COMEX Gold Future April 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
934.4 |
924.6 |
-9.8 |
-1.0% |
950.5 |
| High |
936.7 |
932.5 |
-4.2 |
-0.4% |
958.1 |
| Low |
919.0 |
908.6 |
-10.4 |
-1.1% |
916.0 |
| Close |
923.2 |
915.5 |
-7.7 |
-0.8% |
923.2 |
| Range |
17.7 |
23.9 |
6.2 |
35.0% |
42.1 |
| ATR |
29.1 |
28.7 |
-0.4 |
-1.3% |
0.0 |
| Volume |
122,915 |
106,868 |
-16,047 |
-13.1% |
653,573 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.6 |
976.9 |
928.6 |
|
| R3 |
966.7 |
953.0 |
922.1 |
|
| R2 |
942.8 |
942.8 |
919.9 |
|
| R1 |
929.1 |
929.1 |
917.7 |
924.0 |
| PP |
918.9 |
918.9 |
918.9 |
916.3 |
| S1 |
905.2 |
905.2 |
913.3 |
900.1 |
| S2 |
895.0 |
895.0 |
911.1 |
|
| S3 |
871.1 |
881.3 |
908.9 |
|
| S4 |
847.2 |
857.4 |
902.4 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.7 |
1,033.1 |
946.4 |
|
| R3 |
1,016.6 |
991.0 |
934.8 |
|
| R2 |
974.5 |
974.5 |
930.9 |
|
| R1 |
948.9 |
948.9 |
927.1 |
940.7 |
| PP |
932.4 |
932.4 |
932.4 |
928.3 |
| S1 |
906.8 |
906.8 |
919.3 |
898.6 |
| S2 |
890.3 |
890.3 |
915.5 |
|
| S3 |
848.2 |
864.7 |
911.6 |
|
| S4 |
806.1 |
822.6 |
900.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
946.6 |
908.6 |
38.0 |
4.2% |
22.0 |
2.4% |
18% |
False |
True |
130,299 |
| 10 |
967.8 |
882.7 |
85.1 |
9.3% |
27.5 |
3.0% |
39% |
False |
False |
132,306 |
| 20 |
967.8 |
882.7 |
85.1 |
9.3% |
26.0 |
2.8% |
39% |
False |
False |
122,870 |
| 40 |
1,007.7 |
882.7 |
125.0 |
13.7% |
26.4 |
2.9% |
26% |
False |
False |
120,993 |
| 60 |
1,007.7 |
803.6 |
204.1 |
22.3% |
27.0 |
3.0% |
55% |
False |
False |
89,904 |
| 80 |
1,007.7 |
743.5 |
264.2 |
28.9% |
26.2 |
2.9% |
65% |
False |
False |
67,818 |
| 100 |
1,007.7 |
703.5 |
304.2 |
33.2% |
25.8 |
2.8% |
70% |
False |
False |
54,487 |
| 120 |
1,007.7 |
689.7 |
318.0 |
34.7% |
27.2 |
3.0% |
71% |
False |
False |
45,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,034.1 |
|
2.618 |
995.1 |
|
1.618 |
971.2 |
|
1.000 |
956.4 |
|
0.618 |
947.3 |
|
HIGH |
932.5 |
|
0.618 |
923.4 |
|
0.500 |
920.6 |
|
0.382 |
917.7 |
|
LOW |
908.6 |
|
0.618 |
893.8 |
|
1.000 |
884.7 |
|
1.618 |
869.9 |
|
2.618 |
846.0 |
|
4.250 |
807.0 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
920.6 |
927.6 |
| PP |
918.9 |
923.6 |
| S1 |
917.2 |
919.5 |
|