COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
844.1 |
857.3 |
13.2 |
1.6% |
856.1 |
| High |
866.6 |
864.6 |
-2.0 |
-0.2% |
857.5 |
| Low |
823.6 |
843.0 |
19.4 |
2.4% |
801.5 |
| Close |
855.2 |
850.1 |
-5.1 |
-0.6% |
839.9 |
| Range |
43.0 |
21.6 |
-21.4 |
-49.8% |
56.0 |
| ATR |
29.2 |
28.7 |
-0.5 |
-1.9% |
0.0 |
| Volume |
105,205 |
169,398 |
64,193 |
61.0% |
589,835 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917.4 |
905.3 |
862.0 |
|
| R3 |
895.8 |
883.7 |
856.0 |
|
| R2 |
874.2 |
874.2 |
854.1 |
|
| R1 |
862.1 |
862.1 |
852.1 |
857.4 |
| PP |
852.6 |
852.6 |
852.6 |
850.2 |
| S1 |
840.5 |
840.5 |
848.1 |
835.8 |
| S2 |
831.0 |
831.0 |
846.1 |
|
| S3 |
809.4 |
818.9 |
844.2 |
|
| S4 |
787.8 |
797.3 |
838.2 |
|
|
| 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 |
7.7% |
27.3 |
3.2% |
75% |
False |
False |
125,126 |
| 10 |
869.3 |
801.5 |
67.8 |
8.0% |
28.1 |
3.3% |
72% |
False |
False |
119,736 |
| 20 |
892.0 |
801.5 |
90.5 |
10.6% |
26.3 |
3.1% |
54% |
False |
False |
87,168 |
| 40 |
892.0 |
741.2 |
150.8 |
17.7% |
28.3 |
3.3% |
72% |
False |
False |
85,148 |
| 60 |
892.0 |
688.0 |
204.0 |
24.0% |
29.0 |
3.4% |
79% |
False |
False |
60,334 |
| 80 |
938.8 |
688.0 |
250.8 |
29.5% |
32.4 |
3.8% |
65% |
False |
False |
46,188 |
| 100 |
938.8 |
688.0 |
250.8 |
29.5% |
32.1 |
3.8% |
65% |
False |
False |
37,680 |
| 120 |
938.8 |
688.0 |
250.8 |
29.5% |
30.0 |
3.5% |
65% |
False |
False |
31,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
956.4 |
|
2.618 |
921.1 |
|
1.618 |
899.5 |
|
1.000 |
886.2 |
|
0.618 |
877.9 |
|
HIGH |
864.6 |
|
0.618 |
856.3 |
|
0.500 |
853.8 |
|
0.382 |
851.3 |
|
LOW |
843.0 |
|
0.618 |
829.7 |
|
1.000 |
821.4 |
|
1.618 |
808.1 |
|
2.618 |
786.5 |
|
4.250 |
751.2 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
853.8 |
847.1 |
| PP |
852.6 |
844.1 |
| S1 |
851.3 |
841.2 |
|