COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
929.1 |
905.0 |
-24.1 |
-2.6% |
926.0 |
| High |
931.8 |
911.8 |
-20.0 |
-2.1% |
935.8 |
| Low |
896.1 |
892.5 |
-3.6 |
-0.4% |
892.5 |
| Close |
908.9 |
897.3 |
-11.6 |
-1.3% |
897.3 |
| Range |
35.7 |
19.3 |
-16.4 |
-45.9% |
43.3 |
| ATR |
27.4 |
26.8 |
-0.6 |
-2.1% |
0.0 |
| Volume |
84,432 |
154,079 |
69,647 |
82.5% |
524,796 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958.4 |
947.2 |
907.9 |
|
| R3 |
939.1 |
927.9 |
902.6 |
|
| R2 |
919.8 |
919.8 |
900.8 |
|
| R1 |
908.6 |
908.6 |
899.1 |
904.6 |
| PP |
900.5 |
900.5 |
900.5 |
898.5 |
| S1 |
889.3 |
889.3 |
895.5 |
885.3 |
| S2 |
881.2 |
881.2 |
893.8 |
|
| S3 |
861.9 |
870.0 |
892.0 |
|
| S4 |
842.6 |
850.7 |
886.7 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,038.4 |
1,011.2 |
921.1 |
|
| R3 |
995.1 |
967.9 |
909.2 |
|
| R2 |
951.8 |
951.8 |
905.2 |
|
| R1 |
924.6 |
924.6 |
901.3 |
916.6 |
| PP |
908.5 |
908.5 |
908.5 |
904.5 |
| S1 |
881.3 |
881.3 |
893.3 |
873.3 |
| S2 |
865.2 |
865.2 |
889.4 |
|
| S3 |
821.9 |
838.0 |
885.4 |
|
| S4 |
778.6 |
794.7 |
873.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
935.8 |
892.5 |
43.3 |
4.8% |
22.0 |
2.4% |
11% |
False |
True |
104,959 |
| 10 |
960.5 |
892.5 |
68.0 |
7.6% |
21.7 |
2.4% |
7% |
False |
True |
75,293 |
| 20 |
970.0 |
885.0 |
85.0 |
9.5% |
25.1 |
2.8% |
14% |
False |
False |
46,852 |
| 40 |
1,009.8 |
885.0 |
124.8 |
13.9% |
26.0 |
2.9% |
10% |
False |
False |
25,873 |
| 60 |
1,009.8 |
805.2 |
204.6 |
22.8% |
25.8 |
2.9% |
45% |
False |
False |
18,392 |
| 80 |
1,009.8 |
767.1 |
242.7 |
27.0% |
25.3 |
2.8% |
54% |
False |
False |
14,226 |
| 100 |
1,009.8 |
705.7 |
304.1 |
33.9% |
24.9 |
2.8% |
63% |
False |
False |
11,810 |
| 120 |
1,009.8 |
691.8 |
318.0 |
35.4% |
25.5 |
2.8% |
65% |
False |
False |
9,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993.8 |
|
2.618 |
962.3 |
|
1.618 |
943.0 |
|
1.000 |
931.1 |
|
0.618 |
923.7 |
|
HIGH |
911.8 |
|
0.618 |
904.4 |
|
0.500 |
902.2 |
|
0.382 |
899.9 |
|
LOW |
892.5 |
|
0.618 |
880.6 |
|
1.000 |
873.2 |
|
1.618 |
861.3 |
|
2.618 |
842.0 |
|
4.250 |
810.5 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
902.2 |
914.2 |
| PP |
900.5 |
908.5 |
| S1 |
898.9 |
902.9 |
|