COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
876.9 |
870.2 |
-6.7 |
-0.8% |
882.9 |
| High |
877.9 |
889.7 |
11.8 |
1.3% |
902.1 |
| Low |
865.6 |
865.6 |
0.0 |
0.0% |
865.6 |
| Close |
867.9 |
887.5 |
19.6 |
2.3% |
867.9 |
| Range |
12.3 |
24.1 |
11.8 |
95.9% |
36.5 |
| ATR |
22.1 |
22.3 |
0.1 |
0.6% |
0.0 |
| Volume |
80,700 |
75,752 |
-4,948 |
-6.1% |
295,745 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.2 |
944.5 |
900.8 |
|
| R3 |
929.1 |
920.4 |
894.1 |
|
| R2 |
905.0 |
905.0 |
891.9 |
|
| R1 |
896.3 |
896.3 |
889.7 |
900.7 |
| PP |
880.9 |
880.9 |
880.9 |
883.1 |
| S1 |
872.2 |
872.2 |
885.3 |
876.6 |
| S2 |
856.8 |
856.8 |
883.1 |
|
| S3 |
832.7 |
848.1 |
880.9 |
|
| S4 |
808.6 |
824.0 |
874.2 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.0 |
964.5 |
888.0 |
|
| R3 |
951.5 |
928.0 |
877.9 |
|
| R2 |
915.0 |
915.0 |
874.6 |
|
| R1 |
891.5 |
891.5 |
871.2 |
885.0 |
| PP |
878.5 |
878.5 |
878.5 |
875.3 |
| S1 |
855.0 |
855.0 |
864.6 |
848.5 |
| S2 |
842.0 |
842.0 |
861.2 |
|
| S3 |
805.5 |
818.5 |
857.9 |
|
| S4 |
769.0 |
782.0 |
847.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
902.1 |
865.6 |
36.5 |
4.1% |
17.4 |
2.0% |
60% |
False |
True |
63,561 |
| 10 |
902.1 |
865.0 |
37.1 |
4.2% |
18.1 |
2.0% |
61% |
False |
False |
74,427 |
| 20 |
960.5 |
865.0 |
95.5 |
10.8% |
19.9 |
2.2% |
24% |
False |
False |
74,860 |
| 40 |
1,001.7 |
865.0 |
136.7 |
15.4% |
24.4 |
2.8% |
16% |
False |
False |
43,683 |
| 60 |
1,009.8 |
856.0 |
153.8 |
17.3% |
24.6 |
2.8% |
20% |
False |
False |
30,421 |
| 80 |
1,009.8 |
805.2 |
204.6 |
23.1% |
24.6 |
2.8% |
40% |
False |
False |
23,271 |
| 100 |
1,009.8 |
748.0 |
261.8 |
29.5% |
24.0 |
2.7% |
53% |
False |
False |
19,019 |
| 120 |
1,009.8 |
705.7 |
304.1 |
34.3% |
24.2 |
2.7% |
60% |
False |
False |
16,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
992.1 |
|
2.618 |
952.8 |
|
1.618 |
928.7 |
|
1.000 |
913.8 |
|
0.618 |
904.6 |
|
HIGH |
889.7 |
|
0.618 |
880.5 |
|
0.500 |
877.7 |
|
0.382 |
874.8 |
|
LOW |
865.6 |
|
0.618 |
850.7 |
|
1.000 |
841.5 |
|
1.618 |
826.6 |
|
2.618 |
802.5 |
|
4.250 |
763.2 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
884.2 |
885.1 |
| PP |
880.9 |
882.7 |
| S1 |
877.7 |
880.3 |
|