COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
935.4 |
940.0 |
4.6 |
0.5% |
950.9 |
| High |
941.1 |
944.0 |
2.9 |
0.3% |
966.7 |
| Low |
928.4 |
930.5 |
2.1 |
0.2% |
936.2 |
| Close |
936.0 |
934.6 |
-1.4 |
-0.1% |
940.7 |
| Range |
12.7 |
13.5 |
0.8 |
6.3% |
30.5 |
| ATR |
18.2 |
17.9 |
-0.3 |
-1.9% |
0.0 |
| Volume |
76,594 |
87,651 |
11,057 |
14.4% |
547,308 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.9 |
969.2 |
942.0 |
|
| R3 |
963.4 |
955.7 |
938.3 |
|
| R2 |
949.9 |
949.9 |
937.1 |
|
| R1 |
942.2 |
942.2 |
935.8 |
939.3 |
| PP |
936.4 |
936.4 |
936.4 |
934.9 |
| S1 |
928.7 |
928.7 |
933.4 |
925.8 |
| S2 |
922.9 |
922.9 |
932.1 |
|
| S3 |
909.4 |
915.2 |
930.9 |
|
| S4 |
895.9 |
901.7 |
927.2 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.4 |
1,020.5 |
957.5 |
|
| R3 |
1,008.9 |
990.0 |
949.1 |
|
| R2 |
978.4 |
978.4 |
946.3 |
|
| R1 |
959.5 |
959.5 |
943.5 |
953.7 |
| PP |
947.9 |
947.9 |
947.9 |
945.0 |
| S1 |
929.0 |
929.0 |
937.9 |
923.2 |
| S2 |
917.4 |
917.4 |
935.1 |
|
| S3 |
886.9 |
898.5 |
932.3 |
|
| S4 |
856.4 |
868.0 |
923.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
959.2 |
926.5 |
32.7 |
3.5% |
15.2 |
1.6% |
25% |
False |
False |
94,033 |
| 10 |
985.0 |
926.5 |
58.5 |
6.3% |
18.1 |
1.9% |
14% |
False |
False |
102,156 |
| 20 |
992.1 |
926.5 |
65.6 |
7.0% |
19.0 |
2.0% |
12% |
False |
False |
92,248 |
| 40 |
992.1 |
882.0 |
110.1 |
11.8% |
17.0 |
1.8% |
48% |
False |
False |
51,112 |
| 60 |
992.1 |
867.5 |
124.6 |
13.3% |
17.1 |
1.8% |
54% |
False |
False |
34,897 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
19.4 |
2.1% |
54% |
False |
False |
26,451 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.1% |
19.2 |
2.1% |
47% |
False |
False |
21,281 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.3% |
17.7 |
1.9% |
63% |
False |
False |
17,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,001.4 |
|
2.618 |
979.3 |
|
1.618 |
965.8 |
|
1.000 |
957.5 |
|
0.618 |
952.3 |
|
HIGH |
944.0 |
|
0.618 |
938.8 |
|
0.500 |
937.3 |
|
0.382 |
935.7 |
|
LOW |
930.5 |
|
0.618 |
922.2 |
|
1.000 |
917.0 |
|
1.618 |
908.7 |
|
2.618 |
895.2 |
|
4.250 |
873.1 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
937.3 |
935.9 |
| PP |
936.4 |
935.4 |
| S1 |
935.5 |
935.0 |
|