COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
940.0 |
934.0 |
-6.0 |
-0.6% |
940.3 |
| High |
944.0 |
939.7 |
-4.3 |
-0.5% |
944.0 |
| Low |
930.5 |
931.5 |
1.0 |
0.1% |
926.5 |
| Close |
934.6 |
936.2 |
1.6 |
0.2% |
936.2 |
| Range |
13.5 |
8.2 |
-5.3 |
-39.3% |
17.5 |
| ATR |
17.9 |
17.2 |
-0.7 |
-3.9% |
0.0 |
| Volume |
87,651 |
78,321 |
-9,330 |
-10.6% |
437,210 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.4 |
956.5 |
940.7 |
|
| R3 |
952.2 |
948.3 |
938.5 |
|
| R2 |
944.0 |
944.0 |
937.7 |
|
| R1 |
940.1 |
940.1 |
937.0 |
942.1 |
| PP |
935.8 |
935.8 |
935.8 |
936.8 |
| S1 |
931.9 |
931.9 |
935.4 |
933.9 |
| S2 |
927.6 |
927.6 |
934.7 |
|
| S3 |
919.4 |
923.7 |
933.9 |
|
| S4 |
911.2 |
915.5 |
931.7 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.1 |
979.6 |
945.8 |
|
| R3 |
970.6 |
962.1 |
941.0 |
|
| R2 |
953.1 |
953.1 |
939.4 |
|
| R1 |
944.6 |
944.6 |
937.8 |
940.1 |
| PP |
935.6 |
935.6 |
935.6 |
933.3 |
| S1 |
927.1 |
927.1 |
934.6 |
922.6 |
| S2 |
918.1 |
918.1 |
933.0 |
|
| S3 |
900.6 |
909.6 |
931.4 |
|
| S4 |
883.1 |
892.1 |
926.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
944.0 |
926.5 |
17.5 |
1.9% |
12.2 |
1.3% |
55% |
False |
False |
87,442 |
| 10 |
966.7 |
926.5 |
40.2 |
4.3% |
15.8 |
1.7% |
24% |
False |
False |
98,451 |
| 20 |
992.1 |
926.5 |
65.6 |
7.0% |
18.4 |
2.0% |
15% |
False |
False |
94,487 |
| 40 |
992.1 |
882.0 |
110.1 |
11.8% |
16.7 |
1.8% |
49% |
False |
False |
53,011 |
| 60 |
992.1 |
867.5 |
124.6 |
13.3% |
16.9 |
1.8% |
55% |
False |
False |
36,177 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
19.0 |
2.0% |
55% |
False |
False |
27,405 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.1% |
19.2 |
2.1% |
49% |
False |
False |
22,054 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.2% |
17.8 |
1.9% |
63% |
False |
False |
18,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
974.6 |
|
2.618 |
961.2 |
|
1.618 |
953.0 |
|
1.000 |
947.9 |
|
0.618 |
944.8 |
|
HIGH |
939.7 |
|
0.618 |
936.6 |
|
0.500 |
935.6 |
|
0.382 |
934.6 |
|
LOW |
931.5 |
|
0.618 |
926.4 |
|
1.000 |
923.3 |
|
1.618 |
918.2 |
|
2.618 |
910.0 |
|
4.250 |
896.7 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.0 |
936.2 |
| PP |
935.8 |
936.2 |
| S1 |
935.6 |
936.2 |
|