COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
891.7 |
909.5 |
17.8 |
2.0% |
903.5 |
| High |
913.1 |
933.0 |
19.9 |
2.2% |
933.0 |
| Low |
877.4 |
905.0 |
27.6 |
3.1% |
877.4 |
| Close |
908.2 |
930.2 |
22.0 |
2.4% |
930.2 |
| Range |
35.7 |
28.0 |
-7.7 |
-21.6% |
55.6 |
| ATR |
26.9 |
27.0 |
0.1 |
0.3% |
0.0 |
| Volume |
9,462 |
2,547 |
-6,915 |
-73.1% |
30,015 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.7 |
996.5 |
945.6 |
|
| R3 |
978.7 |
968.5 |
937.9 |
|
| R2 |
950.7 |
950.7 |
935.3 |
|
| R1 |
940.5 |
940.5 |
932.8 |
945.6 |
| PP |
922.7 |
922.7 |
922.7 |
925.3 |
| S1 |
912.5 |
912.5 |
927.6 |
917.6 |
| S2 |
894.7 |
894.7 |
925.1 |
|
| S3 |
866.7 |
884.5 |
922.5 |
|
| S4 |
838.7 |
856.5 |
914.8 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,080.3 |
1,060.9 |
960.8 |
|
| R3 |
1,024.7 |
1,005.3 |
945.5 |
|
| R2 |
969.1 |
969.1 |
940.4 |
|
| R1 |
949.7 |
949.7 |
935.3 |
959.4 |
| PP |
913.5 |
913.5 |
913.5 |
918.4 |
| S1 |
894.1 |
894.1 |
925.1 |
903.8 |
| S2 |
857.9 |
857.9 |
920.0 |
|
| S3 |
802.3 |
838.5 |
914.9 |
|
| S4 |
746.7 |
782.9 |
899.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
933.0 |
877.4 |
55.6 |
6.0% |
24.8 |
2.7% |
95% |
True |
False |
6,003 |
| 10 |
933.0 |
819.1 |
113.9 |
12.2% |
28.1 |
3.0% |
98% |
True |
False |
4,409 |
| 20 |
933.0 |
805.2 |
127.8 |
13.7% |
27.2 |
2.9% |
98% |
True |
False |
3,309 |
| 40 |
933.0 |
748.0 |
185.0 |
19.9% |
24.8 |
2.7% |
98% |
True |
False |
2,648 |
| 60 |
933.0 |
705.7 |
227.3 |
24.4% |
24.1 |
2.6% |
99% |
True |
False |
2,311 |
| 80 |
935.2 |
691.8 |
243.4 |
26.2% |
26.7 |
2.9% |
98% |
False |
False |
1,936 |
| 100 |
935.2 |
691.8 |
243.4 |
26.2% |
27.0 |
2.9% |
98% |
False |
False |
1,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.0 |
|
2.618 |
1,006.3 |
|
1.618 |
978.3 |
|
1.000 |
961.0 |
|
0.618 |
950.3 |
|
HIGH |
933.0 |
|
0.618 |
922.3 |
|
0.500 |
919.0 |
|
0.382 |
915.7 |
|
LOW |
905.0 |
|
0.618 |
887.7 |
|
1.000 |
877.0 |
|
1.618 |
859.7 |
|
2.618 |
831.7 |
|
4.250 |
786.0 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
926.5 |
921.9 |
| PP |
922.7 |
913.5 |
| S1 |
919.0 |
905.2 |
|