COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
954.3 |
955.9 |
1.6 |
0.2% |
951.2 |
| High |
961.9 |
956.5 |
-5.4 |
-0.6% |
966.0 |
| Low |
943.1 |
935.8 |
-7.3 |
-0.8% |
935.8 |
| Close |
961.3 |
940.1 |
-21.2 |
-2.2% |
940.1 |
| Range |
18.8 |
20.7 |
1.9 |
10.1% |
30.2 |
| ATR |
18.5 |
19.0 |
0.5 |
2.7% |
0.0 |
| Volume |
698 |
583 |
-115 |
-16.5% |
3,254 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.2 |
993.9 |
951.5 |
|
| R3 |
985.5 |
973.2 |
945.8 |
|
| R2 |
964.8 |
964.8 |
943.9 |
|
| R1 |
952.5 |
952.5 |
942.0 |
948.3 |
| PP |
944.1 |
944.1 |
944.1 |
942.1 |
| S1 |
931.8 |
931.8 |
938.2 |
927.6 |
| S2 |
923.4 |
923.4 |
936.3 |
|
| S3 |
902.7 |
911.1 |
934.4 |
|
| S4 |
882.0 |
890.4 |
928.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,037.9 |
1,019.2 |
956.7 |
|
| R3 |
1,007.7 |
989.0 |
948.4 |
|
| R2 |
977.5 |
977.5 |
945.6 |
|
| R1 |
958.8 |
958.8 |
942.9 |
953.1 |
| PP |
947.3 |
947.3 |
947.3 |
944.4 |
| S1 |
928.6 |
928.6 |
937.3 |
922.9 |
| S2 |
917.1 |
917.1 |
934.6 |
|
| S3 |
886.9 |
898.4 |
931.8 |
|
| S4 |
856.7 |
868.2 |
923.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
966.0 |
935.8 |
30.2 |
3.2% |
17.5 |
1.9% |
14% |
False |
True |
650 |
| 10 |
990.3 |
935.8 |
54.5 |
5.8% |
19.9 |
2.1% |
8% |
False |
True |
1,787 |
| 20 |
990.3 |
915.2 |
75.1 |
8.0% |
18.5 |
2.0% |
33% |
False |
False |
56,810 |
| 40 |
990.3 |
865.6 |
124.7 |
13.3% |
17.3 |
1.8% |
60% |
False |
False |
68,403 |
| 60 |
990.3 |
865.0 |
125.3 |
13.3% |
18.5 |
2.0% |
60% |
False |
False |
68,985 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.4% |
21.1 |
2.2% |
52% |
False |
False |
54,158 |
| 100 |
1,009.8 |
846.6 |
163.2 |
17.4% |
21.7 |
2.3% |
57% |
False |
False |
44,103 |
| 120 |
1,009.8 |
805.2 |
204.6 |
21.8% |
22.1 |
2.3% |
66% |
False |
False |
37,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,044.5 |
|
2.618 |
1,010.7 |
|
1.618 |
990.0 |
|
1.000 |
977.2 |
|
0.618 |
969.3 |
|
HIGH |
956.5 |
|
0.618 |
948.6 |
|
0.500 |
946.2 |
|
0.382 |
943.7 |
|
LOW |
935.8 |
|
0.618 |
923.0 |
|
1.000 |
915.1 |
|
1.618 |
902.3 |
|
2.618 |
881.6 |
|
4.250 |
847.8 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
946.2 |
950.9 |
| PP |
944.1 |
947.3 |
| S1 |
942.1 |
943.7 |
|