COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
935.1 |
922.5 |
-12.6 |
-1.3% |
940.3 |
| High |
935.6 |
927.4 |
-8.2 |
-0.9% |
944.0 |
| Low |
918.3 |
913.2 |
-5.1 |
-0.6% |
926.5 |
| Close |
921.0 |
924.3 |
3.3 |
0.4% |
936.2 |
| Range |
17.3 |
14.2 |
-3.1 |
-17.9% |
17.5 |
| ATR |
17.3 |
17.0 |
-0.2 |
-1.3% |
0.0 |
| Volume |
57,557 |
96,762 |
39,205 |
68.1% |
437,210 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.2 |
958.5 |
932.1 |
|
| R3 |
950.0 |
944.3 |
928.2 |
|
| R2 |
935.8 |
935.8 |
926.9 |
|
| R1 |
930.1 |
930.1 |
925.6 |
933.0 |
| PP |
921.6 |
921.6 |
921.6 |
923.1 |
| S1 |
915.9 |
915.9 |
923.0 |
918.8 |
| S2 |
907.4 |
907.4 |
921.7 |
|
| S3 |
893.2 |
901.7 |
920.4 |
|
| S4 |
879.0 |
887.5 |
916.5 |
|
|
| 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 |
913.2 |
30.8 |
3.3% |
13.2 |
1.4% |
36% |
False |
True |
79,377 |
| 10 |
966.7 |
913.2 |
53.5 |
5.8% |
15.6 |
1.7% |
21% |
False |
True |
89,871 |
| 20 |
992.1 |
913.2 |
78.9 |
8.5% |
18.1 |
2.0% |
14% |
False |
True |
98,868 |
| 40 |
992.1 |
882.0 |
110.1 |
11.9% |
16.9 |
1.8% |
38% |
False |
False |
56,756 |
| 60 |
992.1 |
867.5 |
124.6 |
13.5% |
16.9 |
1.8% |
46% |
False |
False |
38,703 |
| 80 |
992.1 |
867.5 |
124.6 |
13.5% |
18.7 |
2.0% |
46% |
False |
False |
29,320 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.3% |
19.2 |
2.1% |
40% |
False |
False |
23,591 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.5% |
17.9 |
1.9% |
57% |
False |
False |
19,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987.8 |
|
2.618 |
964.6 |
|
1.618 |
950.4 |
|
1.000 |
941.6 |
|
0.618 |
936.2 |
|
HIGH |
927.4 |
|
0.618 |
922.0 |
|
0.500 |
920.3 |
|
0.382 |
918.6 |
|
LOW |
913.2 |
|
0.618 |
904.4 |
|
1.000 |
899.0 |
|
1.618 |
890.2 |
|
2.618 |
876.0 |
|
4.250 |
852.9 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
923.0 |
926.5 |
| PP |
921.6 |
925.7 |
| S1 |
920.3 |
925.0 |
|