COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
957.6 |
953.3 |
-4.3 |
-0.4% |
930.5 |
| High |
960.1 |
959.6 |
-0.5 |
-0.1% |
963.1 |
| Low |
936.6 |
946.2 |
9.6 |
1.0% |
915.2 |
| Close |
953.3 |
953.3 |
0.0 |
0.0% |
958.9 |
| Range |
23.5 |
13.4 |
-10.1 |
-43.0% |
47.9 |
| ATR |
17.0 |
16.8 |
-0.3 |
-1.5% |
0.0 |
| Volume |
117,824 |
166,708 |
48,884 |
41.5% |
532,018 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.2 |
986.7 |
960.7 |
|
| R3 |
979.8 |
973.3 |
957.0 |
|
| R2 |
966.4 |
966.4 |
955.8 |
|
| R1 |
959.9 |
959.9 |
954.5 |
960.0 |
| PP |
953.0 |
953.0 |
953.0 |
953.1 |
| S1 |
946.5 |
946.5 |
952.1 |
946.6 |
| S2 |
939.6 |
939.6 |
950.8 |
|
| S3 |
926.2 |
933.1 |
949.6 |
|
| S4 |
912.8 |
919.7 |
945.9 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,089.4 |
1,072.1 |
985.2 |
|
| R3 |
1,041.5 |
1,024.2 |
972.1 |
|
| R2 |
993.6 |
993.6 |
967.7 |
|
| R1 |
976.3 |
976.3 |
963.3 |
985.0 |
| PP |
945.7 |
945.7 |
945.7 |
950.1 |
| S1 |
928.4 |
928.4 |
954.5 |
937.1 |
| S2 |
897.8 |
897.8 |
950.1 |
|
| S3 |
849.9 |
880.5 |
945.7 |
|
| S4 |
802.0 |
832.6 |
932.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
963.1 |
925.3 |
37.8 |
4.0% |
17.4 |
1.8% |
74% |
False |
False |
126,121 |
| 10 |
963.1 |
915.2 |
47.9 |
5.0% |
15.1 |
1.6% |
80% |
False |
False |
109,832 |
| 20 |
963.1 |
880.1 |
83.0 |
8.7% |
15.9 |
1.7% |
88% |
False |
False |
95,151 |
| 40 |
963.1 |
865.0 |
98.1 |
10.3% |
17.0 |
1.8% |
90% |
False |
False |
88,151 |
| 60 |
970.0 |
865.0 |
105.0 |
11.0% |
19.9 |
2.1% |
84% |
False |
False |
67,522 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.2% |
21.5 |
2.3% |
61% |
False |
False |
51,587 |
| 100 |
1,009.8 |
805.2 |
204.6 |
21.5% |
22.6 |
2.4% |
72% |
False |
False |
41,932 |
| 120 |
1,009.8 |
748.0 |
261.8 |
27.5% |
22.6 |
2.4% |
78% |
False |
False |
35,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,016.6 |
|
2.618 |
994.7 |
|
1.618 |
981.3 |
|
1.000 |
973.0 |
|
0.618 |
967.9 |
|
HIGH |
959.6 |
|
0.618 |
954.5 |
|
0.500 |
952.9 |
|
0.382 |
951.3 |
|
LOW |
946.2 |
|
0.618 |
937.9 |
|
1.000 |
932.8 |
|
1.618 |
924.5 |
|
2.618 |
911.1 |
|
4.250 |
889.3 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953.2 |
952.2 |
| PP |
953.0 |
951.0 |
| S1 |
952.9 |
949.9 |
|