COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
926.7 |
906.1 |
-20.6 |
-2.2% |
903.5 |
| High |
928.9 |
915.9 |
-13.0 |
-1.4% |
933.0 |
| Low |
904.7 |
892.7 |
-12.0 |
-1.3% |
877.4 |
| Close |
909.1 |
894.3 |
-14.8 |
-1.6% |
930.2 |
| Range |
24.2 |
23.2 |
-1.0 |
-4.1% |
55.6 |
| ATR |
26.9 |
26.6 |
-0.3 |
-1.0% |
0.0 |
| Volume |
3,690 |
2,724 |
-966 |
-26.2% |
30,015 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970.6 |
955.6 |
907.1 |
|
| R3 |
947.4 |
932.4 |
900.7 |
|
| R2 |
924.2 |
924.2 |
898.6 |
|
| R1 |
909.2 |
909.2 |
896.4 |
905.1 |
| PP |
901.0 |
901.0 |
901.0 |
898.9 |
| S1 |
886.0 |
886.0 |
892.2 |
881.9 |
| S2 |
877.8 |
877.8 |
890.0 |
|
| S3 |
854.6 |
862.8 |
887.9 |
|
| S4 |
831.4 |
839.6 |
881.5 |
|
|
| 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 |
6.2% |
26.1 |
2.9% |
30% |
False |
False |
4,620 |
| 10 |
933.0 |
846.6 |
86.4 |
9.7% |
26.1 |
2.9% |
55% |
False |
False |
4,630 |
| 20 |
933.0 |
805.2 |
127.8 |
14.3% |
26.7 |
3.0% |
70% |
False |
False |
3,519 |
| 40 |
933.0 |
748.0 |
185.0 |
20.7% |
25.0 |
2.8% |
79% |
False |
False |
2,630 |
| 60 |
933.0 |
705.7 |
227.3 |
25.4% |
24.0 |
2.7% |
83% |
False |
False |
2,386 |
| 80 |
935.2 |
691.8 |
243.4 |
27.2% |
26.4 |
2.9% |
83% |
False |
False |
2,000 |
| 100 |
935.2 |
691.8 |
243.4 |
27.2% |
27.0 |
3.0% |
83% |
False |
False |
1,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.5 |
|
2.618 |
976.6 |
|
1.618 |
953.4 |
|
1.000 |
939.1 |
|
0.618 |
930.2 |
|
HIGH |
915.9 |
|
0.618 |
907.0 |
|
0.500 |
904.3 |
|
0.382 |
901.6 |
|
LOW |
892.7 |
|
0.618 |
878.4 |
|
1.000 |
869.5 |
|
1.618 |
855.2 |
|
2.618 |
832.0 |
|
4.250 |
794.1 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
904.3 |
912.9 |
| PP |
901.0 |
906.7 |
| S1 |
897.6 |
900.5 |
|