COMEX Gold Future August 2009
Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
922.5 |
926.4 |
3.9 |
0.4% |
940.3 |
High |
927.4 |
944.4 |
17.0 |
1.8% |
944.0 |
Low |
913.2 |
922.8 |
9.6 |
1.1% |
926.5 |
Close |
924.3 |
934.4 |
10.1 |
1.1% |
936.2 |
Range |
14.2 |
21.6 |
7.4 |
52.1% |
17.5 |
ATR |
17.0 |
17.4 |
0.3 |
1.9% |
0.0 |
Volume |
96,762 |
91,901 |
-4,861 |
-5.0% |
437,210 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998.7 |
988.1 |
946.3 |
|
R3 |
977.1 |
966.5 |
940.3 |
|
R2 |
955.5 |
955.5 |
938.4 |
|
R1 |
944.9 |
944.9 |
936.4 |
950.2 |
PP |
933.9 |
933.9 |
933.9 |
936.5 |
S1 |
923.3 |
923.3 |
932.4 |
928.6 |
S2 |
912.3 |
912.3 |
930.4 |
|
S3 |
890.7 |
901.7 |
928.5 |
|
S4 |
869.1 |
880.1 |
922.5 |
|
|
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 |
944.4 |
913.2 |
31.2 |
3.3% |
15.0 |
1.6% |
68% |
True |
False |
82,438 |
10 |
963.2 |
913.2 |
50.0 |
5.4% |
15.8 |
1.7% |
42% |
False |
False |
90,177 |
20 |
992.1 |
913.2 |
78.9 |
8.4% |
18.5 |
2.0% |
27% |
False |
False |
99,089 |
40 |
992.1 |
882.0 |
110.1 |
11.8% |
16.9 |
1.8% |
48% |
False |
False |
59,021 |
60 |
992.1 |
867.5 |
124.6 |
13.3% |
16.9 |
1.8% |
54% |
False |
False |
40,038 |
80 |
992.1 |
867.5 |
124.6 |
13.3% |
18.5 |
2.0% |
54% |
False |
False |
30,464 |
100 |
1,008.9 |
867.5 |
141.4 |
15.1% |
19.2 |
2.1% |
47% |
False |
False |
24,502 |
120 |
1,008.9 |
810.0 |
198.9 |
21.3% |
18.1 |
1.9% |
63% |
False |
False |
20,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,036.2 |
2.618 |
1,000.9 |
1.618 |
979.3 |
1.000 |
966.0 |
0.618 |
957.7 |
HIGH |
944.4 |
0.618 |
936.1 |
0.500 |
933.6 |
0.382 |
931.1 |
LOW |
922.8 |
0.618 |
909.5 |
1.000 |
901.2 |
1.618 |
887.9 |
2.618 |
866.3 |
4.250 |
831.0 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
934.1 |
932.5 |
PP |
933.9 |
930.7 |
S1 |
933.6 |
928.8 |
|