COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
903.5 |
907.0 |
3.5 |
0.4% |
848.0 |
| High |
919.8 |
911.0 |
-8.8 |
-1.0% |
906.9 |
| Low |
893.0 |
896.6 |
3.6 |
0.4% |
828.2 |
| Close |
912.5 |
903.2 |
-9.3 |
-1.0% |
899.5 |
| Range |
26.8 |
14.4 |
-12.4 |
-46.3% |
78.7 |
| ATR |
27.6 |
26.7 |
-0.8 |
-3.0% |
0.0 |
| Volume |
4,276 |
9,050 |
4,774 |
111.6% |
12,001 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946.8 |
939.4 |
911.1 |
|
| R3 |
932.4 |
925.0 |
907.2 |
|
| R2 |
918.0 |
918.0 |
905.8 |
|
| R1 |
910.6 |
910.6 |
904.5 |
907.1 |
| PP |
903.6 |
903.6 |
903.6 |
901.9 |
| S1 |
896.2 |
896.2 |
901.9 |
892.7 |
| S2 |
889.2 |
889.2 |
900.6 |
|
| S3 |
874.8 |
881.8 |
899.2 |
|
| S4 |
860.4 |
867.4 |
895.3 |
|
|
| 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 |
846.6 |
73.2 |
8.1% |
26.1 |
2.9% |
77% |
False |
False |
4,641 |
| 10 |
919.8 |
805.2 |
114.6 |
12.7% |
25.5 |
2.8% |
86% |
False |
False |
3,489 |
| 20 |
919.8 |
805.2 |
114.6 |
12.7% |
26.2 |
2.9% |
86% |
False |
False |
2,595 |
| 40 |
919.8 |
748.0 |
171.8 |
19.0% |
24.5 |
2.7% |
90% |
False |
False |
2,276 |
| 60 |
919.8 |
705.7 |
214.1 |
23.7% |
23.9 |
2.6% |
92% |
False |
False |
2,072 |
| 80 |
935.2 |
691.8 |
243.4 |
26.9% |
26.3 |
2.9% |
87% |
False |
False |
1,746 |
| 100 |
935.2 |
691.8 |
243.4 |
26.9% |
26.9 |
3.0% |
87% |
False |
False |
1,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972.2 |
|
2.618 |
948.7 |
|
1.618 |
934.3 |
|
1.000 |
925.4 |
|
0.618 |
919.9 |
|
HIGH |
911.0 |
|
0.618 |
905.5 |
|
0.500 |
903.8 |
|
0.382 |
902.1 |
|
LOW |
896.6 |
|
0.618 |
887.7 |
|
1.000 |
882.2 |
|
1.618 |
873.3 |
|
2.618 |
858.9 |
|
4.250 |
835.4 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
903.8 |
898.1 |
| PP |
903.6 |
893.0 |
| S1 |
903.4 |
887.9 |
|