COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
959.0 |
955.5 |
-3.5 |
-0.4% |
933.1 |
| High |
961.8 |
961.5 |
-0.3 |
0.0% |
964.6 |
| Low |
938.2 |
948.0 |
9.8 |
1.0% |
917.0 |
| Close |
955.1 |
955.2 |
0.1 |
0.0% |
960.5 |
| Range |
23.6 |
13.5 |
-10.1 |
-42.8% |
47.6 |
| ATR |
16.4 |
16.1 |
-0.2 |
-1.2% |
0.0 |
| Volume |
33,689 |
87,472 |
53,783 |
159.6% |
135,076 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995.4 |
988.8 |
962.6 |
|
| R3 |
981.9 |
975.3 |
958.9 |
|
| R2 |
968.4 |
968.4 |
957.7 |
|
| R1 |
961.8 |
961.8 |
956.4 |
958.4 |
| PP |
954.9 |
954.9 |
954.9 |
953.2 |
| S1 |
948.3 |
948.3 |
954.0 |
944.9 |
| S2 |
941.4 |
941.4 |
952.7 |
|
| S3 |
927.9 |
934.8 |
951.5 |
|
| S4 |
914.4 |
921.3 |
947.8 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,090.2 |
1,072.9 |
986.7 |
|
| R3 |
1,042.6 |
1,025.3 |
973.6 |
|
| R2 |
995.0 |
995.0 |
969.2 |
|
| R1 |
977.7 |
977.7 |
964.9 |
986.4 |
| PP |
947.4 |
947.4 |
947.4 |
951.7 |
| S1 |
930.1 |
930.1 |
956.1 |
938.8 |
| S2 |
899.8 |
899.8 |
951.8 |
|
| S3 |
852.2 |
882.5 |
947.4 |
|
| S4 |
804.6 |
834.9 |
934.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964.6 |
927.4 |
37.2 |
3.9% |
17.1 |
1.8% |
75% |
False |
False |
42,567 |
| 10 |
964.6 |
917.0 |
47.6 |
5.0% |
14.8 |
1.6% |
80% |
False |
False |
31,546 |
| 20 |
964.6 |
882.0 |
82.6 |
8.6% |
15.3 |
1.6% |
89% |
False |
False |
18,954 |
| 40 |
964.6 |
867.5 |
97.1 |
10.2% |
16.1 |
1.7% |
90% |
False |
False |
10,512 |
| 60 |
971.0 |
867.5 |
103.5 |
10.8% |
18.5 |
1.9% |
85% |
False |
False |
7,590 |
| 80 |
1,008.9 |
867.5 |
141.4 |
14.8% |
19.3 |
2.0% |
62% |
False |
False |
5,855 |
| 100 |
1,008.9 |
810.0 |
198.9 |
20.8% |
18.0 |
1.9% |
73% |
False |
False |
4,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.9 |
|
2.618 |
996.8 |
|
1.618 |
983.3 |
|
1.000 |
975.0 |
|
0.618 |
969.8 |
|
HIGH |
961.5 |
|
0.618 |
956.3 |
|
0.500 |
954.8 |
|
0.382 |
953.2 |
|
LOW |
948.0 |
|
0.618 |
939.7 |
|
1.000 |
934.5 |
|
1.618 |
926.2 |
|
2.618 |
912.7 |
|
4.250 |
890.6 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
955.1 |
953.9 |
| PP |
954.9 |
952.7 |
| S1 |
954.8 |
951.4 |
|