COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
905.0 |
898.0 |
-7.0 |
-0.8% |
926.0 |
| High |
911.8 |
899.5 |
-12.3 |
-1.3% |
935.8 |
| Low |
892.5 |
865.0 |
-27.5 |
-3.1% |
892.5 |
| Close |
897.3 |
872.8 |
-24.5 |
-2.7% |
897.3 |
| Range |
19.3 |
34.5 |
15.2 |
78.8% |
43.3 |
| ATR |
26.8 |
27.3 |
0.6 |
2.1% |
0.0 |
| Volume |
154,079 |
100,970 |
-53,109 |
-34.5% |
524,796 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.6 |
962.2 |
891.8 |
|
| R3 |
948.1 |
927.7 |
882.3 |
|
| R2 |
913.6 |
913.6 |
879.1 |
|
| R1 |
893.2 |
893.2 |
876.0 |
886.2 |
| PP |
879.1 |
879.1 |
879.1 |
875.6 |
| S1 |
858.7 |
858.7 |
869.6 |
851.7 |
| S2 |
844.6 |
844.6 |
866.5 |
|
| S3 |
810.1 |
824.2 |
863.3 |
|
| S4 |
775.6 |
789.7 |
853.8 |
|
|
| 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 |
865.0 |
70.8 |
8.1% |
24.0 |
2.7% |
11% |
False |
True |
109,300 |
| 10 |
948.5 |
865.0 |
83.5 |
9.6% |
22.9 |
2.6% |
9% |
False |
True |
83,059 |
| 20 |
970.0 |
865.0 |
105.0 |
12.0% |
25.2 |
2.9% |
7% |
False |
True |
51,189 |
| 40 |
1,009.8 |
865.0 |
144.8 |
16.6% |
26.5 |
3.0% |
5% |
False |
True |
28,342 |
| 60 |
1,009.8 |
805.2 |
204.6 |
23.4% |
26.0 |
3.0% |
33% |
False |
False |
20,044 |
| 80 |
1,009.8 |
779.5 |
230.3 |
26.4% |
25.6 |
2.9% |
41% |
False |
False |
15,441 |
| 100 |
1,009.8 |
705.7 |
304.1 |
34.8% |
25.0 |
2.9% |
55% |
False |
False |
12,778 |
| 120 |
1,009.8 |
691.8 |
318.0 |
36.4% |
25.7 |
2.9% |
57% |
False |
False |
10,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,046.1 |
|
2.618 |
989.8 |
|
1.618 |
955.3 |
|
1.000 |
934.0 |
|
0.618 |
920.8 |
|
HIGH |
899.5 |
|
0.618 |
886.3 |
|
0.500 |
882.3 |
|
0.382 |
878.2 |
|
LOW |
865.0 |
|
0.618 |
843.7 |
|
1.000 |
830.5 |
|
1.618 |
809.2 |
|
2.618 |
774.7 |
|
4.250 |
718.4 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
882.3 |
898.4 |
| PP |
879.1 |
889.9 |
| S1 |
876.0 |
881.3 |
|