COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
955.9 |
938.5 |
-17.4 |
-1.8% |
951.2 |
| High |
956.5 |
938.5 |
-18.0 |
-1.9% |
966.0 |
| Low |
935.8 |
926.9 |
-8.9 |
-1.0% |
935.8 |
| Close |
940.1 |
926.9 |
-13.2 |
-1.4% |
940.1 |
| Range |
20.7 |
11.6 |
-9.1 |
-44.0% |
30.2 |
| ATR |
19.0 |
18.6 |
-0.4 |
-2.2% |
0.0 |
| Volume |
583 |
166 |
-417 |
-71.5% |
3,254 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
965.6 |
957.8 |
933.3 |
|
| R3 |
954.0 |
946.2 |
930.1 |
|
| R2 |
942.4 |
942.4 |
929.0 |
|
| R1 |
934.6 |
934.6 |
928.0 |
932.7 |
| PP |
930.8 |
930.8 |
930.8 |
929.8 |
| S1 |
923.0 |
923.0 |
925.8 |
921.1 |
| S2 |
919.2 |
919.2 |
924.8 |
|
| S3 |
907.6 |
911.4 |
923.7 |
|
| S4 |
896.0 |
899.8 |
920.5 |
|
|
| 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 |
926.9 |
39.1 |
4.2% |
16.6 |
1.8% |
0% |
False |
True |
542 |
| 10 |
990.3 |
926.9 |
63.4 |
6.8% |
19.5 |
2.1% |
0% |
False |
True |
1,043 |
| 20 |
990.3 |
915.2 |
75.1 |
8.1% |
18.5 |
2.0% |
16% |
False |
False |
53,009 |
| 40 |
990.3 |
865.6 |
124.7 |
13.5% |
17.3 |
1.9% |
49% |
False |
False |
66,390 |
| 60 |
990.3 |
865.0 |
125.3 |
13.5% |
18.1 |
2.0% |
49% |
False |
False |
68,330 |
| 80 |
1,009.8 |
865.0 |
144.8 |
15.6% |
21.0 |
2.3% |
43% |
False |
False |
54,123 |
| 100 |
1,009.8 |
847.8 |
162.0 |
17.5% |
21.6 |
2.3% |
49% |
False |
False |
44,079 |
| 120 |
1,009.8 |
805.2 |
204.6 |
22.1% |
22.0 |
2.4% |
59% |
False |
False |
37,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987.8 |
|
2.618 |
968.9 |
|
1.618 |
957.3 |
|
1.000 |
950.1 |
|
0.618 |
945.7 |
|
HIGH |
938.5 |
|
0.618 |
934.1 |
|
0.500 |
932.7 |
|
0.382 |
931.3 |
|
LOW |
926.9 |
|
0.618 |
919.7 |
|
1.000 |
915.3 |
|
1.618 |
908.1 |
|
2.618 |
896.5 |
|
4.250 |
877.6 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
932.7 |
944.4 |
| PP |
930.8 |
938.6 |
| S1 |
928.8 |
932.7 |
|