COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
887.5 |
903.4 |
15.9 |
1.8% |
915.0 |
| High |
908.3 |
916.7 |
8.4 |
0.9% |
919.7 |
| Low |
885.6 |
893.2 |
7.6 |
0.9% |
880.1 |
| Close |
902.2 |
904.3 |
2.1 |
0.2% |
888.2 |
| Range |
22.7 |
23.5 |
0.8 |
3.5% |
39.6 |
| ATR |
19.5 |
19.8 |
0.3 |
1.5% |
0.0 |
| Volume |
46,712 |
83,805 |
37,093 |
79.4% |
365,870 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975.2 |
963.3 |
917.2 |
|
| R3 |
951.7 |
939.8 |
910.8 |
|
| R2 |
928.2 |
928.2 |
908.6 |
|
| R1 |
916.3 |
916.3 |
906.5 |
922.3 |
| PP |
904.7 |
904.7 |
904.7 |
907.7 |
| S1 |
892.8 |
892.8 |
902.1 |
898.8 |
| S2 |
881.2 |
881.2 |
900.0 |
|
| S3 |
857.7 |
869.3 |
897.8 |
|
| S4 |
834.2 |
845.8 |
891.4 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.8 |
991.1 |
910.0 |
|
| R3 |
975.2 |
951.5 |
899.1 |
|
| R2 |
935.6 |
935.6 |
895.5 |
|
| R1 |
911.9 |
911.9 |
891.8 |
904.0 |
| PP |
896.0 |
896.0 |
896.0 |
892.0 |
| S1 |
872.3 |
872.3 |
884.6 |
864.4 |
| S2 |
856.4 |
856.4 |
880.9 |
|
| S3 |
816.8 |
832.7 |
877.3 |
|
| S4 |
777.2 |
793.1 |
866.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
916.7 |
880.1 |
36.6 |
4.0% |
18.6 |
2.1% |
66% |
True |
False |
72,502 |
| 10 |
919.7 |
880.1 |
39.6 |
4.4% |
17.3 |
1.9% |
61% |
False |
False |
71,985 |
| 20 |
919.7 |
865.6 |
54.1 |
6.0% |
16.8 |
1.9% |
72% |
False |
False |
71,951 |
| 40 |
970.0 |
865.0 |
105.0 |
11.6% |
21.0 |
2.3% |
37% |
False |
False |
61,570 |
| 60 |
1,009.8 |
865.0 |
144.8 |
16.0% |
23.2 |
2.6% |
27% |
False |
False |
42,878 |
| 80 |
1,009.8 |
805.2 |
204.6 |
22.6% |
23.7 |
2.6% |
48% |
False |
False |
33,021 |
| 100 |
1,009.8 |
779.5 |
230.3 |
25.5% |
23.8 |
2.6% |
54% |
False |
False |
26,743 |
| 120 |
1,009.8 |
705.7 |
304.1 |
33.6% |
23.7 |
2.6% |
65% |
False |
False |
22,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,016.6 |
|
2.618 |
978.2 |
|
1.618 |
954.7 |
|
1.000 |
940.2 |
|
0.618 |
931.2 |
|
HIGH |
916.7 |
|
0.618 |
907.7 |
|
0.500 |
905.0 |
|
0.382 |
902.2 |
|
LOW |
893.2 |
|
0.618 |
878.7 |
|
1.000 |
869.7 |
|
1.618 |
855.2 |
|
2.618 |
831.7 |
|
4.250 |
793.3 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
905.0 |
902.4 |
| PP |
904.7 |
900.5 |
| S1 |
904.5 |
898.6 |
|