COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
856.8 |
903.5 |
46.7 |
5.5% |
848.0 |
| High |
906.9 |
919.8 |
12.9 |
1.4% |
906.9 |
| Low |
856.0 |
893.0 |
37.0 |
4.3% |
828.2 |
| Close |
899.5 |
912.5 |
13.0 |
1.4% |
899.5 |
| Range |
50.9 |
26.8 |
-24.1 |
-47.3% |
78.7 |
| ATR |
27.6 |
27.6 |
-0.1 |
-0.2% |
0.0 |
| Volume |
4,467 |
4,276 |
-191 |
-4.3% |
12,001 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.8 |
977.5 |
927.2 |
|
| R3 |
962.0 |
950.7 |
919.9 |
|
| R2 |
935.2 |
935.2 |
917.4 |
|
| R1 |
923.9 |
923.9 |
915.0 |
929.6 |
| PP |
908.4 |
908.4 |
908.4 |
911.3 |
| S1 |
897.1 |
897.1 |
910.0 |
902.8 |
| S2 |
881.6 |
881.6 |
907.6 |
|
| S3 |
854.8 |
870.3 |
905.1 |
|
| S4 |
828.0 |
843.5 |
897.8 |
|
|
| 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 |
919.8 |
828.2 |
91.6 |
10.0% |
31.4 |
3.4% |
92% |
True |
False |
3,255 |
| 10 |
919.8 |
805.2 |
114.6 |
12.6% |
28.0 |
3.1% |
94% |
True |
False |
2,762 |
| 20 |
919.8 |
805.2 |
114.6 |
12.6% |
26.9 |
2.9% |
94% |
True |
False |
2,156 |
| 40 |
919.8 |
748.0 |
171.8 |
18.8% |
24.2 |
2.7% |
96% |
True |
False |
2,085 |
| 60 |
919.8 |
705.7 |
214.1 |
23.5% |
24.3 |
2.7% |
97% |
True |
False |
1,958 |
| 80 |
935.2 |
691.8 |
243.4 |
26.7% |
26.4 |
2.9% |
91% |
False |
False |
1,641 |
| 100 |
935.2 |
691.8 |
243.4 |
26.7% |
26.9 |
2.9% |
91% |
False |
False |
1,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,033.7 |
|
2.618 |
990.0 |
|
1.618 |
963.2 |
|
1.000 |
946.6 |
|
0.618 |
936.4 |
|
HIGH |
919.8 |
|
0.618 |
909.6 |
|
0.500 |
906.4 |
|
0.382 |
903.2 |
|
LOW |
893.0 |
|
0.618 |
876.4 |
|
1.000 |
866.2 |
|
1.618 |
849.6 |
|
2.618 |
822.8 |
|
4.250 |
779.1 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
910.5 |
902.9 |
| PP |
908.4 |
893.4 |
| S1 |
906.4 |
883.8 |
|