COMEX Gold Future April 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 |
823.1 |
813.5 |
-9.6 |
-1.2% |
880.0 |
High |
830.5 |
823.1 |
-7.4 |
-0.9% |
886.7 |
Low |
808.7 |
803.6 |
-5.1 |
-0.6% |
838.0 |
Close |
810.2 |
809.0 |
-1.2 |
-0.1% |
856.5 |
Range |
21.8 |
19.5 |
-2.3 |
-10.6% |
48.7 |
ATR |
26.4 |
25.9 |
-0.5 |
-1.9% |
0.0 |
Volume |
10,592 |
16,895 |
6,303 |
59.5% |
36,504 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
870.4 |
859.2 |
819.7 |
|
R3 |
850.9 |
839.7 |
814.4 |
|
R2 |
831.4 |
831.4 |
812.6 |
|
R1 |
820.2 |
820.2 |
810.8 |
816.1 |
PP |
811.9 |
811.9 |
811.9 |
809.8 |
S1 |
800.7 |
800.7 |
807.2 |
796.6 |
S2 |
792.4 |
792.4 |
805.4 |
|
S3 |
772.9 |
781.2 |
803.6 |
|
S4 |
753.4 |
761.7 |
798.3 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.5 |
980.2 |
883.3 |
|
R3 |
957.8 |
931.5 |
869.9 |
|
R2 |
909.1 |
909.1 |
865.4 |
|
R1 |
882.8 |
882.8 |
861.0 |
871.6 |
PP |
860.4 |
860.4 |
860.4 |
854.8 |
S1 |
834.1 |
834.1 |
852.0 |
822.9 |
S2 |
811.7 |
811.7 |
847.6 |
|
S3 |
763.0 |
785.4 |
843.1 |
|
S4 |
714.3 |
736.7 |
829.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
870.5 |
803.6 |
66.9 |
8.3% |
24.4 |
3.0% |
8% |
False |
True |
12,380 |
10 |
889.1 |
803.6 |
85.5 |
10.6% |
27.3 |
3.4% |
6% |
False |
True |
9,392 |
20 |
892.2 |
803.6 |
88.6 |
11.0% |
25.0 |
3.1% |
6% |
False |
True |
5,615 |
40 |
892.2 |
735.1 |
157.1 |
19.4% |
25.3 |
3.1% |
47% |
False |
False |
3,410 |
60 |
892.2 |
689.7 |
202.5 |
25.0% |
25.5 |
3.2% |
59% |
False |
False |
2,589 |
80 |
938.2 |
689.7 |
248.5 |
30.7% |
27.0 |
3.3% |
48% |
False |
False |
2,109 |
100 |
938.2 |
689.7 |
248.5 |
30.7% |
24.3 |
3.0% |
48% |
False |
False |
1,876 |
120 |
938.8 |
689.7 |
249.1 |
30.8% |
21.3 |
2.6% |
48% |
False |
False |
1,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
906.0 |
2.618 |
874.2 |
1.618 |
854.7 |
1.000 |
842.6 |
0.618 |
835.2 |
HIGH |
823.1 |
0.618 |
815.7 |
0.500 |
813.4 |
0.382 |
811.0 |
LOW |
803.6 |
0.618 |
791.5 |
1.000 |
784.1 |
1.618 |
772.0 |
2.618 |
752.5 |
4.250 |
720.7 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
813.4 |
818.0 |
PP |
811.9 |
815.0 |
S1 |
810.5 |
812.0 |
|