COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
913.9 |
923.3 |
9.4 |
1.0% |
887.5 |
| High |
924.9 |
931.4 |
6.5 |
0.7% |
926.5 |
| Low |
912.4 |
917.8 |
5.4 |
0.6% |
885.6 |
| Close |
923.9 |
925.9 |
2.0 |
0.2% |
914.9 |
| Range |
12.5 |
13.6 |
1.1 |
8.8% |
40.9 |
| ATR |
18.1 |
17.8 |
-0.3 |
-1.8% |
0.0 |
| Volume |
57,352 |
88,788 |
31,436 |
54.8% |
429,017 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
965.8 |
959.5 |
933.4 |
|
| R3 |
952.2 |
945.9 |
929.6 |
|
| R2 |
938.6 |
938.6 |
928.4 |
|
| R1 |
932.3 |
932.3 |
927.1 |
935.5 |
| PP |
925.0 |
925.0 |
925.0 |
926.6 |
| S1 |
918.7 |
918.7 |
924.7 |
921.9 |
| S2 |
911.4 |
911.4 |
923.4 |
|
| S3 |
897.8 |
905.1 |
922.2 |
|
| S4 |
884.2 |
891.5 |
918.4 |
|
|
| 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 |
931.4 |
905.5 |
25.9 |
2.8% |
13.8 |
1.5% |
79% |
True |
False |
88,576 |
| 10 |
931.4 |
880.1 |
51.3 |
5.5% |
16.4 |
1.8% |
89% |
True |
False |
81,244 |
| 20 |
931.4 |
865.6 |
65.8 |
7.1% |
16.8 |
1.8% |
92% |
True |
False |
76,958 |
| 40 |
970.0 |
865.0 |
105.0 |
11.3% |
20.1 |
2.2% |
58% |
False |
False |
72,437 |
| 60 |
1,009.8 |
865.0 |
144.8 |
15.6% |
22.2 |
2.4% |
42% |
False |
False |
51,412 |
| 80 |
1,009.8 |
828.2 |
181.6 |
19.6% |
22.9 |
2.5% |
54% |
False |
False |
39,493 |
| 100 |
1,009.8 |
805.2 |
204.6 |
22.1% |
23.0 |
2.5% |
59% |
False |
False |
31,933 |
| 120 |
1,009.8 |
739.9 |
269.9 |
29.2% |
23.3 |
2.5% |
69% |
False |
False |
26,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
989.2 |
|
2.618 |
967.0 |
|
1.618 |
953.4 |
|
1.000 |
945.0 |
|
0.618 |
939.8 |
|
HIGH |
931.4 |
|
0.618 |
926.2 |
|
0.500 |
924.6 |
|
0.382 |
923.0 |
|
LOW |
917.8 |
|
0.618 |
909.4 |
|
1.000 |
904.2 |
|
1.618 |
895.8 |
|
2.618 |
882.2 |
|
4.250 |
860.0 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
925.5 |
924.0 |
| PP |
925.0 |
922.0 |
| S1 |
924.6 |
920.1 |
|