COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
981.4 |
951.2 |
-30.2 |
-3.1% |
978.8 |
| High |
983.0 |
960.1 |
-22.9 |
-2.3% |
990.3 |
| Low |
954.0 |
944.4 |
-9.6 |
-1.0% |
954.0 |
| Close |
961.7 |
951.7 |
-10.0 |
-1.0% |
961.7 |
| Range |
29.0 |
15.7 |
-13.3 |
-45.9% |
36.3 |
| ATR |
19.0 |
18.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
600 |
709 |
109 |
18.2% |
14,622 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.2 |
991.1 |
960.3 |
|
| R3 |
983.5 |
975.4 |
956.0 |
|
| R2 |
967.8 |
967.8 |
954.6 |
|
| R1 |
959.7 |
959.7 |
953.1 |
963.8 |
| PP |
952.1 |
952.1 |
952.1 |
954.1 |
| S1 |
944.0 |
944.0 |
950.3 |
948.1 |
| S2 |
936.4 |
936.4 |
948.8 |
|
| S3 |
920.7 |
928.3 |
947.4 |
|
| S4 |
905.0 |
912.6 |
943.1 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,077.6 |
1,055.9 |
981.7 |
|
| R3 |
1,041.3 |
1,019.6 |
971.7 |
|
| R2 |
1,005.0 |
1,005.0 |
968.4 |
|
| R1 |
983.3 |
983.3 |
965.0 |
976.0 |
| PP |
968.7 |
968.7 |
968.7 |
965.0 |
| S1 |
947.0 |
947.0 |
958.4 |
939.7 |
| S2 |
932.4 |
932.4 |
955.0 |
|
| S3 |
896.1 |
910.7 |
951.7 |
|
| S4 |
859.8 |
874.4 |
941.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
990.3 |
944.4 |
45.9 |
4.8% |
22.4 |
2.3% |
16% |
False |
True |
1,544 |
| 10 |
990.3 |
936.6 |
53.7 |
5.6% |
20.6 |
2.2% |
28% |
False |
False |
52,545 |
| 20 |
990.3 |
908.8 |
81.5 |
8.6% |
17.1 |
1.8% |
53% |
False |
False |
74,147 |
| 40 |
990.3 |
865.6 |
124.7 |
13.1% |
17.2 |
1.8% |
69% |
False |
False |
73,716 |
| 60 |
990.3 |
865.0 |
125.3 |
13.2% |
19.3 |
2.0% |
69% |
False |
False |
70,019 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.2% |
21.3 |
2.2% |
60% |
False |
False |
54,301 |
| 100 |
1,009.8 |
805.2 |
204.6 |
21.5% |
22.1 |
2.3% |
72% |
False |
False |
44,168 |
| 120 |
1,009.8 |
805.2 |
204.6 |
21.5% |
22.4 |
2.4% |
72% |
False |
False |
37,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,026.8 |
|
2.618 |
1,001.2 |
|
1.618 |
985.5 |
|
1.000 |
975.8 |
|
0.618 |
969.8 |
|
HIGH |
960.1 |
|
0.618 |
954.1 |
|
0.500 |
952.3 |
|
0.382 |
950.4 |
|
LOW |
944.4 |
|
0.618 |
934.7 |
|
1.000 |
928.7 |
|
1.618 |
919.0 |
|
2.618 |
903.3 |
|
4.250 |
877.7 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
952.3 |
963.7 |
| PP |
952.1 |
959.7 |
| S1 |
951.9 |
955.7 |
|