COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
929.5 |
929.4 |
-0.1 |
0.0% |
918.0 |
| High |
931.2 |
936.7 |
5.5 |
0.6% |
936.7 |
| Low |
923.0 |
926.0 |
3.0 |
0.3% |
911.0 |
| Close |
930.3 |
933.1 |
2.8 |
0.3% |
933.1 |
| Range |
8.2 |
10.7 |
2.5 |
30.5% |
25.7 |
| ATR |
16.2 |
15.8 |
-0.4 |
-2.4% |
0.0 |
| Volume |
26,575 |
18,295 |
-8,280 |
-31.2% |
77,579 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.0 |
959.3 |
939.0 |
|
| R3 |
953.3 |
948.6 |
936.0 |
|
| R2 |
942.6 |
942.6 |
935.1 |
|
| R1 |
937.9 |
937.9 |
934.1 |
940.3 |
| PP |
931.9 |
931.9 |
931.9 |
933.1 |
| S1 |
927.2 |
927.2 |
932.1 |
929.6 |
| S2 |
921.2 |
921.2 |
931.1 |
|
| S3 |
910.5 |
916.5 |
930.2 |
|
| S4 |
899.8 |
905.8 |
927.2 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,004.0 |
994.3 |
947.2 |
|
| R3 |
978.3 |
968.6 |
940.2 |
|
| R2 |
952.6 |
952.6 |
937.8 |
|
| R1 |
942.9 |
942.9 |
935.5 |
947.8 |
| PP |
926.9 |
926.9 |
926.9 |
929.4 |
| S1 |
917.2 |
917.2 |
930.7 |
922.1 |
| S2 |
901.2 |
901.2 |
928.4 |
|
| S3 |
875.5 |
891.5 |
926.0 |
|
| S4 |
849.8 |
865.8 |
919.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
936.7 |
911.0 |
25.7 |
2.8% |
10.8 |
1.2% |
86% |
True |
False |
15,515 |
| 10 |
936.7 |
888.0 |
48.7 |
5.2% |
14.7 |
1.6% |
93% |
True |
False |
10,320 |
| 20 |
936.7 |
867.5 |
69.2 |
7.4% |
15.3 |
1.6% |
95% |
True |
False |
6,911 |
| 40 |
971.0 |
867.5 |
103.5 |
11.1% |
16.7 |
1.8% |
63% |
False |
False |
4,566 |
| 60 |
1,008.9 |
867.5 |
141.4 |
15.2% |
20.2 |
2.2% |
46% |
False |
False |
3,425 |
| 80 |
1,008.9 |
849.2 |
159.7 |
17.1% |
19.6 |
2.1% |
53% |
False |
False |
2,694 |
| 100 |
1,008.9 |
810.0 |
198.9 |
21.3% |
17.0 |
1.8% |
62% |
False |
False |
2,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
982.2 |
|
2.618 |
964.7 |
|
1.618 |
954.0 |
|
1.000 |
947.4 |
|
0.618 |
943.3 |
|
HIGH |
936.7 |
|
0.618 |
932.6 |
|
0.500 |
931.4 |
|
0.382 |
930.1 |
|
LOW |
926.0 |
|
0.618 |
919.4 |
|
1.000 |
915.3 |
|
1.618 |
908.7 |
|
2.618 |
898.0 |
|
4.250 |
880.5 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
932.5 |
931.5 |
| PP |
931.9 |
929.9 |
| S1 |
931.4 |
928.3 |
|