COMEX Gold Future August 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
937.9 |
939.5 |
1.6 |
0.2% |
957.5 |
High |
948.9 |
940.4 |
-8.5 |
-0.9% |
960.1 |
Low |
937.3 |
923.2 |
-14.1 |
-1.5% |
921.2 |
Close |
944.1 |
927.1 |
-17.0 |
-1.8% |
927.1 |
Range |
11.6 |
17.2 |
5.6 |
48.3% |
38.9 |
ATR |
26.7 |
26.3 |
-0.4 |
-1.6% |
0.0 |
Volume |
852 |
1,901 |
1,049 |
123.1% |
6,084 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981.8 |
971.7 |
936.6 |
|
R3 |
964.6 |
954.5 |
931.8 |
|
R2 |
947.4 |
947.4 |
930.3 |
|
R1 |
937.3 |
937.3 |
928.7 |
933.8 |
PP |
930.2 |
930.2 |
930.2 |
928.5 |
S1 |
920.1 |
920.1 |
925.5 |
916.6 |
S2 |
913.0 |
913.0 |
923.9 |
|
S3 |
895.8 |
902.9 |
922.4 |
|
S4 |
878.6 |
885.7 |
917.6 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.8 |
1,028.9 |
948.5 |
|
R3 |
1,013.9 |
990.0 |
937.8 |
|
R2 |
975.0 |
975.0 |
934.2 |
|
R1 |
951.1 |
951.1 |
930.7 |
943.6 |
PP |
936.1 |
936.1 |
936.1 |
932.4 |
S1 |
912.2 |
912.2 |
923.5 |
904.7 |
S2 |
897.2 |
897.2 |
920.0 |
|
S3 |
858.3 |
873.3 |
916.4 |
|
S4 |
819.4 |
834.4 |
905.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
960.1 |
921.2 |
38.9 |
4.2% |
19.7 |
2.1% |
15% |
False |
False |
1,216 |
10 |
971.0 |
888.0 |
83.0 |
9.0% |
23.8 |
2.6% |
47% |
False |
False |
1,180 |
20 |
971.0 |
888.0 |
83.0 |
9.0% |
24.1 |
2.6% |
47% |
False |
False |
1,173 |
40 |
1,008.9 |
888.0 |
120.9 |
13.0% |
22.6 |
2.4% |
32% |
False |
False |
924 |
60 |
1,008.9 |
810.0 |
198.9 |
21.5% |
18.9 |
2.0% |
59% |
False |
False |
774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,013.5 |
2.618 |
985.4 |
1.618 |
968.2 |
1.000 |
957.6 |
0.618 |
951.0 |
HIGH |
940.4 |
0.618 |
933.8 |
0.500 |
931.8 |
0.382 |
929.8 |
LOW |
923.2 |
0.618 |
912.6 |
1.000 |
906.0 |
1.618 |
895.4 |
2.618 |
878.2 |
4.250 |
850.1 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
931.8 |
935.5 |
PP |
930.2 |
932.7 |
S1 |
928.7 |
929.9 |
|