COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
931.5 |
942.0 |
10.5 |
1.1% |
951.2 |
| High |
937.8 |
942.0 |
4.2 |
0.4% |
966.0 |
| Low |
930.4 |
931.0 |
0.6 |
0.1% |
935.8 |
| Close |
935.4 |
934.0 |
-1.4 |
-0.1% |
940.1 |
| Range |
7.4 |
11.0 |
3.6 |
48.6% |
30.2 |
| ATR |
17.4 |
16.9 |
-0.5 |
-2.6% |
0.0 |
| Volume |
149 |
29 |
-120 |
-80.5% |
3,254 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.7 |
962.3 |
940.1 |
|
| R3 |
957.7 |
951.3 |
937.0 |
|
| R2 |
946.7 |
946.7 |
936.0 |
|
| R1 |
940.3 |
940.3 |
935.0 |
938.0 |
| PP |
935.7 |
935.7 |
935.7 |
934.5 |
| S1 |
929.3 |
929.3 |
933.0 |
927.0 |
| S2 |
924.7 |
924.7 |
932.0 |
|
| S3 |
913.7 |
918.3 |
931.0 |
|
| S4 |
902.7 |
907.3 |
928.0 |
|
|
| 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 |
956.5 |
926.9 |
29.6 |
3.2% |
11.7 |
1.3% |
24% |
False |
False |
237 |
| 10 |
983.0 |
926.9 |
56.1 |
6.0% |
15.4 |
1.6% |
13% |
False |
False |
445 |
| 20 |
990.3 |
926.9 |
63.4 |
6.8% |
17.5 |
1.9% |
11% |
False |
False |
39,376 |
| 40 |
990.3 |
880.1 |
110.2 |
11.8% |
16.6 |
1.8% |
49% |
False |
False |
60,780 |
| 60 |
990.3 |
865.0 |
125.3 |
13.4% |
17.4 |
1.9% |
55% |
False |
False |
67,055 |
| 80 |
990.3 |
865.0 |
125.3 |
13.4% |
20.1 |
2.2% |
55% |
False |
False |
53,990 |
| 100 |
1,009.8 |
865.0 |
144.8 |
15.5% |
20.9 |
2.2% |
48% |
False |
False |
43,968 |
| 120 |
1,009.8 |
805.2 |
204.6 |
21.9% |
21.9 |
2.3% |
63% |
False |
False |
36,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988.8 |
|
2.618 |
970.8 |
|
1.618 |
959.8 |
|
1.000 |
953.0 |
|
0.618 |
948.8 |
|
HIGH |
942.0 |
|
0.618 |
937.8 |
|
0.500 |
936.5 |
|
0.382 |
935.2 |
|
LOW |
931.0 |
|
0.618 |
924.2 |
|
1.000 |
920.0 |
|
1.618 |
913.2 |
|
2.618 |
902.2 |
|
4.250 |
884.3 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.5 |
936.2 |
| PP |
935.7 |
935.5 |
| S1 |
934.8 |
934.7 |
|