COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
956.0 |
954.3 |
-1.7 |
-0.2% |
978.8 |
| High |
966.0 |
961.9 |
-4.1 |
-0.4% |
990.3 |
| Low |
949.2 |
943.1 |
-6.1 |
-0.6% |
954.0 |
| Close |
954.0 |
961.3 |
7.3 |
0.8% |
961.7 |
| Range |
16.8 |
18.8 |
2.0 |
11.9% |
36.3 |
| ATR |
18.5 |
18.5 |
0.0 |
0.1% |
0.0 |
| Volume |
684 |
698 |
14 |
2.0% |
14,622 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,011.8 |
1,005.4 |
971.6 |
|
| R3 |
993.0 |
986.6 |
966.5 |
|
| R2 |
974.2 |
974.2 |
964.7 |
|
| R1 |
967.8 |
967.8 |
963.0 |
971.0 |
| PP |
955.4 |
955.4 |
955.4 |
957.1 |
| S1 |
949.0 |
949.0 |
959.6 |
952.2 |
| S2 |
936.6 |
936.6 |
957.9 |
|
| S3 |
917.8 |
930.2 |
956.1 |
|
| S4 |
899.0 |
911.4 |
951.0 |
|
|
| 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 |
983.0 |
943.1 |
39.9 |
4.2% |
19.1 |
2.0% |
46% |
False |
True |
654 |
| 10 |
990.3 |
943.1 |
47.2 |
4.9% |
19.9 |
2.1% |
39% |
False |
True |
9,155 |
| 20 |
990.3 |
915.2 |
75.1 |
7.8% |
17.9 |
1.9% |
61% |
False |
False |
62,621 |
| 40 |
990.3 |
865.6 |
124.7 |
13.0% |
17.3 |
1.8% |
77% |
False |
False |
69,790 |
| 60 |
990.3 |
865.0 |
125.3 |
13.0% |
19.4 |
2.0% |
77% |
False |
False |
69,165 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.1% |
21.1 |
2.2% |
67% |
False |
False |
54,214 |
| 100 |
1,009.8 |
828.2 |
181.6 |
18.9% |
21.9 |
2.3% |
73% |
False |
False |
44,119 |
| 120 |
1,009.8 |
805.2 |
204.6 |
21.3% |
22.2 |
2.3% |
76% |
False |
False |
37,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,041.8 |
|
2.618 |
1,011.1 |
|
1.618 |
992.3 |
|
1.000 |
980.7 |
|
0.618 |
973.5 |
|
HIGH |
961.9 |
|
0.618 |
954.7 |
|
0.500 |
952.5 |
|
0.382 |
950.3 |
|
LOW |
943.1 |
|
0.618 |
931.5 |
|
1.000 |
924.3 |
|
1.618 |
912.7 |
|
2.618 |
893.9 |
|
4.250 |
863.2 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
958.4 |
959.1 |
| PP |
955.4 |
956.8 |
| S1 |
952.5 |
954.6 |
|