COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
932.3 |
945.3 |
13.0 |
1.4% |
925.0 |
| High |
939.1 |
946.0 |
6.9 |
0.7% |
946.0 |
| Low |
932.3 |
939.6 |
7.3 |
0.8% |
917.3 |
| Close |
939.1 |
940.7 |
1.6 |
0.2% |
940.7 |
| Range |
6.8 |
6.4 |
-0.4 |
-5.9% |
28.7 |
| ATR |
15.2 |
14.6 |
-0.6 |
-3.9% |
0.0 |
| Volume |
588 |
72 |
-516 |
-87.8% |
1,048 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.3 |
957.4 |
944.2 |
|
| R3 |
954.9 |
951.0 |
942.5 |
|
| R2 |
948.5 |
948.5 |
941.9 |
|
| R1 |
944.6 |
944.6 |
941.3 |
943.4 |
| PP |
942.1 |
942.1 |
942.1 |
941.5 |
| S1 |
938.2 |
938.2 |
940.1 |
937.0 |
| S2 |
935.7 |
935.7 |
939.5 |
|
| S3 |
929.3 |
931.8 |
938.9 |
|
| S4 |
922.9 |
925.4 |
937.2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,020.8 |
1,009.4 |
956.5 |
|
| R3 |
992.1 |
980.7 |
948.6 |
|
| R2 |
963.4 |
963.4 |
946.0 |
|
| R1 |
952.0 |
952.0 |
943.3 |
957.7 |
| PP |
934.7 |
934.7 |
934.7 |
937.5 |
| S1 |
923.3 |
923.3 |
938.1 |
929.0 |
| S2 |
906.0 |
906.0 |
935.4 |
|
| S3 |
877.3 |
894.6 |
932.8 |
|
| S4 |
848.6 |
865.9 |
924.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
946.0 |
917.3 |
28.7 |
3.1% |
9.9 |
1.1% |
82% |
True |
False |
209 |
| 10 |
946.0 |
917.3 |
28.7 |
3.1% |
9.2 |
1.0% |
82% |
True |
False |
174 |
| 20 |
990.3 |
917.3 |
73.0 |
7.8% |
14.5 |
1.5% |
32% |
False |
False |
980 |
| 40 |
990.3 |
880.5 |
109.8 |
11.7% |
15.3 |
1.6% |
55% |
False |
False |
49,945 |
| 60 |
990.3 |
865.0 |
125.3 |
13.3% |
16.4 |
1.7% |
60% |
False |
False |
59,403 |
| 80 |
990.3 |
865.0 |
125.3 |
13.3% |
18.4 |
2.0% |
60% |
False |
False |
53,530 |
| 100 |
1,009.8 |
865.0 |
144.8 |
15.4% |
20.0 |
2.1% |
52% |
False |
False |
43,658 |
| 120 |
1,009.8 |
805.2 |
204.6 |
21.7% |
21.1 |
2.2% |
66% |
False |
False |
36,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973.2 |
|
2.618 |
962.8 |
|
1.618 |
956.4 |
|
1.000 |
952.4 |
|
0.618 |
950.0 |
|
HIGH |
946.0 |
|
0.618 |
943.6 |
|
0.500 |
942.8 |
|
0.382 |
942.0 |
|
LOW |
939.6 |
|
0.618 |
935.6 |
|
1.000 |
933.2 |
|
1.618 |
929.2 |
|
2.618 |
922.8 |
|
4.250 |
912.4 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
942.8 |
938.6 |
| PP |
942.1 |
936.5 |
| S1 |
941.4 |
934.5 |
|