COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
911.7 |
917.0 |
5.3 |
0.6% |
887.5 |
| High |
921.0 |
918.4 |
-2.6 |
-0.3% |
926.5 |
| Low |
905.5 |
908.8 |
3.3 |
0.4% |
885.6 |
| Close |
914.9 |
913.5 |
-1.4 |
-0.2% |
914.9 |
| Range |
15.5 |
9.6 |
-5.9 |
-38.1% |
40.9 |
| ATR |
19.2 |
18.5 |
-0.7 |
-3.6% |
0.0 |
| Volume |
124,793 |
86,339 |
-38,454 |
-30.8% |
429,017 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
942.4 |
937.5 |
918.8 |
|
| R3 |
932.8 |
927.9 |
916.1 |
|
| R2 |
923.2 |
923.2 |
915.3 |
|
| R1 |
918.3 |
918.3 |
914.4 |
916.0 |
| PP |
913.6 |
913.6 |
913.6 |
912.4 |
| S1 |
908.7 |
908.7 |
912.6 |
906.4 |
| S2 |
904.0 |
904.0 |
911.7 |
|
| S3 |
894.4 |
899.1 |
910.9 |
|
| S4 |
884.8 |
889.5 |
908.2 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,031.7 |
1,014.2 |
937.4 |
|
| R3 |
990.8 |
973.3 |
926.1 |
|
| R2 |
949.9 |
949.9 |
922.4 |
|
| R1 |
932.4 |
932.4 |
918.6 |
941.2 |
| PP |
909.0 |
909.0 |
909.0 |
913.4 |
| S1 |
891.5 |
891.5 |
911.2 |
900.3 |
| S2 |
868.1 |
868.1 |
907.4 |
|
| S3 |
827.2 |
850.6 |
903.7 |
|
| S4 |
786.3 |
809.7 |
892.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926.5 |
893.2 |
33.3 |
3.6% |
16.9 |
1.8% |
61% |
False |
False |
93,728 |
| 10 |
926.5 |
880.1 |
46.4 |
5.1% |
17.7 |
1.9% |
72% |
False |
False |
80,681 |
| 20 |
926.5 |
865.6 |
60.9 |
6.7% |
16.9 |
1.8% |
79% |
False |
False |
74,918 |
| 40 |
970.0 |
865.0 |
105.0 |
11.5% |
20.1 |
2.2% |
46% |
False |
False |
69,847 |
| 60 |
1,009.8 |
865.0 |
144.8 |
15.9% |
22.6 |
2.5% |
33% |
False |
False |
49,045 |
| 80 |
1,009.8 |
805.2 |
204.6 |
22.4% |
23.2 |
2.5% |
53% |
False |
False |
37,731 |
| 100 |
1,009.8 |
805.2 |
204.6 |
22.4% |
23.4 |
2.6% |
53% |
False |
False |
30,501 |
| 120 |
1,009.8 |
736.3 |
273.5 |
29.9% |
23.3 |
2.6% |
65% |
False |
False |
25,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
959.2 |
|
2.618 |
943.5 |
|
1.618 |
933.9 |
|
1.000 |
928.0 |
|
0.618 |
924.3 |
|
HIGH |
918.4 |
|
0.618 |
914.7 |
|
0.500 |
913.6 |
|
0.382 |
912.5 |
|
LOW |
908.8 |
|
0.618 |
902.9 |
|
1.000 |
899.2 |
|
1.618 |
893.3 |
|
2.618 |
883.7 |
|
4.250 |
868.0 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
913.6 |
916.0 |
| PP |
913.6 |
915.2 |
| S1 |
913.5 |
914.3 |
|