COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
857.8 |
856.8 |
-1.0 |
-0.1% |
848.0 |
| High |
865.8 |
906.9 |
41.1 |
4.7% |
906.9 |
| Low |
847.8 |
856.0 |
8.2 |
1.0% |
828.2 |
| Close |
862.0 |
899.5 |
37.5 |
4.4% |
899.5 |
| Range |
18.0 |
50.9 |
32.9 |
182.8% |
78.7 |
| ATR |
25.8 |
27.6 |
1.8 |
6.9% |
0.0 |
| Volume |
2,838 |
4,467 |
1,629 |
57.4% |
12,001 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.2 |
1,020.7 |
927.5 |
|
| R3 |
989.3 |
969.8 |
913.5 |
|
| R2 |
938.4 |
938.4 |
908.8 |
|
| R1 |
918.9 |
918.9 |
904.2 |
928.7 |
| PP |
887.5 |
887.5 |
887.5 |
892.3 |
| S1 |
868.0 |
868.0 |
894.8 |
877.8 |
| S2 |
836.6 |
836.6 |
890.2 |
|
| S3 |
785.7 |
817.1 |
885.5 |
|
| S4 |
734.8 |
766.2 |
871.5 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,114.3 |
1,085.6 |
942.8 |
|
| R3 |
1,035.6 |
1,006.9 |
921.1 |
|
| R2 |
956.9 |
956.9 |
913.9 |
|
| R1 |
928.2 |
928.2 |
906.7 |
942.6 |
| PP |
878.2 |
878.2 |
878.2 |
885.4 |
| S1 |
849.5 |
849.5 |
892.3 |
863.9 |
| S2 |
799.5 |
799.5 |
885.1 |
|
| S3 |
720.8 |
770.8 |
877.9 |
|
| S4 |
642.1 |
692.1 |
856.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
906.9 |
819.1 |
87.8 |
9.8% |
31.5 |
3.5% |
92% |
True |
False |
2,816 |
| 10 |
906.9 |
805.2 |
101.7 |
11.3% |
27.7 |
3.1% |
93% |
True |
False |
2,519 |
| 20 |
906.9 |
805.2 |
101.7 |
11.3% |
26.1 |
2.9% |
93% |
True |
False |
1,979 |
| 40 |
906.9 |
748.0 |
158.9 |
17.7% |
23.8 |
2.6% |
95% |
True |
False |
2,013 |
| 60 |
906.9 |
705.7 |
201.2 |
22.4% |
24.2 |
2.7% |
96% |
True |
False |
1,894 |
| 80 |
935.2 |
691.8 |
243.4 |
27.1% |
26.3 |
2.9% |
85% |
False |
False |
1,594 |
| 100 |
935.2 |
691.8 |
243.4 |
27.1% |
26.7 |
3.0% |
85% |
False |
False |
1,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,123.2 |
|
2.618 |
1,040.2 |
|
1.618 |
989.3 |
|
1.000 |
957.8 |
|
0.618 |
938.4 |
|
HIGH |
906.9 |
|
0.618 |
887.5 |
|
0.500 |
881.5 |
|
0.382 |
875.4 |
|
LOW |
856.0 |
|
0.618 |
824.5 |
|
1.000 |
805.1 |
|
1.618 |
773.6 |
|
2.618 |
722.7 |
|
4.250 |
639.7 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
893.5 |
891.9 |
| PP |
887.5 |
884.3 |
| S1 |
881.5 |
876.8 |
|