COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
932.0 |
940.1 |
8.1 |
0.9% |
935.1 |
| High |
940.4 |
949.0 |
8.6 |
0.9% |
949.0 |
| Low |
930.3 |
936.6 |
6.3 |
0.7% |
913.2 |
| Close |
939.5 |
941.0 |
1.5 |
0.2% |
941.0 |
| Range |
10.1 |
12.4 |
2.3 |
22.8% |
35.8 |
| ATR |
16.8 |
16.5 |
-0.3 |
-1.9% |
0.0 |
| Volume |
116,253 |
76,944 |
-39,309 |
-33.8% |
439,417 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.4 |
972.6 |
947.8 |
|
| R3 |
967.0 |
960.2 |
944.4 |
|
| R2 |
954.6 |
954.6 |
943.3 |
|
| R1 |
947.8 |
947.8 |
942.1 |
951.2 |
| PP |
942.2 |
942.2 |
942.2 |
943.9 |
| S1 |
935.4 |
935.4 |
939.9 |
938.8 |
| S2 |
929.8 |
929.8 |
938.7 |
|
| S3 |
917.4 |
923.0 |
937.6 |
|
| S4 |
905.0 |
910.6 |
934.2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,041.8 |
1,027.2 |
960.7 |
|
| R3 |
1,006.0 |
991.4 |
950.8 |
|
| R2 |
970.2 |
970.2 |
947.6 |
|
| R1 |
955.6 |
955.6 |
944.3 |
962.9 |
| PP |
934.4 |
934.4 |
934.4 |
938.1 |
| S1 |
919.8 |
919.8 |
937.7 |
927.1 |
| S2 |
898.6 |
898.6 |
934.4 |
|
| S3 |
862.8 |
884.0 |
931.2 |
|
| S4 |
827.0 |
848.2 |
921.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949.0 |
913.2 |
35.8 |
3.8% |
15.1 |
1.6% |
78% |
True |
False |
87,883 |
| 10 |
949.0 |
913.2 |
35.8 |
3.8% |
13.7 |
1.5% |
78% |
True |
False |
87,662 |
| 20 |
992.1 |
913.2 |
78.9 |
8.4% |
17.5 |
1.9% |
35% |
False |
False |
97,653 |
| 40 |
992.1 |
883.1 |
109.0 |
11.6% |
16.6 |
1.8% |
53% |
False |
False |
63,501 |
| 60 |
992.1 |
867.5 |
124.6 |
13.2% |
16.8 |
1.8% |
59% |
False |
False |
43,142 |
| 80 |
992.1 |
867.5 |
124.6 |
13.2% |
18.2 |
1.9% |
59% |
False |
False |
32,862 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.0% |
19.3 |
2.1% |
52% |
False |
False |
26,431 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.1% |
18.0 |
1.9% |
66% |
False |
False |
22,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,001.7 |
|
2.618 |
981.5 |
|
1.618 |
969.1 |
|
1.000 |
961.4 |
|
0.618 |
956.7 |
|
HIGH |
949.0 |
|
0.618 |
944.3 |
|
0.500 |
942.8 |
|
0.382 |
941.3 |
|
LOW |
936.6 |
|
0.618 |
928.9 |
|
1.000 |
924.2 |
|
1.618 |
916.5 |
|
2.618 |
904.1 |
|
4.250 |
883.9 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
942.8 |
939.3 |
| PP |
942.2 |
937.6 |
| S1 |
941.6 |
935.9 |
|