COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
927.0 |
926.9 |
-0.1 |
0.0% |
917.0 |
| High |
929.4 |
934.8 |
5.4 |
0.6% |
934.8 |
| Low |
920.5 |
924.1 |
3.6 |
0.4% |
908.8 |
| Close |
928.4 |
931.3 |
2.9 |
0.3% |
931.3 |
| Range |
8.9 |
10.7 |
1.8 |
20.2% |
26.0 |
| ATR |
17.2 |
16.7 |
-0.5 |
-2.7% |
0.0 |
| Volume |
116,787 |
76,204 |
-40,583 |
-34.7% |
425,470 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962.2 |
957.4 |
937.2 |
|
| R3 |
951.5 |
946.7 |
934.2 |
|
| R2 |
940.8 |
940.8 |
933.3 |
|
| R1 |
936.0 |
936.0 |
932.3 |
938.4 |
| PP |
930.1 |
930.1 |
930.1 |
931.3 |
| S1 |
925.3 |
925.3 |
930.3 |
927.7 |
| S2 |
919.4 |
919.4 |
929.3 |
|
| S3 |
908.7 |
914.6 |
928.4 |
|
| S4 |
898.0 |
903.9 |
925.4 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.0 |
993.1 |
945.6 |
|
| R3 |
977.0 |
967.1 |
938.5 |
|
| R2 |
951.0 |
951.0 |
936.1 |
|
| R1 |
941.1 |
941.1 |
933.7 |
946.1 |
| PP |
925.0 |
925.0 |
925.0 |
927.4 |
| S1 |
915.1 |
915.1 |
928.9 |
920.1 |
| S2 |
899.0 |
899.0 |
926.5 |
|
| S3 |
873.0 |
889.1 |
924.2 |
|
| S4 |
847.0 |
863.1 |
917.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
934.8 |
908.8 |
26.0 |
2.8% |
11.1 |
1.2% |
87% |
True |
False |
85,094 |
| 10 |
934.8 |
885.6 |
49.2 |
5.3% |
15.3 |
1.6% |
93% |
True |
False |
85,448 |
| 20 |
934.8 |
865.6 |
69.2 |
7.4% |
16.0 |
1.7% |
95% |
True |
False |
79,772 |
| 40 |
970.0 |
865.0 |
105.0 |
11.3% |
17.9 |
1.9% |
63% |
False |
False |
75,991 |
| 60 |
1,009.8 |
865.0 |
144.8 |
15.5% |
21.8 |
2.3% |
46% |
False |
False |
54,495 |
| 80 |
1,009.8 |
847.8 |
162.0 |
17.4% |
22.4 |
2.4% |
52% |
False |
False |
41,847 |
| 100 |
1,009.8 |
805.2 |
204.6 |
22.0% |
22.7 |
2.4% |
62% |
False |
False |
33,832 |
| 120 |
1,009.8 |
748.0 |
261.8 |
28.1% |
22.8 |
2.5% |
70% |
False |
False |
28,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980.3 |
|
2.618 |
962.8 |
|
1.618 |
952.1 |
|
1.000 |
945.5 |
|
0.618 |
941.4 |
|
HIGH |
934.8 |
|
0.618 |
930.7 |
|
0.500 |
929.5 |
|
0.382 |
928.2 |
|
LOW |
924.1 |
|
0.618 |
917.5 |
|
1.000 |
913.4 |
|
1.618 |
906.8 |
|
2.618 |
896.1 |
|
4.250 |
878.6 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
930.7 |
929.6 |
| PP |
930.1 |
928.0 |
| S1 |
929.5 |
926.3 |
|