1 |
882.4 |
| PP |
848.5 |
848.5 |
848.5 |
853.0 |
| S1 |
830.3 |
830.3 |
851.3 |
839.4 |
| S2 |
805.5 |
805.5 |
847.3 |
|
| S3 |
762.5 |
787.3 |
843.4 |
|
| S4 |
719.5 |
744.3 |
831.6 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.0 |
976.4 |
870.7 |
|
| R3 |
945.0 |
920.4 |
855.3 |
|
| R2 |
889.0 |
889.0 |
850.2 |
|
| R1 |
864.4 |
864.4 |
845.0 |
848.7 |
| PP |
833.0 |
833.0 |
833.0 |
825.1 |
| S1 |
808.4 |
808.4 |
834.8 |
792.7 |
| S2 |
777.0 |
777.0 |
829.6 |
|
| S3 |
721.0 |
752.4 |
824.5 |
|
| S4 |
665.0 |
696.4 |
809.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
866.6 |
801.5 |
65.1 |
7.6% |
26.4 |
3.1% |
82% |
True |
False |
117,708 |
| 10 |
871.4 |
801.5 |
69.9 |
8.2% |
29.2 |
3.4% |
77% |
False |
False |
112,341 |
| 20 |
892.0 |
801.5 |
90.5 |
10.6% |
26.5 |
3.1% |
59% |
False |
False |
84,528 |
| 40 |
892.0 |
733.1 |
158.9 |
18.6% |
28.3 |
3.3% |
77% |
False |
False |
81,517 |
| 60 |
892.0 |
688.0 |
204.0 |
23.9% |
29.2 |
3.4% |
82% |
False |
False |
57,584 |
| 80 |
938.8 |
688.0 |
250.8 |
29.3% |
32.6 |
3.8% |
67% |
False |
False |
44,115 |
| 100 |
938.8 |
688.0 |
250.8 |
29.3% |
32.0 |
3.7% |
67% |
False |
False |
36,000 |
| 120 |
938.8 |
688.0 |
250.8 |
29.3% |
30.0 |
3.5% |
67% |
False |
False |
30,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,049.4 |
|
2.618 |
979.2 |
|
1.618 |
936.2 |
|
1.000 |
909.6 |
|
0.618 |
893.2 |
|
HIGH |
866.6 |
|
0.618 |
850.2 |
|
0.500 |
845.1 |
|
0.382 |
840.0 |
|
LOW |
823.6 |
|
0.618 |
797.0 |
|
1.000 |
780.6 |
|
1.618 |
754.0 |
|
2.618 |
711.0 |
|
4.250 |
640.9 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
851.8 |
848.2 |
| PP |
848.5 |
841.1 |
| S1 |
845.1 |
834.1 |
|