COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
934.0 |
935.1 |
1.1 |
0.1% |
940.3 |
| High |
939.7 |
935.6 |
-4.1 |
-0.4% |
944.0 |
| Low |
931.5 |
918.3 |
-13.2 |
-1.4% |
926.5 |
| Close |
936.2 |
921.0 |
-15.2 |
-1.6% |
936.2 |
| Range |
8.2 |
17.3 |
9.1 |
111.0% |
17.5 |
| ATR |
17.2 |
17.3 |
0.0 |
0.3% |
0.0 |
| Volume |
78,321 |
57,557 |
-20,764 |
-26.5% |
437,210 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.9 |
966.2 |
930.5 |
|
| R3 |
959.6 |
948.9 |
925.8 |
|
| R2 |
942.3 |
942.3 |
924.2 |
|
| R1 |
931.6 |
931.6 |
922.6 |
928.3 |
| PP |
925.0 |
925.0 |
925.0 |
923.3 |
| S1 |
914.3 |
914.3 |
919.4 |
911.0 |
| S2 |
907.7 |
907.7 |
917.8 |
|
| S3 |
890.4 |
897.0 |
916.2 |
|
| S4 |
873.1 |
879.7 |
911.5 |
|
|
| 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 |
918.3 |
25.7 |
2.8% |
12.9 |
1.4% |
11% |
False |
True |
78,331 |
| 10 |
966.7 |
918.3 |
48.4 |
5.3% |
15.8 |
1.7% |
6% |
False |
True |
89,766 |
| 20 |
992.1 |
918.3 |
73.8 |
8.0% |
18.6 |
2.0% |
4% |
False |
True |
95,714 |
| 40 |
992.1 |
882.0 |
110.1 |
12.0% |
16.9 |
1.8% |
35% |
False |
False |
54,382 |
| 60 |
992.1 |
867.5 |
124.6 |
13.5% |
17.0 |
1.8% |
43% |
False |
False |
37,122 |
| 80 |
992.1 |
867.5 |
124.6 |
13.5% |
19.0 |
2.1% |
43% |
False |
False |
28,114 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.4% |
19.3 |
2.1% |
38% |
False |
False |
22,629 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.6% |
17.8 |
1.9% |
56% |
False |
False |
18,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,009.1 |
|
2.618 |
980.9 |
|
1.618 |
963.6 |
|
1.000 |
952.9 |
|
0.618 |
946.3 |
|
HIGH |
935.6 |
|
0.618 |
929.0 |
|
0.500 |
927.0 |
|
0.382 |
924.9 |
|
LOW |
918.3 |
|
0.618 |
907.6 |
|
1.000 |
901.0 |
|
1.618 |
890.3 |
|
2.618 |
873.0 |
|
4.250 |
844.8 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.0 |
931.2 |
| PP |
925.0 |
927.8 |
| S1 |
923.0 |
924.4 |
|