COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
925.0 |
921.9 |
-3.1 |
-0.3% |
938.5 |
| High |
926.2 |
926.5 |
0.3 |
0.0% |
942.0 |
| Low |
919.0 |
917.3 |
-1.7 |
-0.2% |
926.9 |
| Close |
920.6 |
923.9 |
3.3 |
0.4% |
935.6 |
| Range |
7.2 |
9.2 |
2.0 |
27.8% |
15.1 |
| ATR |
16.1 |
15.6 |
-0.5 |
-3.1% |
0.0 |
| Volume |
73 |
134 |
61 |
83.6% |
693 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950.2 |
946.2 |
929.0 |
|
| R3 |
941.0 |
937.0 |
926.4 |
|
| R2 |
931.8 |
931.8 |
925.6 |
|
| R1 |
927.8 |
927.8 |
924.7 |
929.8 |
| PP |
922.6 |
922.6 |
922.6 |
923.6 |
| S1 |
918.6 |
918.6 |
923.1 |
920.6 |
| S2 |
913.4 |
913.4 |
922.2 |
|
| S3 |
904.2 |
909.4 |
921.4 |
|
| S4 |
895.0 |
900.2 |
918.8 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.1 |
973.0 |
943.9 |
|
| R3 |
965.0 |
957.9 |
939.8 |
|
| R2 |
949.9 |
949.9 |
938.4 |
|
| R1 |
942.8 |
942.8 |
937.0 |
938.8 |
| PP |
934.8 |
934.8 |
934.8 |
932.9 |
| S1 |
927.7 |
927.7 |
934.2 |
923.7 |
| S2 |
919.7 |
919.7 |
932.8 |
|
| S3 |
904.6 |
912.6 |
931.4 |
|
| S4 |
889.5 |
897.5 |
927.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
942.0 |
917.3 |
24.7 |
2.7% |
7.9 |
0.9% |
27% |
False |
True |
95 |
| 10 |
966.0 |
917.3 |
48.7 |
5.3% |
11.5 |
1.2% |
14% |
False |
True |
286 |
| 20 |
990.3 |
917.3 |
73.0 |
7.9% |
15.6 |
1.7% |
9% |
False |
True |
20,553 |
| 40 |
990.3 |
880.1 |
110.2 |
11.9% |
16.0 |
1.7% |
40% |
False |
False |
55,171 |
| 60 |
990.3 |
865.0 |
125.3 |
13.6% |
16.7 |
1.8% |
47% |
False |
False |
64,161 |
| 80 |
990.3 |
865.0 |
125.3 |
13.6% |
19.2 |
2.1% |
47% |
False |
False |
53,795 |
| 100 |
1,009.8 |
865.0 |
144.8 |
15.7% |
20.5 |
2.2% |
41% |
False |
False |
43,739 |
| 120 |
1,009.8 |
805.2 |
204.6 |
22.1% |
21.6 |
2.3% |
58% |
False |
False |
36,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
965.6 |
|
2.618 |
950.6 |
|
1.618 |
941.4 |
|
1.000 |
935.7 |
|
0.618 |
932.2 |
|
HIGH |
926.5 |
|
0.618 |
923.0 |
|
0.500 |
921.9 |
|
0.382 |
920.8 |
|
LOW |
917.3 |
|
0.618 |
911.6 |
|
1.000 |
908.1 |
|
1.618 |
902.4 |
|
2.618 |
893.2 |
|
4.250 |
878.2 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
923.2 |
926.9 |
| PP |
922.6 |
925.9 |
| S1 |
921.9 |
924.9 |
|