COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
951.2 |
953.5 |
2.3 |
0.2% |
978.8 |
| High |
960.1 |
963.7 |
3.6 |
0.4% |
990.3 |
| Low |
944.4 |
948.4 |
4.0 |
0.4% |
954.0 |
| Close |
951.7 |
954.0 |
2.3 |
0.2% |
961.7 |
| Range |
15.7 |
15.3 |
-0.4 |
-2.5% |
36.3 |
| ATR |
18.9 |
18.6 |
-0.3 |
-1.4% |
0.0 |
| Volume |
709 |
580 |
-129 |
-18.2% |
14,622 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.3 |
992.9 |
962.4 |
|
| R3 |
986.0 |
977.6 |
958.2 |
|
| R2 |
970.7 |
970.7 |
956.8 |
|
| R1 |
962.3 |
962.3 |
955.4 |
966.5 |
| PP |
955.4 |
955.4 |
955.4 |
957.5 |
| S1 |
947.0 |
947.0 |
952.6 |
951.2 |
| S2 |
940.1 |
940.1 |
951.2 |
|
| S3 |
924.8 |
931.7 |
949.8 |
|
| S4 |
909.5 |
916.4 |
945.6 |
|
|
| 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% |
22.1 |
2.3% |
21% |
False |
False |
1,084 |
| 10 |
990.3 |
944.0 |
46.3 |
4.9% |
19.8 |
2.1% |
22% |
False |
False |
40,820 |
| 20 |
990.3 |
912.4 |
77.9 |
8.2% |
17.4 |
1.8% |
53% |
False |
False |
69,859 |
| 40 |
990.3 |
865.6 |
124.7 |
13.1% |
17.1 |
1.8% |
71% |
False |
False |
72,388 |
| 60 |
990.3 |
865.0 |
125.3 |
13.1% |
19.2 |
2.0% |
71% |
False |
False |
69,851 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.2% |
21.3 |
2.2% |
61% |
False |
False |
54,248 |
| 100 |
1,009.8 |
805.2 |
204.6 |
21.4% |
22.0 |
2.3% |
73% |
False |
False |
44,156 |
| 120 |
1,009.8 |
805.2 |
204.6 |
21.4% |
22.4 |
2.3% |
73% |
False |
False |
37,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,028.7 |
|
2.618 |
1,003.8 |
|
1.618 |
988.5 |
|
1.000 |
979.0 |
|
0.618 |
973.2 |
|
HIGH |
963.7 |
|
0.618 |
957.9 |
|
0.500 |
956.1 |
|
0.382 |
954.2 |
|
LOW |
948.4 |
|
0.618 |
938.9 |
|
1.000 |
933.1 |
|
1.618 |
923.6 |
|
2.618 |
908.3 |
|
4.250 |
883.4 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
956.1 |
963.7 |
| PP |
955.4 |
960.5 |
| S1 |
954.7 |
957.2 |
|